发电企业风险分析与控制模型研究
|
摘要
发电企业不仅面临普通企业所共有的风险而且由于电力生产和经营的特殊性,使得发电企业还面临某些特有的风险和威胁。电力的供需要求实时平衡,电力不能大量经济的储存,电力的发、俞、配、售各个环节要求瞬时一次性完成。这些特点使得发电企业在运营过理中面临诸多的不确定性。随着电力市场化改革的进行,电力企业从传统的一体化垄断经营,到电力生产的各个环节进行拆分,发电企业已经成为独立的运行主体。发电企业之间面临着竞争,发电企业与煤炭生产企业、电网企业以及电力用户之间都将进行交易。随着改革的不断深入,发电企业的经营和管理将面临更多的不确定性。本研究运用风险管理理论和方法、最优化理论、系统工程理论与方法最新成果研究发电企业在节能、环保与市场化环境下的发电企业风险识别、风险结构分析、风险评价与风险控制模型。
首先,引入等级全息建模(HHM)的思想和方法构建发电企业风险的多维度风险识别模型。此风险识别模型包含三个层次：基于不同视角下的风险维度,同一情境下的不同风险,同一风险内的不同风险因素,并且包括自然、社会、技术、产业链、企业生命周期、经营、管理八个风险维度。通过风险识别与过滤,最终形成发电企业多维度风险识别模型。该框架模型为进一步的风险分析与评估奠定基础。
其次,采用经典解释结构模型方法(ISM)对发电企业风险系统的结构进行分析,构建了发电企业风险的链接关系模型。通过对风险和风险因素的结构分析,找出风险和风险因素之间的相互影响关系,并进一步找出风险链和风险源。将经典解释结构模型扩展至模糊集,在此基础上构建了发电企业风险的影响强度模型。此模型在分析发电企业风险关系时考虑了风险强度的影响,基于不同的影响强度给出了不同的风险链接关系。通过对比分析得出发电企业风险的链接关系模型与影响强度模型之间的关系。
第三,采用网络层次分析法(ANP)对发电企业的整体风险状况进行综合评价,该评价分别基于风险损失、风险可能性和风险不可控性三个准则进行。通过ANP方法计算风险指标体系中各个风险的权重系数,并对火电、水电和可再生能源三种方案进行评价。
最后,采用CVaR风险计量方法构建发电企业风险的计量模型,进而以风险最小化和收益最大化为决策准则推导出两种发电企业风险控制优化模型,该模型可以对多市场环境、多机组选择下的发电企业风险进行计量和优化。论文分别基于一般、环保、节能调度和竞价上网四种情境进行算例分析。
本研究对于发电企业风险的分析、评价与控制模型进行了理论探索,为发电企业在不确定环境下的管理与决策提供理论和策略支持。
Power Generation companies face not only the common risks of ordinary business, but also some unique risks and threats because of the special nature of electricity production and operation. Electricity cannot be stored in large quantity economiclly. Electricity supply and demand should be in balance in real-time. Generation、transmission, distribution and retail should be done instantaneously. Therefore, Power generation companies are confronted with many uncertainties in the operation process. With the reform of power sector, power generation companies have been unbundled from the vertical integrated enterprises. They have become independent companies. Power generation companies will confront competition with other market players. There will be transactions between generation companies and coal producers, grid enterprises and electricity consumers. With the deepening of reform, there will be more uncertainties in operation and management of power generation companies.In this paper, models of risk identification, analysis, evaluation and risk measurement and control of power generation companies are developed on the basis of the latest results of risk management theory and methods, optimization theory, system engineering theory and methods under the environment of energy conservation, environmental protection and market-oriented reform.
First, a multi-dimensional risk identification model for power generation companies is built based on the Hierarchical Holographic Modeling (HHM).This risk identification model consists of three layers:risk dimensions from different perspectives, different risks under the same scenario, different risk factors within the same risk. It consists of eight risk dimensions including nature, society, technology, industrial chain, enterprise life cycle, management, administration. A multi-dimensional risk identification model of power generation companies is formed through risk identification and filtering. The framework model is the foundation for further risk analysis and assessment.
Second, The structure of risk system of power generation companies is analyzed applying the classical interpretative structural modelling method. The linking ralationship model of risk is constructed. Through structural analysis to the risks and risk factors, the relationship between risks and risk factors is identified and the risk chain and the source of risks is found. The classical interpretative structural modelling method is extended to fuzzy sets, then the impact degree model of risk chain is developed. This model considers the effect of the risk impact degree when analyzing the relationship. It gives different linking relationship of the risk chain based on different risk impact degrees. Through comparative analysis, the relation between the linking ralationship model and the impact degree model is obtained.
Third, using the Analytic Network Process method (ANP), the overall risk of power generation companies is evaluated comprehensively. The evaluation is based on three criteria of the risk loss, the risk probability and the risk uncontrollability. The weighting of each risk of the risk indicator system is calculated using ANP model, and three schemes of thermal power, hydropower and renewable energy are evaluated.
Finally, Conditional Value at Risk (CVaR) techniques are used to establish models of risk measurement for power generation companies.Two models of risk control for power generation companies are derived under decision criteria of risk minimization and benefit maximization. These optimization models of risk control can measure and optimize the risks of power generation companies under the environment of multi-markets and multi-types of power generation units. For examining and illustrating the effectiveness of the model, case study is performed under four scenarios of general, environmental protection, energy-saving dispatching and bidding for generation.
This work has theoriotic contribution on the models of risk analysis, assessment and control of power generation companies. It provides theoretical and strategic support for the management and decision making of power generation companies in an uncertain environment.
