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电网技术  2010 

电力期货在水火电资源优化配置中的应用

, PP. 170-175

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Abstract:

研究了电力期货在水火电发电资源优化配置中的应用。给出了考虑同一或不同区域电力市场时,2发电商之间在不同发电成本和发电收益下进行电力期货交易的实现方式和所得收益的计算模型。理论分析和具体算例都显示,水火电发电商之间进行期货交易,既可以通过置换发电资源来充分发挥丰水期水电的成本和环保优势,促进发电资源的优化配置和社会整体发电成本的降低,还可以在枯水期保障充裕的社会整体电力供给。同时期货交易还会带来额外的价差收益,发电商通过期货价格来分享这一额外收益,也符合其发电效益最大化的原则。因此电力期货是一种非常有效的水火电资源优化配置手段。

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