| 电力市场环境下价格突变的机理分析和风险防范 |
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| 引用本文： | 赵筠筠,张焰.电力市场环境下价格突变的机理分析和风险防范[J].华东电力,2008,36(8). |
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| 作者姓名： | 赵筠筠 张焰 |
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| 作者单位： | 1. 上海交通大学,电子信息与电气工程学院,上海,200030;华东电网有限公司,上海,200002
2. 上海交通大学,电子信息与电气工程学院,上海,200030 |
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| 摘 要： | 指出电力市场的价格存在不确定性,描述了电力市场中异常价格的类型.预防和规避市场的价格风险,是建立公平、有序、稳定的电力市场的关键.通过对加州电力市场价格的统计,分析异常价格出现的规律,剖析了影响电力市场价格的主要因素,介绍了价格突变的预测方法,提出了结合价格预测和风险防范的市场竞价流程.
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| 关 键 词： | 电力市场 节点边际电价 "钉子"价格 电价预测 风险防范 |
Price spike analysis and risk prevention in electricity markets |
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| ZHAO Jun-jun,ZHANG Yan.Price spike analysis and risk prevention in electricity markets[J].East China Electric Power,2008,36(8). |
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| Authors: | ZHAO Jun-jun ZHANG Yan |
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| Abstract: | The uncertainties in electricity prices of the electricity market are pointed out,and the types of abnormal prices are illuminated.The price risks should be effectively prevented and avoided,which is key to establish a fair,orderly,and stable electricity market.Based on the statistics of prices of California electricity market,the occurrence rules of abnormal prices are analyzed,as well as factors influencing the prices.The methods for forecasting price breaking are recommended,and the market bidding process combining price forecast and risk prevention is proposed. |
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| Keywords: | electricity market locational marginal price price spike price forecast risk prevention |
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