首先,引入等级全息建模(HHM)的思想和方法构建发电企业风险的多维度风险识别模型。此风险识别模型包含三个层次：基于不同视角下的风险维度,同一情境下的不同风险,同一风险内的不同风险因素,并且包括自然、社会、技术、产业链、企业生命周期、经营、管理八个风险维度。通过风险识别与过滤,最终形成发电企业多维度风险识别模型。该框架模型为进一步的风险分析与评估奠定基础。
其次,采用经典解释结构模型方法(ISM)对发电企业风险系统的结构进行分析,构建了发电企业风险的链接关系模型。通过对风险和风险因素的结构分析,找出风险和风险因素之间的相互影响关系,并进一步找出风险链和风险源。将经典解释结构模型扩展至模糊集,在此基础上构建了发电企业风险的影响强度模型。此模型在分析发电企业风险关系时考虑了风险强度的影响,基于不同的影响强度给出了不同的风险链接关系。通过对比分析得出发电企业风险的链接关系模型与影响强度模型之间的关系。
第三,采用网络层次分析法(ANP)对发电企业的整体风险状况进行综合评价,该评价分别基于风险损失、风险可能性和风险不可控性三个准则进行。通过ANP方法计算风险指标体系中各个风险的权重系数,并对火电、水电和可再生能源三种方案进行评价。
最后,采用CVaR风险计量方法构建发电企业风险的计量模型,进而以风险最小化和收益最大化为决策准则推导出两种发电企业风险控制优化模型,该模型可以对多市场环境、多机组选择下的发电企业风险进行计量和优化。论文分别基于一般、环保、节能调度和竞价上网四种情境进行算例分析。
本研究对于发电企业风险的分析、评价与控制模型进行了理论探索,为发电企业在不确定环境下的管理与决策提供理论和策略支持。
Power Generation companies face not only the common risks of ordinary business, but also some unique risks and threats because of the special nature of electricity production and operation. Electricity cannot be stored in large quantity economiclly. Electricity supply and demand should be in balance in real-time. Generation、transmission, distribution and retail should be done instantaneously. Therefore, Power generation companies are confronted with many uncertainties in the operation process. With the reform of power sector, power generation companies have been unbundled from the vertical integrated enterprises. They have become independent companies. Power generation companies will confront competition with other market players. There will be transactions between generation companies and coal producers, grid enterprises and electricity consumers. With the deepening of reform, there will be more uncertainties in operation and management of power generation companies.In this paper, models of risk identification, analysis, evaluation and risk measurement and control of power generation companies are developed on the basis of the latest results of risk management theory and methods, optimization theory, system engineering theory and methods under the environment of energy conservation, environmental protection and market-oriented reform.
First, a multi-dimensional risk identification model for power generation companies is built based on the Hierarchical Holographic Modeling (HHM).This risk identification model consists of three layers:risk dimensions from different perspectives, different risks under the same scenario, different risk factors within the same risk. It consists of eight risk dimensions including nature, society, technology, industrial chain, enterprise life cycle, management, administration. A multi-dimensional risk identification model of power generation companies is formed through risk identification and filtering. The framework model is the foundation for further risk analysis and assessment.
Second, The structure of risk system of power generation companies is analyzed applying the classical interpretative structural modelling method. The linking ralationship model of risk is constructed. Through structural analysis to the risks and risk factors, the relationship between risks and risk factors is identified and the risk chain and the source of risks is found. The classical interpretative structural modelling method is extended to fuzzy sets, then the impact degree model of risk chain is developed. This model considers the effect of the risk impact degree when analyzing the relationship. It gives different linking relationship of the risk chain based on different risk impact degrees. Through comparative analysis, the relation between the linking ralationship model and the impact degree model is obtained.
Third, using the Analytic Network Process method (ANP), the overall risk of power generation companies is evaluated comprehensively. The evaluation is based on three criteria of the risk loss, the risk probability and the risk uncontrollability. The weighting of each risk of the risk indicator system is calculated using ANP model, and three schemes of thermal power, hydropower and renewable energy are evaluated.
Finally, Conditional Value at Risk (CVaR) techniques are used to establish models of risk measurement for power generation companies.Two models of risk control for power generation companies are derived under decision criteria of risk minimization and benefit maximization. These optimization models of risk control can measure and optimize the risks of power generation companies under the environment of multi-markets and multi-types of power generation units. For examining and illustrating the effectiveness of the model, case study is performed under four scenarios of general, environmental protection, energy-saving dispatching and bidding for generation.
This work has theoriotic contribution on the models of risk analysis, assessment and control of power generation companies. It provides theoretical and strategic support for the management and decision making of power generation companies in an uncertain environment.
引文
[1]张娟.电力市场环境下的发电企业风险研究[D].北京：华北电力大学,2003
