| 基于资产组合理论的发电商电能分配策略研究 |
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| 引用本文： | 程冬,刘欣.基于资产组合理论的发电商电能分配策略研究[J].科学技术与工程,2009,9(2). |
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| 作者姓名： | 程冬 刘欣 |
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| 作者单位： | 上海交通大学安泰经济与管理学院,技术经济及管理系,上海,200030 |
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| 摘 要： | 如何将有限的电能在各个细分电能市场进行合理的分配从而获得利润最大化,是发电厂商当前急需解决的问题.将发电商在电能市场和备用市场的能量分配策略看成投资者对风险资产的投资组合策略,运用Markowitz的均值-方差分析理论建立了相应的分析模型,通过对模型的求解,得到了发电商的最优能量分配策略.
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| 关 键 词： | 发电商 能量市场 备用市场 投资组合 |
Research on Power Energy Allocation Strategy of Power Generator in Energy and Reserve Market |
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| CHENG Dong,LIU Xin.Research on Power Energy Allocation Strategy of Power Generator in Energy and Reserve Market[J].Science Technology and Engineering,2009,9(2). |
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| Authors: | CHENG Dong LIU Xin |
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| Institution: | Shanghai Jiaotong University;Shanghai 200030;P.R.China |
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| Abstract: | How to distribute the limited power energy among these fractionized markets to get the maximized profit is an urgent problem to solve by the power generator.Power energy allocation strategy of a power generator in energy market and reserve market is regarded as investment portfolio strategy to risk assets of an investor.Therefore,a model is founded based on Mean-Variance Analysis Theory by Markowitz.By solving this model,the optimal allocation strategy of a power generator is gotten.Aimportant reference to ... |
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| Keywords: | power generator energy market reserve market investment portfolio |
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