| 直购电环境下基于E-CVaR的电网公司风险控制策略研究 |
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| 引用本文： | 刘春辉,刘 敏. 直购电环境下基于E-CVaR的电网公司风险控制策略研究[J]. 电网与水力发电进展, 2010, 26(12): 42-46 |
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| 作者姓名： | 刘春辉 刘 敏 |
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| 作者单位： | 吉林省电力有限公司培训中心，长春 130062；;贵州大学 电气工程学院，贵阳 550003 |
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| 基金项目： | 贵州大学创新基金（2009006） |
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| 摘 要： | 介绍了直购电所导致电网公司可能面临的潜在风险及风险管理的基本理论,分析了CVaR（Conditional Value at Risk）风险评估方法的特点,最后建立了基于E-CVaR的电网公司考虑直购电的风险控制模型。算例结果反映出电网公司所面临的市场风险本质,验证了模型的有效性。
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| 关 键 词： | 电力市场 直购电 电网公司 风险控制 CVaR |
Risk Control Strategies Based on E-CVaR for Power Gird Companies under Direct Electricity Purchasing Environment |
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| LIU Chun-hui and LIU Min. Risk Control Strategies Based on E-CVaR for Power Gird Companies under Direct Electricity Purchasing Environment[J]. Advance of Power System & Hydroelectric Engineering, 2010, 26(12): 42-46 |
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| Authors: | LIU Chun-hui and LIU Min |
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| Affiliation: | Jilin Electric Power Company Limited Training Center, Changchun 130062, Jilin Province,China;College of Electrical Engineering, Guizhou University, Guiyang 550003,Guizhou Province, China |
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| Abstract: | This paper introduced the potential risk the PGC may face due to the DEP and the basic theories of risk management, then it analyzed the characteristics of CVaR(Conditional Value at Risk). Finally, a risk control model based on E-CVaR for PGC considering DEP was established. The results indicate that the proposed model sufficiently reflects the major market risks that the PGC confronts in the DEP process. |
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| Keywords: | electricity market DEP PGC risk control CVaR |
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