[2]刘敏,吴复立.电力市场环境下发电公司风险管理框架[J].电力系统自动化,2004,28(13)：1-6
[3]王壬,尚金成,冯旸,等.基于CVaR风险计量指标的发电企业投标组合策略及模型[J].电力系统自动化,2005,29(14)：5-9
[4]杨莉,包松,吕洪柄,等.电力市场购买方风险与发电企业必发容量[J].电力系统自动化,2004,28(21)：1-5
[5]周辉,侯云鹤,吴耀武,等.现货市场中考虑系统运行约束的发电投资风险估计[J].中国电机工程学报,2008,28(13)：99-105
[6]赖业宁,薛禹胜,高翔,等.发电容量充裕度的风险模型与分析[J].电力系统自动化,2006,30(17)：1-6
[7]王成亮,赵渊,周家启,等.基于日发电计划的电力系统运行风险概率评估[J].电力系统自动化,2008,32(4)：6-10
[8]王壬.电力市场风险管理理论及应用[D].武汉：华中科技大学,2006
[9]康重庆,白利超,夏青,等.电力市场中发电企业的风险决策[J].中国电机工程学报,2004,24(8)：1-6
[10]刘严,谭忠富,乞建勋.发电企业报价策略选择中的风险型决策方法[J].华北电力大学学报,2004,31(01)：69-72
[11]马歆,侯志俭,蒋传文.一种新的发电企业风险回避模型研究[J].上海交通大学学报,2005,39.79-81
[12]李晓军,颜汉荣,余志杰,等.电力市场环境下基于电价互换的发电公司风险管理策略[J].电力科学与技术学报,2008,23(3)：12-17
[13]冯东涵.电力市场环境下的发电企业策略与风险[D].杭州：浙江大学,2008
[14]贺红波.市场运营环境下发电投资的风险决策和系统动力学模型研究[D].长沙：长沙理工大学,2008
[15]吴忠群.电力期货市场运行的潜在风险[J].经济管理,2008,30(19-20)：7-10
[16]朱太辉,吴忠群.发电企业利用电力期货规避现货交易风险模型[J].电网技术,2008,32(06)：76-80
[17]齐先军,丁明.发电系统中旋转备用方案的风险分析与效用决策[J].电力系统自动化,2008,32(03)：9-13
[18]朱峰.发电企业燃煤风险管理研究[D].北京：华北电力大学,2006
[19]陈广娟,谭忠富,郭联哲,等.煤电价格联动下火力发电企业的风险分析模型[J].现代电力,2007,24(2)：74-78
[20]陈广娟.中国发电产业节能降耗的优化模型与方法研究[D].北京：华北电力大学,2008
[21]刘国中,文福牷,薛禹胜.温室气体排放权交易对发电公司最优报价策略的影响[J].电力系统自动化,2009,33(19)：15-20
[22]彭春华.综合环境保护及竞价风险的发电侧经济运行[J].中国电机工程学报,2008,28(28)：97-102
[23]陈又星.基于模糊AHP模型的产业集群内部风险识别及其定量测度研究[J].科技管理研究,2010,(4)：161-164
[24]Yang Tai-hua, Yang Jun-bao. Safety RiskIdentification and Coping Strategies of Regional Power Grid Construction[C].1st International Conference on Sustainable Construction and Risk Management, Chongqing, China, 2010:1145-1149
[25]HaoYukai, Wang Wei. RiskIdentification and Risk Evaluation on Real Estate Development Strategy [C].7th International Conference on Innovation and Management, Wuhan, China,2010:2023-2027
[26]LiShouze; YuJianjun. Identification and Evaluation of Supply Chain Fault Risk[C].4th International Conference on Operations and Supply Chain Management/15th Annual Meeting of the Asia-Pacific Decision Sciences Institute, Hong Kong, China,2010(4):832-835
[27]Liu Shuqing, HuaJunjie, Su Qin. Research on RiskIdentification and Evaluation Program for Co-manufacturing Process in Virtual Enterprise[C]. International Conference on Management of Technology, Taiyuan, China,2010:7-14
[28]Liu Ke. Industrial Clusters' Risk Control Based on the Risk Identification[C]. International Symposium on Emergency Managemen, Beijing, China, 2009:316-319
[29]SanchezHynuk, RobertBenoit, Pellerin Robert. A Project Portfolio Risk-Opportunity Identification Framework [J]. Project Management Journal,2008, 39(3):97-109
[30]YueYiding, TanJie. Study on Identification and Evaluation of Financial Risks of the Listed Company Based on VAR[C]. International Conference on Management of Technology, Taiyuan, China,2008:441-445
[31]XuHui, WanYiqian, ZouHuimin. Research on risk identification and measure of chinese enterprises' internationalization[C]. International Conference on e-Risk Management (ICeRM 2008), Nanjing, China,2008:229-234
[32]Liang Li-Jun, Li Zhi-Xiang. The Research on the Identification and Control about operational Risk for Commercial Banks Based on FTA Method[C].2nd International Conference on Risk Management and Engineering Management, Beijing, China,2008:304-309
[33]Kaplan.S., Y.Y.Haimes, B.J.Garrick. Fitting Hierarchical Holographic Modeling into the Theory of Scenario Structuring and a Resulting Refinement of the Quantitative Definition of Risk[J]. Risk Analysis,2001,21(5):807-815
[34]雅科夫.Y.海姆斯.风险建模、评估和管理(第2版)[M].西安：西安交通大学出版社,2009
[35]迟嘉昱,孙翎.基于HHM的跨国公司在华研发项目的风险因素分析[J].科技管理研究,2010,(9)：107-110
[36]巫英,向刚,杨一杰.基于HHM的企业持续创新过程中的经营者人因风险识别研究[J].科技进步与对策,2010,27(14)：68-72
[37]周彦喆.基于HHM的工程项目风险评价与控制[D].北京：中国地质大学,2009
[38]宁钟,王雅青.基于情景分析的供应链风险识别[J].工业工程与管理,2007,(2)：88-94
[39]刘仁辉,安实.项目风险识别量化方法研究[J].中国管理科学,2007,15(10)：97-100
[40]樊华.知识管理风险识别及其规避研究[J].软科学,2006,20(2)：13-16
[41]黄丽,蔡长林.模糊解释结构模型[J].四川大学学报(自然科学版),1999,36(1)： 6-10
[42]黄炜.黑客与反黑客思维研究的方法论启示——解释结构模型新探[D].广州：华南师范大学,2003
[43]尹红英,徐丽群,权小锋.基于解释结构模型的路网脆弱性影响要素分析[J].软科学,2010,24(10)：122-127
[44]李晓争.基于解释结构模型的铁路智能运输系统体系结构研究[D].北京：北京交通大学,2007
[45]李韩房,谭忠富,王成文,等.电力市场环境下基于解释结构模型的发电企业风险结构分析[J].电网技术,2007,31(13)：59-64
[46]韩金山,谭忠富.广义电力系统的解释结构模型[J].电力系统自动化,2008,32(20)：42-49
[47]周立伟.电力投资风险因素的结构分析与风险等级的综合评估[D].哈尔滨：哈尔滨工业大学,2007
[48]李媛媛,牛东晓,李韩房.电能在终端能源中的竞争力影响要素系统结构分析[J].华北电力大学学报,2008,35(3)：90-94
[49]何永秀,陶卫君等.基于解释结构模型的城市电力负荷预测[J].电力系统自动化,2009,33(20)：37-43
[50]Lu AW, Gong DQ. A review of measurement methods of project risk[C]. International Conference on Engineering and Business Management. Chengdu, China,2010:1-8
[51]Xin CH, Zhang XC. Application of Comprehensive Risk Evaluation Model in Project Invest Decision[C]. International Conference on Management Science and Engineering.Jiaozuo City, China,2008:1186-1190
[52]Wang JK, Zhang XB, Liu J. The Multi-Dimensional Measurement of Project Risks[C].15th International Conference on Industrial Engineering and Engineering Management. Zhengzhou, China,2008:1495-1499
[53]Rutkauskas AV, Stasytyte V, Ginevicius A. Three-dimensional Measurement of Market Behaviour[C].5th International Scientific Conference on Business and Management. Vilnius, Lithuania,2008:222-227
