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基于区间法下的大用户直购电风险度量模型

Risk measurement models for direct electricity-purchase by large consumers based on interval method

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【作者】 关勇王绵斌谭忠富张蓉

【Author】 GUAN Yong1,WANG Mian-bin1,TAN Zhong-fu1,ZHANG Rong2(1.Institute of Electricity Economics,North China Electric Power Univ.,Beijing 102206,China;2.Beijing Jingchuang Xingye Investment Consultants,Beijing 100043,China)

【机构】 华北电力大学电力经济研究所北京京创兴业投资顾问有限公司

【摘要】 针对大用户直购电给供电公司带来的风险进行研究。分析了供电公司实行大用户直购电前后的供电成本和供电收益的变化;并采用邮票法对转运电费用进行分摊,得出大用户直购电的单位供电成本;根据未来转运费的预测区间构建供电公司的风险度量模型,并结合风险度量结果给出供电公司一些有效规避策略。算例表明,该模型是可行的,可为供电公司的风险管理提供一定的参考。

【Abstract】 The risk of the power supply company due to direct electricity-purchase by large consumers was studied.In detailed words,the changes in the power supply cost and benefits of the company before and after implementation of direct electricity-purchase were analyzed,the power supply cost per unit was obtained by using the stamp theory to apportion the transmission-distribution cost,the risk measurement model for the power supply company was constructed according to the forecast interval of transmission-distribution cost in the future,and some effective strategies for risk avoidance were proposed based on the risk measurement results.Examples proved the model feasible.

【基金】 国家自然科学基金项目(70571023、50579101);国家“新世纪优秀人才”计划项目(NCET060208);北京哲学社会科学规划项目(06BaJG102)联合资助
  • 【文献出处】 华东电力 ,East China Electric Power , 编辑部邮箱 ,2009年03期
  • 【分类号】F407.61;F224
  • 【被引频次】14
  • 【下载频次】252
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