发电企业竞价上网经济分析及风险控制.docVIP

发电企业竞价上网经济分析及风险控制 　　[摘要]随着电力市场化的逐步推进，发电企业在新的竞争环境下生存和发展，是电力市场化改革中应该考虑的问题。文章通过对竞价上网运作模式的分析，从发电企业内部／外部运作进行经济性分析。考虑了发电企业的生产成本与竞价上网的收益所得，做出盈亏平衡分析，并以边际定价法进行企业利润最大化分析，以此来说明发电企业如何在竞价上网中做出有效的经济行为，由此引申出发电企业与电网公司在竞价上网的报价环节中的不确定性，应以博弈的思维做出决策以达到经济效益的优化；考虑了电力市场价格波动因素，发电企业在与大用电企业交易中的价格风险，引进电力期货市场的知识以规避风险，以使企业在竞价上网的运作过程中稳步发展。 　　[关键词]电力企业；竞价上网；经济分析；成本/收益；盈亏平衡；风险控制；博弈论；电力期货市场 　　[中图分类号]F270.3[文献标识码] Ａ[文章编号] 1002-736X(2008)05-0144-03 　　 　　The Economic Analysis and Risk Control of Power Plants Bidding 　　Shi Quansheng,Wu Jiling 　　(Electricity Institute of Finance, Shanghai University of Electric Power, Shanghai 200090) 　　 　　Abstract: With the reform of the electricity market, the development of power plants in the new competitive environment is very important. Based on the analysis of the operation mode of bidding, an economic analysis from the internal and external of electricity enterprise is made; by considering the power plants production cost and the profits of the power bidding, then analysis of balance of profit and loss is presented; and by using the analysis of enterprise profit maximization with the knowledge of marginal pricing, the effective economic behavior of power plants is explained. And then the uncertainty of the bidding link between power plants and transmission enterprises to make the optimization of economic benefits is analyzed with the Game Theory. By considering the factor of price fluctuations and price risk in transactions between power plants and its large users, the knowledge of electricity futures market is used to avoid the risks in order to help enterprises to have a stable development. 　　Key words: power enterprise; power bidding; economic analysis; cost/proceed; balance of profit and loss; risk control; game theory; electricity futures market 　　 　　一、引言 　　 　　我国电力市场改革的近期目标是：在厂网分开的基础上，建立与发电环节适度竞争相适应的上网电价机制；初步建立有利于促进电网健康发展的输配电价格机制；实现销售电价与上网电价联动；优化销售电价结构；具备条件的地区，在合理制定输配电价的基础上，试行较高电压等级或较大用电量的用户直接向发电企业购电。电力企业竞价上网是我国电力市场改革的近期目标中的重点，也鉴于此，国家发展和改革委员会