[54]He Y, Huang RH. Risk attributes theory:Decision making under risk[J]. European Journal of Operational Research,2008,186(1):243-260
[55]Xing XJ, Jiang Y. Study on the risk management of REIT[C]. International Conference on Construction and Real Estate Managemen. Penang, Malaysia, 2005:1136-1138
[56]Gao LJ, Li JP, Meng FJ. Modeling insurance mitigation on operational risk[C]. International Conference on e-Risk Management (ICeRM 2008). Nanjing, China, 2008:205-210
[57]Shih TY, Huang CH. Risk measurement, international investment decision and internationalization:Evidence from the Taiwan venture capital industry[C]. Annual Conference of the Academy of Innovation and Entrepreneurship. Beijing, China,2008:487-491
[58]Jiang CX, Zhang SY. Dynamic portfolio analysis based on time-varying risk measurement[C].14th International Conference on Management Science and Engineering, Harbin, China,2007:2065-2070
[59]Chen YN, Lan QJ. Comparative study on calculations of cohesive Value at Risk[C]. International Conference on Management Science and Engineering, Sydney, Austrilia,2005:241-248
[60]Yu ZY, Tao AY. Which one is better?-Risk measurement modeling on Chinese stock market[C]. International Symposium on Financial Engineering and Risk Management.Shanghai, China,2008:47-51
[61]Yang J, Zhang SZ, Li Y. Comparison and Application of VaR and CVaR in Risk Management[C]. International Conference on Engineering and Business Management, Chengdu, China,2010:1-8
[62]Wang LL. Development of Value at Risk[C]. China-Canada Industry Workshop on Enterprise Risk Management 2008, Wuhan, China,2008:279-283
[63]Zhang GL, Zhang B. Security Investment Portfolio Risk Assessment Based on VAR Method and Empirical Analysis[C]. Conference on Northeast Asia Logistics Engineering and Modern Logistics Industry Development, Shenyang, China, 2008:192-197
[64]Takeda A, Kanamori T. A robust approach based on conditional value-at-risk measure to statistical learning problems[J]. European Journal of Operational Research,2009,198(1):287-296
[65]Li P, Ma TT. A copula approach to integrated risk measurement for banks [C]. 9th International Conference on Industrial Management, Osaka, Japan,2008: 954-960
[66]Ramesh KVNM. A method to find historical VaR for portfolio that follows S&P CNX Nifty index by estimating the index value[C].4th International Finance Conference, Hammamet, Tunisia,2007:61-70
[67]Tian XS, Zhang G Endogenous confidence level in VaR modeling and an empirical study with CVaR[C]. International Conference on Risk Management and Engineering Management, Toronto, Canada,2008:127-132
[68]Zhang XP, Ling C. Study on the optimal combination bidding strategy of power suppliers based on CVaR[C].1st International Conference on Management Innovation, Shanghai, China,2007:1089-1093
[69]Liu ZD, Song B, Xu M. A Monte Carlo simulation of portfolio dynamic risk and its application[C].14th International Conference on Management Science and Engineering, Harbin, China,2007:1686-1693
[70]陈金龙,张维.CVaR与投资组合优化统一模型[J].系统工程理论方法应用,2002,11(1)：68-71
[71]王建华、李楚霖.度量与控制金融风险的新方法[J].武汉理工大学学报,2002,24(2)：60-63
[72]林辉,何建敏.VaR在投资组合应用中存在的缺陷与CVaR模型[J].财贸经济,2003,(12)：46-50
[73]岳瑞锋、李振东、杨晓萍.风险管理的CVaR方法及其简化模型[J].河北省科学院学报,2003,20(3)：134-147
[74]陈剑利,李胜宏.CVaR风险度量模型在投资组合中的应用[J].运筹与管理,2004,13(1)：95-99
[75]黄向阳、陈学华、杨辉耀.基于条件风险价值的投资组合优化模型[J].西南交通大学学报,2004,39(4)：511-515
[76]王壬,尚金成,冯肠,等.基于CVaR风险计量指标的发电企业投标组合策略及模型[J].电力系统自动化,2005,29(4)：5-9
[77]廖菁,江辉,彭建春,等.基于VaR和CVaR风险度量的发电企业竞价策略[J].继电器,2007,35(11)：30-35
[78]贺红波.市场运营环境下发电投资的风险决策和系统动力学模型研究[D].长沙：长沙理工大学,2008
[79]王访,周晓阳,周晨.发电公司投资组合决策流程[J].电力系统及其自动 化学报,2008,20(1)：33-38
[80]李正欣,赵林度.条件风险价值约束下的发电企业容量分配模型[J].华东电力,2009,37(3)：380-384
[81]周任军,胡军,罗潇,等.发电资产最优组合分配的WCVaR风险度量方法[J].长沙理工大学学报,2009,6(1)：36-42
[82]王金凤.CVaR在电力市场风险管理中的应用研究[D].上海：上海大学,2012
[83]玉华,周任军,韩磊,等.基于CVaR的风电并网发电风险效益分析[J].电力系统保护与控制,2012,40(4)：43-47
[84]郭兴磊,张宗益,亢娅丽,等.基于CVaR模型的大用户直购电决策分析[J].电力系统保护与控制,2011,39(18)：32-37
[85]Wu Yaoxing, Chen Zhenghui. The Application of Fuzzy Comprehensive Evaluation Method in Project Risk Assessment[C]. International Conference on Risk and Reliability Management. Beijing, China,2010:198-204
[86]DiaMohamed, ZeghalDaniel. Fuzzy Evaluation of Risk Management Profiles Disclosed in Corporate Annual Reports[J]. Canadian Journal of Administrative Sciences,2008,25(3):237-254
[87]Liu Lixian, Wang Daoping, Li Peng, et al. A Evaluation Model for Supply Chain Collaboration Risk[C]. International Conference on Risk and Reliability Management, Beijing, China,2010:123-127
[88]李韩房,谭忠富,王成文,等.发电企业内部风险分析的模糊综合评价模型[J].现代电力,2006,23(3)：74-79
[89]Yang Xinyuan, Zhou Jinghai. Gray Evaluation of BOT Financing Risks on the Basis of AHP Method[J]. nternational Conference of SME System Management and Informationization, Zhenjiang, China,2011:87-94
[90]Li Yangyang, Wang Ting. Study on Grid Engineering Construction Project Owner's Risk Evaluation under PMC Model[C]. International Symposium on Construction Economy and Management, Shenzhen, China,2010:110-113
