引入保险机制降低电力市场金融风险的研究.pdfVIP

电网技术 Vol. 28 No.15 第 28 卷第 15 期 2∞4 年 8 月 Power System Technology Aug. 2;创)4 文意编号: 1∞0-3673 (2ω4) 15唰0011-05 中朋分提号TM73; F123.9 文献标识码:A 学科代明: 790.625 引入保险机制降低电力市场金融风险的研究 林海峰，周浩 (浙江大学电力经济及传息化研究所，浙江省杭州市 310027 ) RESEARCH ON DECREASING FINANCIAL RISK IN ELECTRICITY MARKET BY APPLYINGINSURANCE 如侃CHANISM LIN Hai-feng. ZHOU Hao (Power Economics and Information Institute. Zhejiang University. Hangzhou 310027 , Zhejiang Province , China) ABSTRACT: The operation of elec创city market brings a new 源的优化配置，从而带动社会的可持续发展。由于 chance to the ins町ance compani邸 ωexpand 由.eir business. 电能不同于…般商品，不能大规模地有效存储，而 ηI.e fast fluctuation of electricity price different 食。m relative 供需之间必须时刻保持平衡，因此电价被动里现出 stable ones in other markets is the main feature of electricity 樊似于负荷变化的随机性:由于电力需求价格的弹 market, it makes the market partic栩栩ts being taken the risks 性几乎为零，带求侧缺乏有效的价格传导机制，使 of losing profits. To obtain steady revenue it is necessaryω establish an effective mech拟制m to avoid 伽e risk. According 得电价波动表现出强烈的跳跃和尖峰特性:同时， to 出e peculiarity of the risk of decJ)阳sing the revenue of the 其他与供求相关的风险因素(如网络制约、市场力 generating comp创出s，伽efi阳sibility and necessity of leading 作用〉也会使电价发生更加复杂的变化。 the income insurance inωelectricity market to avoid the risks 电价的高度被功性使得电力市场参与者面临着 are rese缸cb时. Through the explanation of the principle of 巨大的利益损失风险[110 发电企业如果得不到足够而 applying revenue insuranceωelec创city market and the 且稳定的投资回报惑，将会严重打击国内外投资者 calculation results for prac