引用本文:郭金,谭忠富.金融输电权和输电期权在输电阻塞管理中应用[J].电力自动化设备,2004,(6):61-64
.Application of FTR and TO in transmission congestion management[J].Electric Power Automation Equipment,2004,(6):61-64
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金融输电权和输电期权在输电阻塞管理中应用
郭金,谭忠富
作者单位
摘要:
在电力市场中,输电阻塞是影响电网安全运行的重要因素,也是影响市场电价水平的重要方面。如何消除由于阻塞带来的价格风险是输电阻塞管理研究的热点.分析了金融输电权FTR(Financial Transmission Right)规避阻塞风险的基本原理、特点和不足。在此基础上引入了输电期权T0(Transmission0ption)概念,它有效规避了由于阻塞给市场参与者带来的风险,并且克服了金融输电权反向潮流的缺点,对于输电期权的特点进行了实例说明.并且与金融输电权进行了比较分析。最后,指出输电期权为输电阻塞管理提供了一个可行的研究方向。
关键词:  阻塞管理 金融输电权 电力市场 输电期权
DOI:
分类号:TM711 F406
基金项目:国家自然科学基金资助(70373017)
Application of FTR and TO in transmission congestion management
GUO Jin  TAN Zhong-fu
Abstract:
Transmission congestion plays an important role in network safety and electrictity price.It is a research focus to hedge against the price uncertainty due to transmission congestion.The mechanism ,character and defects of FTR ( Financial Transmission Right ) are studied and TO ( Trans-mission Option ) is thus introduced for hedging against the risk brought by transmission congestion and overcoming the defects of FTR.The characteristics of FTR and TO are compared and analyzed.It is pointed out that TO offers a research direction to transmission congestion management.This project is supported by National Natural Science Foundation of China ( 70373017 ) .
Key words:  congestion management,financial transmission right,electricity market,transmission option

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