[91]LvLeDi, Zhang PeiLin. Risk Evaluation on Cluster Supply Chain Based on Gray Hierarchical Method[C].1st International Conference on Sustainable Construction and Risk Management, Chongqing, China,2010:312-316
[92]WangYucui, KangNannan. Use Analytic Hierarchy Process and Artificial Neural Network Evaluation Method to Appraise the Project Financing Risk of Real Estate[C].2010 International Conference on Construction and Real Estate Management, Brisbane, Austrilia,2010:943-947
[93]Zhang Lihua, Mu Ruitian, WangJinhui. Sensitive Analysis and Statistical Study of New Types of Risk Investment Project Evaluation[C]. International Symposium on Statistics and Management Science2010, Nanjing, China, 2010:150-154
[94]Zavala-Diaz Jose C, Diaz-ParraOcotlan, Ruiz-VanoyeJorge A. Analysis of risk in linear multi-objective model and its evaluation for selection of a portfolio of investment in the Mexican Stock Exchange[J]. African Journal of Business Management,2011,5(19):7876-7884
[95]SkintziVasiliki D, Xanthopoulos-Sisinis S. Evaluation of correlation forecasting models for risk management[J]. Journal of Forecasting,2007,26(7):497-526
[96]Peng Jun, Liu Qing, Yang Jufeng. Brand Risk Evaluation for Logistics Enterprise Based on DHGF Model[C].5th International Conference on Management of Technology, Taiyuan, China,2010:58-63
[97]Wang Haoyu, Li Lishun, Zhu Xu. Construction of the Risk Quantitative Evaluation System of the System Management Pattern of Supply Chain[C]. International Conference on Risk and Reliability Management, Beijing, China,2010:192-197
[98]XuYunhong, Wang Huadong. Logistics Outsourcing Risks Evaluation Based on Rough Sets Theory[C].3rd International Conference on Logistics and Supply Chain Management, Hunan, China,2010:200-206
[99]景劲松.复杂产品系统创新项目风险识别、评估、动态模拟与调控研究[D].杭州：浙江大学,2004
[100]王莲芬.网络分析法(ANP)的理论与算法[J].系统工程理论与实践,2001,(3)：44-51
[101]刘睿,余建星,孙宏才,等.基于ANP的超级决策软件介绍及其应用[J].系统工程理论与实践,2003,(8)：141-143
[102]张莉.网络层次分析法(ANP)在IT项目风险评估中的应用[J].贵州：贵州大学学报(社会科学版),2007,25(4)：34-39
[103]王学群.基于网络层次分析法的供应链核心企业供应商评价研究[D].合肥：合肥工业大学,2007
[104]王鹏宇.网络层次分析法(ANP)在土地股价市场比较法中的应用研究[D].武汉：华中农业大学,2009
[105]李静,孙亚胜.模糊网络分析在海上风险项目风险评价中的应用[J].辽宁工程技术大学学报(自然科学版),2011,30(1)：96-99
[106]钟登华,蔡绍宽,李玉钦.基于网络分析法(ANP)的水电工程风险分析及其应用[J].水利发电学报,2008,27(1)：11-16
[107]李金超,李金颖,牛东晓,等.基于ANP的电网企业运营能力评价模型研究[J].电力系统保护与控制,2011,39(19)：37-42
[108]Ren Boqiang, Jiang Chuanwen. A review on the economic dispatch and risk management considering wind power in the power market[J]. Renewable and Sustainable Energy Reviews,2009,13:2169-2174
[109]S.M.Rashad, F.H.Hamma. Nuclear power and the environment:comparative assessment of environmental and health impacts of electricity-generating systems[J]. Applied Energy,2000,65:211-229
[110]D.Paravan, GB.Sheble, R.Golob. Price and Volume Risk Management for Power Producers[C].8th International Conference on Prohabilistic Methods Applied to Power systems, Ames, Iowa,2004:12-16
[111]R.Wan, J.C.Shang, X.Y.Zhou, et al. Risk Assessment and Management of Portfolio Optimization for Power Plants[C].2005 IEEE/PES Transmission and Distribution Conference & Exhibition:Asia and Pacific, Dalian,China,2005:1-5
[112]Wei Sun, Jie Zhang. Risk Assessment in Power Plants Based on AIA Improved Support Vector Machines[C]. Proceedings of the IEEE International Conference on Automation and Logistics, Qingdao,China,2008:487-4.91
[113]Yonggui He, Tianxiang Huang, Chang Liu. Research Of Wind Power Project Risk Assessment Based On Hierarchy-grey Analytic Method[C].2011 International Conference on Mechatronic Science,Electric Engineering and Computer, Jilin, China,2011:19-21
[114]Euridice M.Andrade, Jose Paulo Cosenza, Luiz Pinguelli Rosa, et al. The vulnerability of hydroelectric generation in the Northeast of Brazil:The environmental and business risks for CHESF[J]. Renewable and Sustainable Energy Reviews,2012,16:5760-5769
[115]P.K.Marhavilas, D.E.Koulouriotis, C.Mitrakas. On the development of a new hybrid risk assessment process using occupational accidents'data:Application on the Greek Public Electric Power Provider[J]. Journal of Loss Prevention in the Process Industries,2011,24:671-684
[116]Anindya Bhattacharya, Satoshi Kojima. Power sector investment risk and renewable energy:A Japanese case study using portfolio risk optimization method[J]. Energy Policy,2012,40:69-80
[117]C.Chen, Y.P.Li, G.H.Huang, et al. A robust optimization method for planning regional-scale electric power systems and managing carbon dioxide[J]. Electrical Power and Energy Systems,2012,40:70-84
[118]YZhou, Y.P.Li, GH.Huang, et al. A robust approach for planning electric power systems associated with environmental policy analysis[J]. Electric Power Systems Research,2013,95:99-111
[119]W.D.Walls, Frank W.Rusco, Jon Ludwigson. Power plant investment in restructured markets[J]. Energy,2007,32:1403-1413
[120]C.Dong, GH.Huang, Y.P.Cai, et al. An interval-parameter minimax regret programming approach for power management systems planning under uncertainty[J]. Applied Energy,2011,88:2835-2845
