【作者】 穆磊；

【导师】 姚建刚；

【作者基本信息】 湖南大学 ， 电力系统及其自动化， 2004， 硕士

【摘要】 “厂网分开，竞价上网”的电力市场环境下，电力生产、交易和消费的方式发生了根本性的变化。发电公司和输配电企业成为独立的经济实体，对经济利益最大化的追求使得系统中的不确定性因素越来越多，运行条件和扰动场景更为复杂和不可预测，传统上系统运行可靠性高于经济性的关系已经不复存在，各方参与者都希望掌握其利益在各种风险下的变化情况，以便及早采取必要的预防措施和规避措施，尽量避免和减少经济损失。因此很有必要对我国电力体制改革中的风险问题进行系统的研究分析并提出一定的规避措施。 本文以省级电力市场为研究对象，在综合考虑电力市场经济稳定性和电力系统物理稳定性的基础上，对我国发电侧电力市场中的稳定问题和市场风险进行了研究。论文对推荐使用的几种发电竞价交易模式进行了比较，认为其各有优缺点，适应不同的情况：对影响报价策略的因素做了分析，采用期望收益-风险效用函数来衡量交易参与者的市场策略，并介绍了期权在可中断电力合同中的应用；通过当前缺电风险的分析、识别、衡量、应对、监控，说明了风险管理程序在电力市场中的应用，提出了从供应侧和需求侧两方面同时应对缺电风险的具体措施；最后，论文深入分析和研究了引入竞争后电力市场的一些特点，对可能影响市场稳定和系统稳定的风险较大的几个问题做了探讨，包括电价风险、市场力风险、监管风险、系统规划问题、稳定问题、环保风险等；此外，论文还对湖南省电力系统中存在的一些问题做了简单的论述。更多还原

【Abstract】 The mode of power generation trade and consumption has changed radically along with the implementation of separating power plants from power networks and generation bidding in electric power market. The power plant and power networks company have turned into self-governed economic entity, which makes uncertain factors of power system more and more for seeking furthest economic profit and leads operation conditions and disturbance state more complex and unpredictable then before. Traditionally the system operation reliability is higher than economic reliability and now the relation has been reversed. All the participant wish to grasp the variation information of the interest in various risk environment, in order to adopt necessary preventive measures and evadable measures on time and thus avoid or reduce economic loss. It is necessary to have a systemic study for our country’s risk problem in power system reform and put forward some evading measures.In this paper, the research on stability problem and market risk of generation side power market is illustrated on the base of considering power market economic stability and power system physical stability generally, which study object is the power market of provincial level. Several generation bidding trade mode recommended are analyzed and compared, which are considered owning advantage and disadvantage and suit various environment. The paper analyzes the factors affecting bidding strategy and uses anticipant income-risk utility function to evaluate market strategy of dealing participant, and introduces option contract applying to interruptible power contracts. Through the analysis of power shortage situation, this paper shows risk management program how to apply to power market and puts forward some measures evading power shortage from generation side and demand side synchronously. At last the paper study some characteristic of power market after introducing competition deeply and analyzes several risk problems affecting market stability and system stability, including price risk, market power risk regulation risk system layout problem system stability problem environment protection risk and so on. In addition, the paper discusses some problem existing on power system of Hunan province simply.更多还原