【作者】 郭金；

【导师】 谭忠富；

【作者基本信息】 华北电力大学（北京） ， 技术经济及管理， 2005， 硕士

【摘要】 在一个开放的电力市场中,垂直一体化的电力垄断体制被打破,电网经营企业成为电力市场中的购电方,因而电网经营企业不可避免地会面临前所未有的各种各样的市场购电风险,在本文中,首先介绍了风险的基本概念、分析方法及其管理的措施。然后文章以实时电力市场上的电价频繁波动对电网经营企业造成的风险为主线,分四个方面详细地论述了电网经营企业购电所面临的市场风险。包括:负荷预测的偏差对电网公司造成的风险、电力交易方式的不同对电网公司的风险、市场结算方式的不同对电网公司的风险及输电阻塞可能对电网公司购电造成的风险。论文中引用详细的数学模型和数据对以上四个方面的风险进行了分析和总结。并且针对各个方面的风险情况分别讨论的各种风险的管理措施和方法。引用这些措施和方法可以有效的减少电网公司的购电风险,并且引用具体的实例进行了说明。更多还原

【Abstract】 At the selling side of an open electricity market, the vertical monopolization is broken. The power gird operator became the purchaser in this market. Therefore, it will face many kinds of uncertainty and risks. In this paper, the risk concept、 the analysis approach and risk management are introduced. Then the paper surround the purchasing risks of the power grid brought by the real market price’s frequently fluctuate, elaborating four kinds of market risks faced by the power grid ,i.e., the first is the load forecast error risk, the second is the trade modes risk, the third is commitment rule risk and the last is the transmission congestion risk. According to the four kinds of risks, the model is established, analysed in detail and the analytical solution is obtained. Furthermore, contraposing the all kinds of risk conditions, the risk management measure and approach are introduced, by using these approaches, the purchasing risks can be effectively reduced. At last, a simulation for the actual market date is carried out.更多还原