[2]刘敏,吴复立.电力市场环境下发电公司风险管理框架[J].电力系统自动化,2004,28(13)：1-6
[3]王壬,尚金成,冯旸,等.基于CVaR风险计量指标的发电企业投标组合策略及模型[J].电力系统自动化,2005,29(14)：5-9
[4]杨莉,包松,吕洪柄,等.电力市场购买方风险与发电企业必发容量[J].电力系统自动化,2004,28(21)：1-5
[5]周辉,侯云鹤,吴耀武,等.现货市场中考虑系统运行约束的发电投资风险估计[J].中国电机工程学报,2008,28(13)：99-105
[6]赖业宁,薛禹胜,高翔,等.发电容量充裕度的风险模型与分析[J].电力系统自动化,2006,30(17)：1-6
[7]王成亮,赵渊,周家启,等.基于日发电计划的电力系统运行风险概率评估[J].电力系统自动化,2008,32(4)：6-10
[8]王壬.电力市场风险管理理论及应用[D].武汉：华中科技大学,2006
[9]康重庆,白利超,夏青,等.电力市场中发电企业的风险决策[J].中国电机工程学报,2004,24(8)：1-6
[10]刘严,谭忠富,乞建勋.发电企业报价策略选择中的风险型决策方法[J].华北电力大学学报,2004,31(01)：69-72
[11]马歆,侯志俭,蒋传文.一种新的发电企业风险回避模型研究[J].上海交通大学学报,2005,39.79-81
[12]李晓军,颜汉荣,余志杰,等.电力市场环境下基于电价互换的发电公司风险管理策略[J].电力科学与技术学报,2008,23(3)：12-17
[13]冯东涵.电力市场环境下的发电企业策略与风险[D].杭州：浙江大学,2008
[14]贺红波.市场运营环境下发电投资的风险决策和系统动力学模型研究[D].长沙：长沙理工大学,2008
[15]吴忠群.电力期货市场运行的潜在风险[J].经济管理,2008,30(19-20)：7-10
[16]朱太辉,吴忠群.发电企业利用电力期货规避现货交易风险模型[J].电网技术,2008,32(06)：76-80
[17]齐先军,丁明.发电系统中旋转备用方案的风险分析与效用决策[J].电力系统自动化,2008,32(03)：9-13
[18]朱峰.发电企业燃煤风险管理研究[D].北京：华北电力大学,2006
[19]陈广娟,谭忠富,郭联哲,等.煤电价格联动下火力发电企业的风险分析模型[J].现代电力,2007,24(2)：74-78
[20]陈广娟.中国发电产业节能降耗的优化模型与方法研究[D].北京：华北电力大学,2008
[21]刘国中,文福牷,薛禹胜.温室气体排放权交易对发电公司最优报价策略的影响[J].电力系统自动化,2009,33(19)：15-20
[22]彭春华.综合环境保护及竞价风险的发电侧经济运行[J].中国电机工程学报,2008,28(28)：97-102
[23]陈又星.基于模糊AHP模型的产业集群内部风险识别及其定量测度研究[J].科技管理研究,2010,(4)：161-164
[24]Yang Tai-hua, Yang Jun-bao. Safety RiskIdentification and Coping Strategies of Regional Power Grid Construction[C].1st International Conference on Sustainable Construction and Risk Management, Chongqing, China, 2010:1145-1149
[25]HaoYukai, Wang Wei. RiskIdentification and Risk Evaluation on Real Estate Development Strategy [C].7th International Conference on Innovation and Management, Wuhan, China,2010:2023-2027
[26]LiShouze; YuJianjun. Identification and Evaluation of Supply Chain Fault Risk[C].4th International Conference on Operations and Supply Chain Management/15th Annual Meeting of the Asia-Pacific Decision Sciences Institute, Hong Kong, China,2010(4):832-835
[27]Liu Shuqing, HuaJunjie, Su Qin. Research on RiskIdentification and Evaluation Program for Co-manufacturing Process in Virtual Enterprise[C]. International Conference on Management of Technology, Taiyuan, China,2010:7-14
[28]Liu Ke. Industrial Clusters' Risk Control Based on the Risk Identification[C]. International Symposium on Emergency Managemen, Beijing, China, 2009:316-319
[29]SanchezHynuk, RobertBenoit, Pellerin Robert. A Project Portfolio Risk-Opportunity Identification Framework [J]. Project Management Journal,2008, 39(3):97-109
[30]YueYiding, TanJie. Study on Identification and Evaluation of Financial Risks of the Listed Company Based on VAR[C]. International Conference on Management of Technology, Taiyuan, China,2008:441-445
[31]XuHui, WanYiqian, ZouHuimin. Research on risk identification and measure of chinese enterprises' internationalization[C]. International Conference on e-Risk Management (ICeRM 2008), Nanjing, China,2008:229-234
[32]Liang Li-Jun, Li Zhi-Xiang. The Research on the Identification and Control about operational Risk for Commercial Banks Based on FTA Method[C].2nd International Conference on Risk Management and Engineering Management, Beijing, China,2008:304-309
[33]Kaplan.S., Y.Y.Haimes, B.J.Garrick. Fitting Hierarchical Holographic Modeling into the Theory of Scenario Structuring and a Resulting Refinement of the Quantitative Definition of Risk[J]. Risk Analysis,2001,21(5):807-815
[34]雅科夫.Y.海姆斯.风险建模、评估和管理(第2版)[M].西安：西安交通大学出版社,2009
[35]迟嘉昱,孙翎.基于HHM的跨国公司在华研发项目的风险因素分析[J].科技管理研究,2010,(9)：107-110
[36]巫英,向刚,杨一杰.基于HHM的企业持续创新过程中的经营者人因风险识别研究[J].科技进步与对策,2010,27(14)：68-72
[37]周彦喆.基于HHM的工程项目风险评价与控制[D].北京：中国地质大学,2009
[38]宁钟,王雅青.基于情景分析的供应链风险识别[J].工业工程与管理,2007,(2)：88-94
[39]刘仁辉,安实.项目风险识别量化方法研究[J].中国管理科学,2007,15(10)：97-100
[40]樊华.知识管理风险识别及其规避研究[J].软科学,2006,20(2)：13-16
[41]黄丽,蔡长林.模糊解释结构模型[J].四川大学学报(自然科学版),1999,36(1)： 6-10
[42]黄炜.黑客与反黑客思维研究的方法论启示——解释结构模型新探[D].广州：华南师范大学,2003
[43]尹红英,徐丽群,权小锋.基于解释结构模型的路网脆弱性影响要素分析[J].软科学,2010,24(10)：122-127
[44]李晓争.基于解释结构模型的铁路智能运输系统体系结构研究[D].北京：北京交通大学,2007
[45]李韩房,谭忠富,王成文,等.电力市场环境下基于解释结构模型的发电企业风险结构分析[J].电网技术,2007,31(13)：59-64
[46]韩金山,谭忠富.广义电力系统的解释结构模型[J].电力系统自动化,2008,32(20)：42-49
[47]周立伟.电力投资风险因素的结构分析与风险等级的综合评估[D].哈尔滨：哈尔滨工业大学,2007
[48]李媛媛,牛东晓,李韩房.电能在终端能源中的竞争力影响要素系统结构分析[J].华北电力大学学报,2008,35(3)：90-94
[49]何永秀,陶卫君等.基于解释结构模型的城市电力负荷预测[J].电力系统自动化,2009,33(20)：37-43
[50]Lu AW, Gong DQ. A review of measurement methods of project risk[C]. International Conference on Engineering and Business Management. Chengdu, China,2010:1-8
[51]Xin CH, Zhang XC. Application of Comprehensive Risk Evaluation Model in Project Invest Decision[C]. International Conference on Management Science and Engineering.Jiaozuo City, China,2008:1186-1190
[52]Wang JK, Zhang XB, Liu J. The Multi-Dimensional Measurement of Project Risks[C].15th International Conference on Industrial Engineering and Engineering Management. Zhengzhou, China,2008:1495-1499
[53]Rutkauskas AV, Stasytyte V, Ginevicius A. Three-dimensional Measurement of Market Behaviour[C].5th International Scientific Conference on Business and Management. Vilnius, Lithuania,2008:222-227
