【摘要】：電力行業(yè)是基礎(chǔ)性公用事業(yè),電力市場(chǎng)的參與者不僅要面臨因市場(chǎng)競(jìng)爭(zhēng)而帶來(lái)的價(jià)格波動(dòng)風(fēng)險(xiǎn),在追求利潤(rùn)最大化的同時(shí),還必須保證電力系統(tǒng)的安全運(yùn)行。電力行業(yè)承受著電力系統(tǒng)市場(chǎng)外部的社會(huì)風(fēng)險(xiǎn)和內(nèi)部的經(jīng)濟(jì)運(yùn)行風(fēng)險(xiǎn)的雙重壓力。它是否正常運(yùn)行,對(duì)于經(jīng)濟(jì)發(fā)展、社會(huì)生活有著巨大的影響,加強(qiáng)電力市場(chǎng)的風(fēng)險(xiǎn)管理能有效避免引起嚴(yán)重的經(jīng)濟(jì)問(wèn)題和社會(huì)問(wèn)題。 目前我國(guó)的電力市場(chǎng)運(yùn)行管理多以經(jīng)驗(yàn)為主,管理手段不盡科學(xué)合理。各個(gè)地區(qū)由于經(jīng)濟(jì)、技術(shù)水平的差異,造成外界條件的變化導(dǎo)致電力市場(chǎng)的不穩(wěn)定,電力市場(chǎng)安全保障率低,并由此引發(fā)大量電力安全問(wèn)題。因此建立一套科學(xué)合理的電力市場(chǎng)風(fēng)險(xiǎn)評(píng)估體系對(duì)于我國(guó)電力市場(chǎng)有著很重要的意義,可以使現(xiàn)有電力市場(chǎng)的事發(fā)控制或滯后控制變成超前控制,保證電力市場(chǎng)的安全運(yùn)行。 本文主要基于以上目的,通過(guò)充分了解風(fēng)險(xiǎn)管理理論在電力市場(chǎng)的應(yīng)用現(xiàn)狀,結(jié)合風(fēng)險(xiǎn)管理的理論知識(shí),分析電力市場(chǎng)以及風(fēng)險(xiǎn)的特點(diǎn),初步建立了電力市場(chǎng)風(fēng)險(xiǎn)評(píng)估體系,并進(jìn)行了實(shí)證研究。具體內(nèi)容包括：一、對(duì)國(guó)內(nèi)外電力市場(chǎng)的發(fā)展?fàn)顩r進(jìn)行研究,并對(duì)電力市場(chǎng)風(fēng)險(xiǎn)研究進(jìn)行閘述,進(jìn)而從電力企業(yè)運(yùn)行結(jié)構(gòu)、電網(wǎng)建設(shè)、電力價(jià)格矛盾以及電力運(yùn)營(yíng)四方面對(duì)中國(guó)電業(yè)面臨的新問(wèn)題進(jìn)行總結(jié)歸納。電力市場(chǎng)的風(fēng)險(xiǎn)成因分析。結(jié)合實(shí)際案例,系統(tǒng)分析和總結(jié)電力市場(chǎng)中各種風(fēng)險(xiǎn)的形成原因,為后續(xù)指標(biāo)體系的評(píng)價(jià)和構(gòu)建以及防范措施研究打好基礎(chǔ)。三、電力市場(chǎng)風(fēng)險(xiǎn)評(píng)估體系的構(gòu)建。主要包括電力市場(chǎng)風(fēng)險(xiǎn)評(píng)估體系的目標(biāo)、范圍和程序,電力市場(chǎng)風(fēng)險(xiǎn)識(shí)別,電力市場(chǎng)評(píng)估指標(biāo)體系的構(gòu)建,電力市場(chǎng)風(fēng)險(xiǎn)分析和風(fēng)險(xiǎn)評(píng)價(jià)模型的構(gòu)建等,其中,在電力市場(chǎng)風(fēng)險(xiǎn)評(píng)估體系建立的過(guò)程中主要采用了層次分析法、半定量化風(fēng)險(xiǎn)矩陣、模糊綜合評(píng)價(jià)法、灰色聚類(lèi)法和熵權(quán)值法。四、電力市場(chǎng)風(fēng)險(xiǎn)評(píng)估體系的實(shí)證應(yīng)用。利用建立的電力市場(chǎng)風(fēng)險(xiǎn)評(píng)估體系對(duì)綏化電網(wǎng)工程進(jìn)行系統(tǒng)風(fēng)險(xiǎn)識(shí)別,分析和評(píng)價(jià)最終確定出綏化電網(wǎng)系統(tǒng)的風(fēng)險(xiǎn)等級(jí)。五、電力市場(chǎng)風(fēng)險(xiǎn)源的應(yīng)對(duì)措施。主要針對(duì)風(fēng)險(xiǎn)評(píng)估過(guò)程中識(shí)別出的重要風(fēng)險(xiǎn)源進(jìn)行詳細(xì)分析并提出相應(yīng)的應(yīng)對(duì)措施。
[Abstract]:The electric power industry is a basic public utility. The participants in the power market should not only face the risk of price fluctuation brought by the market competition, but also guarantee the safe operation of the power system while pursuing the maximum profit. The power industry is under the double pressure of the external social risk and the internal economic operation risk of the power system market. It has great influence on economic development and social life. Strengthening the risk management of electricity market can effectively avoid serious economic and social problems. At present, the operation and management of electric power market in our country is mainly based on experience, and the means of management are not scientific and reasonable. Because of the difference of economic and technical level, the change of external conditions leads to the instability of electricity market, the low security rate of electricity market, and a large number of electric power safety problems. Therefore, it is very important to establish a set of scientific and reasonable power market risk assessment system for our country's electricity market, which can make the existing power market control or lag control into advanced control, and ensure the safe operation of the electricity market. Based on the above purpose, this paper analyzes the power market and its risk characteristics by fully understanding the current situation of the application of the risk management theory in the electricity market and combining the theoretical knowledge of the risk management, and initially establishes the power market risk assessment system. An empirical study was carried out. The specific contents include: first, the development of domestic and foreign electricity market is studied, and the research on the risk of power market is described, and then from the operation structure of electric power enterprises and the construction of power grid, This paper summarizes the new problems faced by China's electricity industry from four aspects of power price contradiction and power operation. Analysis of the cause of risk in electricity market. Combined with practical cases, this paper systematically analyzes and summarizes the reasons for the formation of various risks in the electricity market, and lays a good foundation for the evaluation and construction of the follow-up index system and the study of preventive measures. Third, the construction of power market risk assessment system. It mainly includes the target, scope and procedure of power market risk assessment system, the identification of electricity market risk, the construction of power market evaluation index system, the construction of power market risk analysis and risk assessment model, etc. In the process of establishing the power market risk assessment system, analytic hierarchy process (AHP), semi-quantitative risk matrix, fuzzy comprehensive evaluation method, grey clustering method and entropy weight method are mainly used. Fourth, the empirical application of power market risk assessment system. The system risk identification of Suihua power network project is carried out by using the established power market risk assessment system, and the risk grade of Suihua power network system is finally determined by analyzing and evaluating it. Fifth, the countermeasures of the power market risk source. This paper mainly analyzes the important risk sources identified in the process of risk assessment and puts forward corresponding countermeasures.
【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(lèi)號(hào)】：F426.61

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