【摘要】：電力行業(yè)是基礎性公用事業(yè),電力市場的參與者不僅要面臨因市場競爭而帶來的價格波動風險,在追求利潤最大化的同時,還必須保證電力系統的安全運行。電力行業(yè)承受著電力系統市場外部的社會風險和內部的經濟運行風險的雙重壓力。它是否正常運行,對于經濟發(fā)展、社會生活有著巨大的影響,加強電力市場的風險管理能有效避免引起嚴重的經濟問題和社會問題。 目前我國的電力市場運行管理多以經驗為主,管理手段不盡科學合理。各個地區(qū)由于經濟、技術水平的差異,造成外界條件的變化導致電力市場的不穩(wěn)定,電力市場安全保障率低,并由此引發(fā)大量電力安全問題。因此建立一套科學合理的電力市場風險評估體系對于我國電力市場有著很重要的意義,可以使現有電力市場的事發(fā)控制或滯后控制變成超前控制,保證電力市場的安全運行。 本文主要基于以上目的,通過充分了解風險管理理論在電力市場的應用現狀,結合風險管理的理論知識,分析電力市場以及風險的特點,初步建立了電力市場風險評估體系,并進行了實證研究。具體內容包括：一、對國內外電力市場的發(fā)展狀況進行研究,并對電力市場風險研究進行閘述,進而從電力企業(yè)運行結構、電網建設、電力價格矛盾以及電力運營四方面對中國電業(yè)面臨的新問題進行總結歸納。電力市場的風險成因分析。結合實際案例,系統分析和總結電力市場中各種風險的形成原因,為后續(xù)指標體系的評價和構建以及防范措施研究打好基礎。三、電力市場風險評估體系的構建。主要包括電力市場風險評估體系的目標、范圍和程序,電力市場風險識別,電力市場評估指標體系的構建,電力市場風險分析和風險評價模型的構建等,其中,在電力市場風險評估體系建立的過程中主要采用了層次分析法、半定量化風險矩陣、模糊綜合評價法、灰色聚類法和熵權值法。四、電力市場風險評估體系的實證應用。利用建立的電力市場風險評估體系對綏化電網工程進行系統風險識別,分析和評價最終確定出綏化電網系統的風險等級。五、電力市場風險源的應對措施。主要針對風險評估過程中識別出的重要風險源進行詳細分析并提出相應的應對措施。
[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.
【學位授予單位】：華北電力大學
【學位級別】：碩士
【學位授予年份】：2013
【分類號】：F426.61

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本文編號：2194749