[54]He Y, Huang RH. Risk attributes theory:Decision making under risk[J]. European Journal of Operational Research,2008,186(1):243-260
[55]Xing XJ, Jiang Y. Study on the risk management of REIT[C]. International Conference on Construction and Real Estate Managemen. Penang, Malaysia, 2005:1136-1138
[56]Gao LJ, Li JP, Meng FJ. Modeling insurance mitigation on operational risk[C]. International Conference on e-Risk Management (ICeRM 2008). Nanjing, China, 2008:205-210
[57]Shih TY, Huang CH. Risk measurement, international investment decision and internationalization:Evidence from the Taiwan venture capital industry[C]. Annual Conference of the Academy of Innovation and Entrepreneurship. Beijing, China,2008:487-491
[58]Jiang CX, Zhang SY. Dynamic portfolio analysis based on time-varying risk measurement[C].14th International Conference on Management Science and Engineering, Harbin, China,2007:2065-2070
[59]Chen YN, Lan QJ. Comparative study on calculations of cohesive Value at Risk[C]. International Conference on Management Science and Engineering, Sydney, Austrilia,2005:241-248
[60]Yu ZY, Tao AY. Which one is better?-Risk measurement modeling on Chinese stock market[C]. International Symposium on Financial Engineering and Risk Management.Shanghai, China,2008:47-51
[61]Yang J, Zhang SZ, Li Y. Comparison and Application of VaR and CVaR in Risk Management[C]. International Conference on Engineering and Business Management, Chengdu, China,2010:1-8
[62]Wang LL. Development of Value at Risk[C]. China-Canada Industry Workshop on Enterprise Risk Management 2008, Wuhan, China,2008:279-283
[63]Zhang GL, Zhang B. Security Investment Portfolio Risk Assessment Based on VAR Method and Empirical Analysis[C]. Conference on Northeast Asia Logistics Engineering and Modern Logistics Industry Development, Shenyang, China, 2008:192-197
[64]Takeda A, Kanamori T. A robust approach based on conditional value-at-risk measure to statistical learning problems[J]. European Journal of Operational Research,2009,198(1):287-296
[65]Li P, Ma TT. A copula approach to integrated risk measurement for banks [C]. 9th International Conference on Industrial Management, Osaka, Japan,2008: 954-960
[66]Ramesh KVNM. A method to find historical VaR for portfolio that follows S&P CNX Nifty index by estimating the index value[C].4th International Finance Conference, Hammamet, Tunisia,2007:61-70
[67]Tian XS, Zhang G Endogenous confidence level in VaR modeling and an empirical study with CVaR[C]. International Conference on Risk Management and Engineering Management, Toronto, Canada,2008:127-132
[68]Zhang XP, Ling C. Study on the optimal combination bidding strategy of power suppliers based on CVaR[C].1st International Conference on Management Innovation, Shanghai, China,2007:1089-1093
[69]Liu ZD, Song B, Xu M. A Monte Carlo simulation of portfolio dynamic risk and its application[C].14th International Conference on Management Science and Engineering, Harbin, China,2007:1686-1693
[70]陈金龙,张维.CVaR与投资组合优化统一模型[J].系统工程理论方法应用,2002,11(1)：68-71
[71]王建华、李楚霖.度量与控制金融风险的新方法[J].武汉理工大学学报,2002,24(2)：60-63
[72]林辉,何建敏.VaR在投资组合应用中存在的缺陷与CVaR模型[J].财贸经济,2003,(12)：46-50
[73]岳瑞锋、李振东、杨晓萍.风险管理的CVaR方法及其简化模型[J].河北省科学院学报,2003,20(3)：134-147
[74]陈剑利,李胜宏.CVaR风险度量模型在投资组合中的应用[J].运筹与管理,2004,13(1)：95-99
[75]黄向阳、陈学华、杨辉耀.基于条件风险价值的投资组合优化模型[J].西南交通大学学报,2004,39(4)：511-515
[76]王壬,尚金成,冯肠,等.基于CVaR风险计量指标的发电企业投标组合策略及模型[J].电力系统自动化,2005,29(4)：5-9
[77]廖菁,江辉,彭建春,等.基于VaR和CVaR风险度量的发电企业竞价策略[J].继电器,2007,35(11)：30-35
[78]贺红波.市场运营环境下发电投资的风险决策和系统动力学模型研究[D].长沙：长沙理工大学,2008
[79]王访,周晓阳,周晨.发电公司投资组合决策流程[J].电力系统及其自动 化学报,2008,20(1)：33-38
[80]李正欣,赵林度.条件风险价值约束下的发电企业容量分配模型[J].华东电力,2009,37(3)：380-384
[81]周任军,胡军,罗潇,等.发电资产最优组合分配的WCVaR风险度量方法[J].长沙理工大学学报,2009,6(1)：36-42
[82]王金凤.CVaR在电力市场风险管理中的应用研究[D].上海：上海大学,2012
[83]玉华,周任军,韩磊,等.基于CVaR的风电并网发电风险效益分析[J].电力系统保护与控制,2012,40(4)：43-47
[84]郭兴磊,张宗益,亢娅丽,等.基于CVaR模型的大用户直购电决策分析[J].电力系统保护与控制,2011,39(18)：32-37
[85]Wu Yaoxing, Chen Zhenghui. The Application of Fuzzy Comprehensive Evaluation Method in Project Risk Assessment[C]. International Conference on Risk and Reliability Management. Beijing, China,2010:198-204
[86]DiaMohamed, ZeghalDaniel. Fuzzy Evaluation of Risk Management Profiles Disclosed in Corporate Annual Reports[J]. Canadian Journal of Administrative Sciences,2008,25(3):237-254
[87]Liu Lixian, Wang Daoping, Li Peng, et al. A Evaluation Model for Supply Chain Collaboration Risk[C]. International Conference on Risk and Reliability Management, Beijing, China,2010:123-127
[88]李韩房,谭忠富,王成文,等.发电企业内部风险分析的模糊综合评价模型[J].现代电力,2006,23(3)：74-79
[89]Yang Xinyuan, Zhou Jinghai. Gray Evaluation of BOT Financing Risks on the Basis of AHP Method[J]. nternational Conference of SME System Management and Informationization, Zhenjiang, China,2011:87-94
[90]Li Yangyang, Wang Ting. Study on Grid Engineering Construction Project Owner's Risk Evaluation under PMC Model[C]. International Symposium on Construction Economy and Management, Shenzhen, China,2010:110-113
