| 引用本文: | 李立颖,彭建春,张喜铭.一种改进型金融输电权与基金池相结合的阻塞风险规避方法[J].电力自动化设备,2005,(4):43-46,50 |
| .Method combining improved financial transmission rights with fund pool for hedging congestion risk[J].Electric Power Automation Equipment,2005,(4):43-46,50 |
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| 摘要: |
| 提出了一种改进的金融输电权FTR(Financial Transmission Rights)。在此基础上，阐述了基于改进型FTR与基金池相结合的阻塞风险规避方法。给出阻塞风险规避的定量分析。该方法将线路的输电权放在远期市场中和电量一起进行交易。将实际运行中未发生阻塞线路的阻塞交易费全部投入ISO建立的阻塞基金池中。购买了该线路输电权的交易商不被补偿。对购买了实际发生阻塞线路输电权的交易商。将按照一定的原则给予补偿。以实现对阻塞风险的规避。分别对无环流和逆流、有环流、有逆流情况下的阻塞管理进行了仿真。结果说明该方法有效。 |
| 关键词: 电力市场 阻塞管理 金融输电权 阻塞成本分摊 风险规避 |
| DOI： |
| 分类号:TM73 |
| 基金项目: |
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| Method combining improved financial transmission rights with fund pool for hedging congestion risk |
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LI Li-ying PENG Jian-chun ZHANG Xi-ming
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| Abstract: |
| An improved FTR(Financial Transmission Rights) is presented. A method for hedging congestion risk combining FTR with fund pool is illuminated in detail,and its quantitative analysis is described. In the method,FTR of every line is sold in forward market like electricity. The fee paid by traders for buying FTR is deposited in fund pool by ISO,while the traders who bought the FTR of congested lines will be compensated according to the principles presented to hedge congestion risk. The congestion management is simulated under three conditions:without loop flow and counter flow,with loop flow,with counter flow. Results show its effectiveness. |
| Key words: power market,congestion management,FTR,congestion cost allocation,risk hedging |
