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| 实行可中断电价的条件风险价值评估 | |
| 引用本文： | 张蓉,王绵斌,谭忠富,王东海.实行可中断电价的条件风险价值评估[J].电力需求侧管理,2009,11(6):12-15,29. |
| 作者姓名： | 张蓉 王绵斌 谭忠富 王东海 |
| 作者单位： | 1. 北京市工程咨询公司,北京,100031 2. 华北电网有限公司,电网建设分公司,北京,100032 3. 华北电力大学电力经济研究所,北京,102206 |
| 基金项目： | 国家自然科学基金，国家"新世纪优秀人才"计划项目 |
| 摘 要： | 针对实行可中断电价后给供电企业带来的风险进行了研究。介绍了条件风险价值风险度量及其蒙特卡罗求解方法,提出采用条件风险价值法对供电企业实行可中断电价的风险进行度量;在分析供电企业实行可中断电价的成本和收益的基础上,构建其效益模型,采用条件风险价值法计算供电企业实行可中断电价的风险。算例结果表明,所构建的风险评估模型具有一定的实用性和可行性。 |
| 关 键 词： | 条件风险价值 可中断电价 风险评估 蒙特卡罗模拟 电力市场 |
Condition value at risk evaluation of adopting interruptible power price |
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| ZHANG Rong,WANG Mian-bin,TAN Zhong-fu,WANG Dong-hai.Condition value at risk evaluation of adopting interruptible power price[J].Power Demand Side Management,2009,11(6):12-15,29. | |
| Authors: | ZHANG Rong WANG Mian-bin TAN Zhong-fu WANG Dong-hai |
| Affiliation: | ZHANG Rong1,WANG Mian-bin2,TAN Zhong-fu3,WANG Dong-hai3 (1. Beijing Municipal Engineering Consulting Corporation,Beijing 100031,China,2. North China Grid Company Limited,Beijing 100032,3. North China Electric Power University,Beijing 102206,China) |
| Abstract: | The article studied the risk of implementing interruptible power price for the electric power company. First of all, it introduced the risk measurement method of CVaR and the Monte Carlo method, proposed to use the CVaR method to measure the implementation of the interruptible power price by the power corporation; Secondly, based on the foundation of analyzing the cost and benefit of the implementation of the interruptible power price by the power corporation, the income model was built, then it used the CV... |
| Keywords: | condition value at risk interruptible power price risk evaluation Monte Carlo simulation electricity market |
| 本文献已被 CNKI 维普 万方数据 等数据库收录！ | |
