论文部分内容阅读
供电公司从实时电力市场购电时会面临很大的购电价格风险。为了规避这种风险,基于期权理论,提出了断电期权的概念,并建立了相应的数学模型。给出了供电公司购买断电期权最优数量的解析解,并证明了相比不购买断电期权,供电公司可以通过购买该期权获得更高的利润期望。最后通过数例说明了结论的应用。
Power companies face significant purchase price risks when purchasing power from real-time electricity markets. In order to avoid this kind of risk, based on the option theory, the concept of power-off option is proposed and a corresponding mathematical model is established. An analytical solution is given for the optimal number of power companies to buy power-off options, and proves that power companies can obtain higher profit expectations by purchasing the option than when they do not buy power-off options. Finally, through several examples illustrates the application of the conclusion.