| 考虑大用户直购电的电网公司风险管理探讨 |
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| 引用本文： | 刘春辉,刘敏.考虑大用户直购电的电网公司风险管理探讨[J].中国西部科技,2009,8(22):54-56. |
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| 作者姓名： | 刘春辉 刘敏 |
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| 作者单位： | 贵州大学电气工程学院,贵州,贵阳,550003 |
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| 基金项目： | 贵州大学研究生创新基金资助 |
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| 摘 要： | 在电力市场环境下，大用户直接购电的实施打破了电网公司作为“单一购买者”的垄断局面。本文针对大用户直接购电给电网公司（PGC）带来的风险进行了研究分析，以现代投资组合理论、效用理论为基础，采用了CVaR评估方法，分析了PGC的风险管理策略，有助于电网公司明确交易风险，帮助其达到利润最大化和风险最小化的经营目的。
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| 关 键 词： | 电力市场 大用户直购电 电网公司（PGC） 风险管理 CVaR 现代投资组合理论（MPT） |
Discussion On Risk Management Of Power Grid Companies Considering Direct Electricity Purehasing |
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| LIU Chun-hui,LIU Min.Discussion On Risk Management Of Power Grid Companies Considering Direct Electricity Purehasing[J].Science and Technology of West China,2009,8(22):54-56. |
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| Authors: | LIU Chun-hui LIU Min |
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| Institution: | (College of Electrical Engineering, Guizhou University,Guiyang 550003,Guizhou Province,China) |
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| Abstract: | In the electricity market,large users direct electricity purchasing has broken the monopoly situation that power grid companies（PGC） is a ＂ single purchaser＂ .This paper analyzes the risk of PGC due to the direct electricity purchasing.The risk management policy of PGC is based on modern portfolio theory（MPT）, utility theory and CVaR,which can help PGC to identify its transaction risks and achieve its business objectives that are to maximize its benefits and minimize the corresponding risk. |
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| Keywords: | CVaR |
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