本文選題：風(fēng)力發(fā)電 + 風(fēng)險(xiǎn)評(píng)價(jià)　； 參考：《華北電力大學(xué)》2013年碩士論文

【摘要】：我國(guó)的風(fēng)力發(fā)電在近十幾年一直保持高速增長(zhǎng)的態(tài)勢(shì)。然而,風(fēng)力發(fā)電投資面臨著經(jīng)濟(jì)、技術(shù)、政策等多方面的不確定因素,盲目進(jìn)行投資建設(shè)會(huì)造成社會(huì)資源的浪費(fèi)和自身利益的損失。因此,在進(jìn)行風(fēng)力發(fā)電投資建設(shè)前,有必要對(duì)其所面臨的投資風(fēng)險(xiǎn)進(jìn)行充分的評(píng)價(jià)�；诖�,本文對(duì)風(fēng)電投資風(fēng)險(xiǎn)的評(píng)價(jià)方法進(jìn)行了較為全面的研究。 本文首先介紹了風(fēng)力發(fā)電投資的特點(diǎn)和我國(guó)風(fēng)電產(chǎn)業(yè)的發(fā)展現(xiàn)狀,從整體上對(duì)風(fēng)力發(fā)電的概況進(jìn)行了分析。之后,對(duì)風(fēng)力發(fā)電投資風(fēng)險(xiǎn)的評(píng)價(jià)方法進(jìn)行了研究,通過比較與評(píng)析,認(rèn)為目前常用的評(píng)價(jià)方法并不能很好的評(píng)價(jià)風(fēng)力發(fā)電投資的風(fēng)險(xiǎn)水平,提出使用支持向量機(jī)方法、條件風(fēng)險(xiǎn)價(jià)值法和期權(quán)法對(duì)風(fēng)力發(fā)電投資風(fēng)險(xiǎn)進(jìn)行評(píng)價(jià),并分別介紹了三種方法的適用性和基本原理。在此基礎(chǔ)上,建立了基于支持向量機(jī)方法的風(fēng)力發(fā)電投資風(fēng)險(xiǎn)定性評(píng)價(jià)模型和基于條件風(fēng)險(xiǎn)價(jià)值法、期權(quán)法的風(fēng)力發(fā)電投資風(fēng)險(xiǎn)定量評(píng)價(jià)模型,并進(jìn)行相關(guān)實(shí)證分析,驗(yàn)證了模型的適用性和合理性。 本文將金融等領(lǐng)域常用的投資風(fēng)險(xiǎn)評(píng)價(jià)方法引入風(fēng)力發(fā)電投資中,克服了傳統(tǒng)評(píng)價(jià)方法的不足之處。結(jié)合使用定性評(píng)價(jià)方法與定量評(píng)價(jià)方法,使對(duì)風(fēng)力發(fā)電投資的評(píng)價(jià)過程更為全面、豐富。同時(shí),在定量評(píng)價(jià)過程中,運(yùn)用了兩種方法分別從不同角度和風(fēng)險(xiǎn)態(tài)度對(duì)風(fēng)力發(fā)電的投資風(fēng)險(xiǎn)水平做出評(píng)價(jià),使整個(gè)評(píng)價(jià)體系得到完善,為今后風(fēng)力發(fā)電投資風(fēng)險(xiǎn)評(píng)價(jià)方法的理論研究和實(shí)踐應(yīng)用提出了新思路。
[Abstract]:Wind power generation in China has maintained a high-speed growth trend in the past ten years. However, wind power investment faces many uncertain factors, such as economy, technology, policy and so on. Blind investment and construction will lead to waste of social resources and loss of self-interest. Therefore, it is necessary to evaluate the investment risk before wind power investment construction. Based on this, this paper makes a comprehensive study on the evaluation method of wind power investment risk. This paper first introduces the characteristics of wind power investment and the development status of wind power industry in China, and analyzes the general situation of wind power generation as a whole. After that, the evaluation method of wind power investment risk is studied. Through comparison and evaluation, it is concluded that the current evaluation method is not good enough to evaluate the risk level of wind power investment, and a support vector machine method is proposed to evaluate the risk level of wind power investment. The conditional risk value method and the option method are used to evaluate the investment risk of wind power generation, and the applicability and basic principle of the three methods are introduced respectively. On this basis, the qualitative evaluation model of wind power investment risk based on support vector machine method and the quantitative evaluation model of wind power investment risk based on conditional risk value method and option method are established, and the relevant empirical analysis is carried out. The applicability and rationality of the model are verified. In this paper, the investment risk assessment methods commonly used in finance and other fields are introduced into wind power investment, which overcomes the shortcomings of traditional evaluation methods. Combining qualitative evaluation method with quantitative evaluation method, the evaluation process of wind power investment is more comprehensive and rich. At the same time, in the process of quantitative evaluation, two methods are used to evaluate the investment risk level of wind power generation from different angles and risk attitude, which makes the whole evaluation system perfect. A new idea is put forward for the theoretical research and practical application of wind power investment risk assessment method in the future.
【學(xué)位授予單位】：華北電力大學(xué)
【學(xué)位級(jí)別】：碩士
【學(xué)位授予年份】：2013
【分類號(hào)】：F426.61

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本文編號(hào)：2045141