市场环境下电网公司购售电风险分析与规避
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摘要
电力市场中,电网公司直接或间接地存在经营风险。电网公司的职责是从发电公司购买电力,在保证电力安全、质量的前提下,售给电力用户,对这一经营过程的风险研究是极其必要的。本文结合目前中国电力市场现状及电力发展的情况,从风险管理的角度分析电网公司在经营过程中,受发电公司市场力、购买规模风力发电、大用户直供、购买备用容量等因素给电网公司带来的经营风险,基于对各种风险的分析,得出相应的规避风险模型,使电网公司预期损失达到最小化,从而为电网公司提高经济效益提供参考。
In the current electricity market, Grid Company will directly or indirectly lead to the management risk. The duty of Grid Company is buying Electricity from Power Company. Then sale them to power consumer under protect the voltage be safe and electricity quality be good. Research for the risk of this management process is very necessary. The thesis contact the situation of Chinese electricity market and the development of electric power. The analysis in the risk management for the Grid Company to suffer the electricity market power, buy much more wind power, large power consumer buy electricity derectly from power plant, buy the ready capacity and so on. All these will make management risk for Grid Company. The risk evaluation model is established based on the analysis, and will make casualty to reduce. The thesis will give the reference for the Grid Company to promote their profit.
In the current electricity market, Grid Company will directly or indirectly lead to the management risk. The duty of Grid Company is buying Electricity from Power Company. Then sale them to power consumer under protect the voltage be safe and electricity quality be good. Research for the risk of this management process is very necessary. The thesis contact the situation of Chinese electricity market and the development of electric power. The analysis in the risk management for the Grid Company to suffer the electricity market power, buy much more wind power, large power consumer buy electricity derectly from power plant, buy the ready capacity and so on. All these will make management risk for Grid Company. The risk evaluation model is established based on the analysis, and will make casualty to reduce. The thesis will give the reference for the Grid Company to promote their profit.
引文
[1]谭忠富,李晓军,王成文.电力企业风险管理理论与方法.中国电力出版社2007.04
[2]王剑辉,谭忠富,乞建勋.电力市场环境下电网经营企业的风险管理.电力技术经济.2005.1
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[4]曾鸣,孙昕,张厚平.电力市场交易与电价理论及其应用.中国电力出版社.2003.11
[5]赵风云,王秀丽.输配电市场.中国电力出版社.2003.09
[6]赵金峰.电网公司风险管理与电力市场化改革.现代电力.2004,6:102-106.
[7]徐光辉.厂网分开供电企业面临的经营风险与对策.电业政策研究.2003,
[8]尚金成,黄永皓,夏清.电力市场理论研究与应用.中国电力出版社.2002.08
[9]刘宝华,常建平,肖创英,卢放.美国电力市场.中国电力出版社.2005.10
[10]张粒子,郑华.区域电力市场电价机制.中国电力出版社.2004.06
[11]曾鸣,贾振旺,黄昆彪.电力营销服务与电价体系.2007.04
[12]郭金.电网企业购电风险分析模型及管理策略研究.硕士论文.华北电力大学(北京).工商管理学院.2005.
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[15]蓝凤禹.电力体制改革过渡时期的电价政策与电网企业经营风险防范研究.广西电业,2003,44(11):26～28.
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[20]K.L.LO,Y.K.WU.Risk assessment due to local demand forecast uncertainty in the competitive supply industry.IEEE. Proc.-gener. transm. Distrib, Vol. 150,No.5,September 2003.
[21]Benjamin F.Hobbs,Suradet Jitprapaikulsarn,Dominic J. Maratukulam. Analysis of the Value for unit commitment of improved load forecasts.IEEE Transactions on power systems, Vol. 14, No. 4, Novembe 1999.
[22]Shangyou Hao.A study of basic bidding strategy in clearing pricing auctions.IEEE Transactions on power systems,Vol.15,No.3,August 2000.
[23]Roger Bjorgan,Chen-Ching Liu,Fellow.Financial risk management in a competitiveelectricity market.IEEE Transactions on power systems, Vol. 14, No. 4, November 1999.
[24]A.kumar David,Senior Member.Market power in electricity supply.IEEE Transactions on energy conversion,Vol.16,No.4,December 2001.
[25]Robert Dahlgren,chen-ching liu.Risk assessment in energy trading.IEEE Transactions on power systems,Vol.18,No.2,May 2003.
[26]Tanzhongfu,Dongfugui,et al. Application of game idea in direct purchase contract between big electricity consumers and generation companies. Journal of North China Electric Power University,Vol.31,No.3,May 2004.
[27]Bower J, Bunn D. Experimental analysis of the efficiency of uniform-price Versus discrim inatory ayctions in the England and wales electricity market. Journal of economic dynamics & control,2001,25:561～592.
[28]陈清.电网经营企业的风险管理与研究:[硕士学位论文].北京:华北电力大学(北京)工商管理学院,2004
[29]杨立俊,谭忠富,党育军.平衡电网与自备电厂之间经济利益的策略研究.华北电力大学校报.2005.1:72-76
[30]党育军.平衡电网与自备电厂之间经济利益的策略研究.硕士论文.华北电力大学(北京).2001.
[31]屈志强.发电侧与销售侧峰谷电价联动方案的研究.硕士论文.华北电力大学(北京).2004.
[32]曾鸣,刘敏,赵庆波.上网侧与销售侧峰谷分时电价联动的理论及其应用.中国电力.2003,36(9):70-74.
[33]陈星莺,谢俊。计及风险的输配分离电力市场供电公司最优竞价策略.电力系统自动化.2005,29(1):13-17.
