收藏本站
《第三届贵州省自然科学优秀学术论文评选获奖论文集(2010年)》2010年
收藏 | 手机打开
二维码
手机客户端打开本文

Risk management in a competitive electricity market

刘敏  吴复立  
【摘要】:正In a competitive electricity market,it is necessary and important to develop an appropriate risk management scheme for trade with full utilization of the multi -market environment in order to maximize participants' benefits and minimize the corresponding risks.Based on the analyses to trading environments and risks in the electricity market,a layered framework of risk management for electric energy trading is proposed in this paper.Simulation results confirmed that trading among multiple markets is helpful to reduce the complete risk,and VaR provides a useful approach to judge whether the formed risk-control scheme is acceptable.

【相似文献】
中国期刊全文数据库 前10条
1 ;Nation's Power Producers Continue to Bridge Supply Gap[J];China's Foreign Trade;2006年16期
2 ;Beijing to build world-class urban power network[J];Electricity;2006年02期
3 ;Current Situation and Countermeasures for Green Electricity in Shanghai[J];Electricity;2007年01期
4 ;Double Pressure on Power Grids——The demand for electricity is dropping while the electricity price is not adjusted properly[J];Electricity;2009年02期
5 ;NEWS[J];China Nonferrous Metals Monthly;2001年04期
6 ;Pricing Mechanism in Power Market Construction[J];Electricity;2005年04期
7 ;Reform of electricity pricing system in retrospection[J];Electricity;2006年02期
8 ;National Electricity Generation,Electricity Consumption and Peak Load by Grid (March 2006)[J];Electricity;2006年02期
9 ;National Electricity Generation,Electricity Consumption and Peak Load by Grid (April 2006)[J];Electricity;2006年02期
10 Guu Sy-Ming;Lai Kin Keung;;Multi scale risk measurement in electricity market:a wavelet based value at risk approach[J];Journal of Southeast University(English Edition);2008年S1期
中国重要会议论文全文数据库 前5条
1 ;Application of Chaotic Particle Swarm Optimization in the Short-term Electricity Price Forecasting[A];Proceedings of the 2011 Chinese Control and Decision Conference(CCDC)[C];2011年
2 ;Research on the Electricity Industry in China Based on Business Analysis and Error Correction Model[A];第五届(2010)中国管理学年会——管理科学与工程分会场论文集[C];2010年
3 刘敏;吴复立;;Risk management in a competitive electricity market[A];第三届贵州省自然科学优秀学术论文评选获奖论文集(2010年)[C];2010年
4 ;Day-ahead Electricity Price Forecasting Based on Rolling Time Series and Least Square-Support Vector Machine Model[A];Proceedings of the 2011 Chinese Control and Decision Conference(CCDC)[C];2011年
5 雷银照;;电气中为什么有“气”?[A];第四届全国高等学校电气工程及其自动化专业教学改革研讨会论文集(上册)[C];2007年
中国硕士学位论文全文数据库 前2条
1 Tan Samkol;[D];华中科技大学;2010年
2 瑞米(Rami Othman);巴勒斯坦电力系统优化设计与负荷潮流分析[D];哈尔滨工业大学;2014年
 快捷付款方式  订购知网充值卡  订购热线  帮助中心
  • 400-819-9993
  • 010-62791813
  • 010-62985026