摘要
电力体制改革是经济社会发展的必然要求。市场机制的引入可以有效的提高运行效率，优化资源配置，但同时由于不确定性因素的增多，导致电价波动频繁，使市场成员面临着巨大的收益损失风险，甚至会威胁到电力系统的安全运行。因此，在竞争的电力市场中建立有效的风险规避机制，已成为当前电力市场化改革中迫切需要研究和解决的课题。
本文首先从电力市场的特殊性出发对市场风险进行识别，针对市场成员面临的价格波动风险，本文尝试着将保险机制引入到电力市场中。通过原理阐述并结合具体的算例，论证了电力企业购买收入保险降低经营风险的有效性和良好前景。
为了进一步规避市场金融风险，本文又提出了“以期货交易为主，现货与期货市场结合”的电力交易新模式，并建立了相关数学模型。
电力市场的竞争程度和市场结构决定了监管机构的职能。由于旧的监管机制存在许多不足，针对电力行业中具有天然垄断性的输电和配电环节，本文引入了基于绩效的新价格监管模式(PBR)，并对其中的价格上限管制进行了详细分析。
The reform on electric industry is the necessary request of development. The introduction of market mechanism can effectively increase the operation efficiency and optimize the config of resource, but accompany with the increase of uncertain facts, the electricity market participants will face more risks of profit lose which can also do harm to the secure operation of electric system. Thereby, the issue of establishing an effective mechanism to avoid the risk in the electricity market need to be studied and solved urgently so as to make the reform further proceed smoothly.
This paper first studies on Risk Identification in electricity market based on the special characteristic about electricity. According to the fierce risk on fast fluctuation of electricity price faced by electricity market participants, this paper tries to introduce the mechanism of insurance into electricity market. Through the explanation of the principle of applying revenue insurance to electricity market and the calculation results for practical data from a certain provincial electricity market, it is realizable to decrease the operating risks of power generating enterprises by purchasing the income insurance, and this method possesses good prospects.
Further more, in order to evade financial market risk, a new electricity trade mechanism and its formula are presented based on futures market.
The functions of the administrative structure are correspondingly determined by the market structure and the degree of competition level. Because of the shortcomings in the original administration before the reform and according to the inherent monopolization in the power transmission and distribution, a new performance based price regulation mode (PBR) is led into this paper and the price cap regulation in this mode is analyzed in detail.
引文
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