本文選題：風(fēng)電投資 + 電力交易��； 參考：《華北電力大學(xué)》2014年碩士論文

【摘要】：當(dāng)前中國的國民經(jīng)濟仍處在快速發(fā)展階段,未來很長時間內(nèi)仍需大量能源供應(yīng)。隨著化石能源儲量不斷減少,我國經(jīng)濟發(fā)展與能源供應(yīng)緊張的矛盾將不斷升級。為緩解能源短缺、保持經(jīng)濟快速持續(xù)增長,大力發(fā)展風(fēng)電等可再生能源已成為全球能源發(fā)展戰(zhàn)略的共識。風(fēng)電等可再生能源具有清潔、可持續(xù)等特點,對能源可持續(xù)發(fā)展、減少二氧化碳排放、緩解溫室效應(yīng)均具有重大意義。近幾年,中國風(fēng)電經(jīng)歷了高速發(fā)展階段,風(fēng)電輸出具有隨機性和間歇性,會對電網(wǎng)的安全穩(wěn)定運行造成影響,影響風(fēng)電的并網(wǎng)效率,從而導(dǎo)致風(fēng)電項目投資回報具有較高的不確定性,因此研究風(fēng)電投資風(fēng)險管理具有重要的現(xiàn)實意義。 自20世紀(jì)80年代起,世界各國開始打破電力工業(yè)的壟斷性,放開電力市場。電力行業(yè)市場化,通過競爭、市場機制等方式對資源進行優(yōu)化和配置,從而提高輸電效率。近年來,我國也開始進行電力市場化改革,試點推行區(qū)域電力市場競價上網(wǎng)政策。為提高資源配置效率和電力工業(yè)生產(chǎn)率,電力市場化是我國電力工業(yè)的改革方向,因此研究風(fēng)電參與電力交易的風(fēng)險管理對中國風(fēng)電健康有序持續(xù)發(fā)展具有前瞻意義。 論文從風(fēng)險管理的基礎(chǔ)理論出發(fā),通過對風(fēng)電投資全壽命周期內(nèi)的風(fēng)險進行分析,并提出相關(guān)應(yīng)對策略；從財務(wù)風(fēng)險管理角度,基于風(fēng)險價值、條件風(fēng)險等指標(biāo)對風(fēng)電投資成本風(fēng)險進行評估,并以算例分析驗證模型的有效性；通過設(shè)定電力市場規(guī)則,對風(fēng)電參與市場交易的風(fēng)險進行分析,并基于效用函數(shù)對風(fēng)電參與市場交易的風(fēng)險進行評估,算例結(jié)果表明,較之期望值、均方差等方法,效用函數(shù)可為風(fēng)力發(fā)電商提供更好的風(fēng)險管控方案。
[Abstract]:At present, China's national economy is still in the stage of rapid development, and a large amount of energy supply will be needed for a long time to come. With the decrease of fossil energy reserves, the contradiction between economic development and energy supply will be upgraded. In order to alleviate the energy shortage and maintain the rapid and sustained economic growth, it has become the consensus of the global energy development strategy to vigorously develop renewable energy such as wind power. Renewable energy, such as wind power, has the characteristics of clean and sustainable, which is of great significance to the sustainable development of energy, the reduction of carbon dioxide emissions and the alleviation of Greenhouse Effect. In recent years, wind power in China has experienced a period of rapid development. Wind power output is random and intermittent, which will affect the safe and stable operation of power grid and affect the efficiency of wind power grid connection. Therefore, the study of wind power investment risk management has important practical significance. Since 1980's, the world began to break the monopoly of the electricity industry and open up the electricity market. Power industry marketization, through competition, market mechanism and other ways to optimize and allocate resources, so as to improve transmission efficiency. In recent years, our country also began to carry out the reform of electric power market, and carried out the regional electric power market bidding policy on a pilot basis. In order to improve the efficiency of resource allocation and the productivity of power industry, electricity marketization is the reform direction of China's electric power industry. Therefore, the study on risk management of wind power participating in electricity trading is of great significance to the healthy and orderly development of wind power in China. Based on the basic theory of risk management, this paper analyzes the risk in the whole life cycle of wind power investment, and puts forward the relevant countermeasures, from the perspective of financial risk management, based on the value of risk. The cost risk of wind power investment is evaluated by conditional risk, and the validity of the model is verified by an example, and the risk of wind power participating in market transaction is analyzed by setting the rules of electricity market. Based on the utility function, the risk of wind power participating in the market transaction is evaluated. The results show that the utility function can provide a better risk control scheme for wind power producers than the expected value, mean square deviation and other methods.
【學(xué)位授予單位】：華北電力大學(xué)
【學(xué)位級別】：碩士
【學(xué)位授予年份】：2014
【分類號】：F272.3;F406.7;F426.61

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本文編號：1806871