[34] [35]王建学,王锡凡,张显,张振德.电力市场和过渡期电力系统可中断负荷管理(一)-可中断负荷成本效益分析.2004,24(5):15-19.
[36]王建学,王锡凡,张显,张振德.电力市场和过渡期电力系统可中断负荷管理(二)-可中断负荷运营.2004,24(6):1-5.
[37]NOGALES F J, CONTRERAS J, CONEJO A J, et al. Forecasting next-day electricity prices by time series models [J].IEEE Trans .on Power Systems,2002,17(2):342-348.
[38]STRBAC G, KIRSCHEN D. Assessing the competitiveness of demand-side bidding [J].IEEE Trans. on Power Systems,1999,14(1):120
[2]王剑辉,谭忠富,乞建勋.电力市场环境下电网经营企业的风险管理.电力技术经济.2005.1
[3]郭金,江伟,谭忠富.风险条件下供电公司最优购电问题研究.电网技术.2004.11
[4]曾鸣,孙昕,张厚平.电力市场交易与电价理论及其应用.中国电力出版社.2003.11
[5]赵风云,王秀丽.输配电市场.中国电力出版社.2003.09
[6]赵金峰.电网公司风险管理与电力市场化改革.现代电力.2004,6:102-106.
[7]徐光辉.厂网分开供电企业面临的经营风险与对策.电业政策研究.2003,
[8]尚金成,黄永皓,夏清.电力市场理论研究与应用.中国电力出版社.2002.08
[9]刘宝华,常建平,肖创英,卢放.美国电力市场.中国电力出版社.2005.10
[10]张粒子,郑华.区域电力市场电价机制.中国电力出版社.2004.06
[11]曾鸣,贾振旺,黄昆彪.电力营销服务与电价体系.2007.04
[12]郭金.电网企业购电风险分析模型及管理策略研究.硕士论文.华北电力大学(北京).工商管理学院.2005.
[13]杜松怀,温步瀛,蒋传文.电力市场,中国电力出版社.2005.01
[14]牛建伟.电力体制改革中的电网公司风险管理.现代电力.2004.6:97-101.
[15]蓝凤禹.电力体制改革过渡时期的电价政策与电网企业经营风险防范研究.广西电业,2003,44(11):26～28.
[16]郭立群.对供电企业风险管理思考.电力技术经济.2003.5.
[17] Tanzhongfu,Dongfugui,et al.Application of game idea in direct purchase contract between big electricity consumers and generation companies. Journal of North China Electric Power University,Vol.31,No.3,May 2004
[18] [19]B.O.Uthus,H.Gronli,S.Fretheim,et al.受管制电网公司在鼓励基础上的风险管理.供用电,2003,2(20):50～53.
[20]K.L.LO,Y.K.WU.Risk assessment due to local demand forecast uncertainty in the competitive supply industry.IEEE. Proc.-gener. transm. Distrib, Vol. 150,No.5,September 2003.
[21]Benjamin F.Hobbs,Suradet Jitprapaikulsarn,Dominic J. Maratukulam. Analysis of the Value for unit commitment of improved load forecasts.IEEE Transactions on power systems, Vol. 14, No. 4, Novembe 1999.
[22]Shangyou Hao.A study of basic bidding strategy in clearing pricing auctions.IEEE Transactions on power systems,Vol.15,No.3,August 2000.
[23]Roger Bjorgan,Chen-Ching Liu,Fellow.Financial risk management in a competitiveelectricity market.IEEE Transactions on power systems, Vol. 14, No. 4, November 1999.
[24]A.kumar David,Senior Member.Market power in electricity supply.IEEE Transactions on energy conversion,Vol.16,No.4,December 2001.
[25]Robert Dahlgren,chen-ching liu.Risk assessment in energy trading.IEEE Transactions on power systems,Vol.18,No.2,May 2003.
[26]Tanzhongfu,Dongfugui,et al. Application of game idea in direct purchase contract between big electricity consumers and generation companies. Journal of North China Electric Power University,Vol.31,No.3,May 2004.
[27]Bower J, Bunn D. Experimental analysis of the efficiency of uniform-price Versus discrim inatory ayctions in the England and wales electricity market. Journal of economic dynamics & control,2001,25:561～592.
[28]陈清.电网经营企业的风险管理与研究:[硕士学位论文].北京:华北电力大学(北京)工商管理学院,2004
[29]杨立俊,谭忠富,党育军.平衡电网与自备电厂之间经济利益的策略研究.华北电力大学校报.2005.1:72-76
[30]党育军.平衡电网与自备电厂之间经济利益的策略研究.硕士论文.华北电力大学(北京).2001.
[31]屈志强.发电侧与销售侧峰谷电价联动方案的研究.硕士论文.华北电力大学(北京).2004.
[32]曾鸣,刘敏,赵庆波.上网侧与销售侧峰谷分时电价联动的理论及其应用.中国电力.2003,36(9):70-74.
[33]陈星莺,谢俊。计及风险的输配分离电力市场供电公司最优竞价策略.电力系统自动化.2005,29(1):13-17.
[34] [35]王建学,王锡凡,张显,张振德.电力市场和过渡期电力系统可中断负荷管理(一)-可中断负荷成本效益分析.2004,24(5):15-19.
[36]王建学,王锡凡,张显,张振德.电力市场和过渡期电力系统可中断负荷管理(二)-可中断负荷运营.2004,24(6):1-5.
[37]NOGALES F J, CONTRERAS J, CONEJO A J, et al. Forecasting next-day electricity prices by time series models [J].IEEE Trans .on Power Systems,2002,17(2):342-348.
[38]STRBAC G, KIRSCHEN D. Assessing the competitiveness of demand-side bidding [J].IEEE Trans. on Power Systems,1999,14(1):120