[91]LvLeDi, Zhang PeiLin. Risk Evaluation on Cluster Supply Chain Based on Gray Hierarchical Method[C].1st International Conference on Sustainable Construction and Risk Management, Chongqing, China,2010:312-316
[92]WangYucui, KangNannan. Use Analytic Hierarchy Process and Artificial Neural Network Evaluation Method to Appraise the Project Financing Risk of Real Estate[C].2010 International Conference on Construction and Real Estate Management, Brisbane, Austrilia,2010:943-947
[93]Zhang Lihua, Mu Ruitian, WangJinhui. Sensitive Analysis and Statistical Study of New Types of Risk Investment Project Evaluation[C]. International Symposium on Statistics and Management Science2010, Nanjing, China, 2010:150-154
[94]Zavala-Diaz Jose C, Diaz-ParraOcotlan, Ruiz-VanoyeJorge A. Analysis of risk in linear multi-objective model and its evaluation for selection of a portfolio of investment in the Mexican Stock Exchange[J]. African Journal of Business Management,2011,5(19):7876-7884
[95]SkintziVasiliki D, Xanthopoulos-Sisinis S. Evaluation of correlation forecasting models for risk management[J]. Journal of Forecasting,2007,26(7):497-526
[96]Peng Jun, Liu Qing, Yang Jufeng. Brand Risk Evaluation for Logistics Enterprise Based on DHGF Model[C].5th International Conference on Management of Technology, Taiyuan, China,2010:58-63
[97]Wang Haoyu, Li Lishun, Zhu Xu. Construction of the Risk Quantitative Evaluation System of the System Management Pattern of Supply Chain[C]. International Conference on Risk and Reliability Management, Beijing, China,2010:192-197
[98]XuYunhong, Wang Huadong. Logistics Outsourcing Risks Evaluation Based on Rough Sets Theory[C].3rd International Conference on Logistics and Supply Chain Management, Hunan, China,2010:200-206
[99]景劲松.复杂产品系统创新项目风险识别、评估、动态模拟与调控研究[D].杭州：浙江大学,2004
[100]王莲芬.网络分析法(ANP)的理论与算法[J].系统工程理论与实践,2001,(3)：44-51
[101]刘睿,余建星,孙宏才,等.基于ANP的超级决策软件介绍及其应用[J].系统工程理论与实践,2003,(8)：141-143
[102]张莉.网络层次分析法(ANP)在IT项目风险评估中的应用[J].贵州：贵州大学学报(社会科学版),2007,25(4)：34-39
[103]王学群.基于网络层次分析法的供应链核心企业供应商评价研究[D].合肥：合肥工业大学,2007
[104]王鹏宇.网络层次分析法(ANP)在土地股价市场比较法中的应用研究[D].武汉：华中农业大学,2009
[105]李静,孙亚胜.模糊网络分析在海上风险项目风险评价中的应用[J].辽宁工程技术大学学报(自然科学版),2011,30(1)：96-99
[106]钟登华,蔡绍宽,李玉钦.基于网络分析法(ANP)的水电工程风险分析及其应用[J].水利发电学报,2008,27(1)：11-16
[107]李金超,李金颖,牛东晓,等.基于ANP的电网企业运营能力评价模型研究[J].电力系统保护与控制,2011,39(19)：37-42
[108]Ren Boqiang, Jiang Chuanwen. A review on the economic dispatch and risk management considering wind power in the power market[J]. Renewable and Sustainable Energy Reviews,2009,13:2169-2174
[109]S.M.Rashad, F.H.Hamma. Nuclear power and the environment:comparative assessment of environmental and health impacts of electricity-generating systems[J]. Applied Energy,2000,65:211-229
[110]D.Paravan, GB.Sheble, R.Golob. Price and Volume Risk Management for Power Producers[C].8th International Conference on Prohabilistic Methods Applied to Power systems, Ames, Iowa,2004:12-16
[111]R.Wan, J.C.Shang, X.Y.Zhou, et al. Risk Assessment and Management of Portfolio Optimization for Power Plants[C].2005 IEEE/PES Transmission and Distribution Conference & Exhibition:Asia and Pacific, Dalian,China,2005:1-5
[112]Wei Sun, Jie Zhang. Risk Assessment in Power Plants Based on AIA Improved Support Vector Machines[C]. Proceedings of the IEEE International Conference on Automation and Logistics, Qingdao,China,2008:487-4.91
[113]Yonggui He, Tianxiang Huang, Chang Liu. Research Of Wind Power Project Risk Assessment Based On Hierarchy-grey Analytic Method[C].2011 International Conference on Mechatronic Science,Electric Engineering and Computer, Jilin, China,2011:19-21
[114]Euridice M.Andrade, Jose Paulo Cosenza, Luiz Pinguelli Rosa, et al. The vulnerability of hydroelectric generation in the Northeast of Brazil:The environmental and business risks for CHESF[J]. Renewable and Sustainable Energy Reviews,2012,16:5760-5769
[115]P.K.Marhavilas, D.E.Koulouriotis, C.Mitrakas. On the development of a new hybrid risk assessment process using occupational accidents'data:Application on the Greek Public Electric Power Provider[J]. Journal of Loss Prevention in the Process Industries,2011,24:671-684
[116]Anindya Bhattacharya, Satoshi Kojima. Power sector investment risk and renewable energy:A Japanese case study using portfolio risk optimization method[J]. Energy Policy,2012,40:69-80
[117]C.Chen, Y.P.Li, G.H.Huang, et al. A robust optimization method for planning regional-scale electric power systems and managing carbon dioxide[J]. Electrical Power and Energy Systems,2012,40:70-84
[118]YZhou, Y.P.Li, GH.Huang, et al. A robust approach for planning electric power systems associated with environmental policy analysis[J]. Electric Power Systems Research,2013,95:99-111
[119]W.D.Walls, Frank W.Rusco, Jon Ludwigson. Power plant investment in restructured markets[J]. Energy,2007,32:1403-1413
[120]C.Dong, GH.Huang, Y.P.Cai, et al. An interval-parameter minimax regret programming approach for power management systems planning under uncertainty[J]. Applied Energy,2011,88:2835-2845