竞争市场中的项目评估和电力组合管理

2001 Power Engineering Society Summer Meeting. Conference Proceedings (Cat. No.01CH37262) Pub Date : 2001-07-15 DOI:10.1109/PESS.2001.970119

S. Siddiqi

{"title":"竞争市场中的项目评估和电力组合管理","authors":"S. Siddiqi","doi":"10.1109/PESS.2001.970119","DOIUrl":null,"url":null,"abstract":"The electric industry throughout most of the USA is undergoing some form of deregulation and opening up of the market. With open access come new entrants to the market and an increased liquidity of the market. This paper concentrates on project valuation and power portfolio management issues in a competitive utility environment. These issues include decisions on whether or not to enter into contracts to buy or sell energy over the short or long term, whether or not to build a power plant, whether or not to defer or accelerate a project, etc. The methodology presented potentially has wide application in the deregulated competitive electricity market, from managing the power portfolio of a marketer facing competition and valuing a risky power plant investment by an independent power producer to pricing electricity options and determining the insurance premium appropriate for the entity's risk tolerance.","PeriodicalId":273578,"journal":{"name":"2001 Power Engineering Society Summer Meeting. Conference Proceedings (Cat. No.01CH37262)","volume":"134 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"2001-07-15","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"Project valuation & power portfolio management in a competitive market\",\"authors\":\"S. Siddiqi\",\"doi\":\"10.1109/PESS.2001.970119\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"The electric industry throughout most of the USA is undergoing some form of deregulation and opening up of the market. With open access come new entrants to the market and an increased liquidity of the market. This paper concentrates on project valuation and power portfolio management issues in a competitive utility environment. These issues include decisions on whether or not to enter into contracts to buy or sell energy over the short or long term, whether or not to build a power plant, whether or not to defer or accelerate a project, etc. The methodology presented potentially has wide application in the deregulated competitive electricity market, from managing the power portfolio of a marketer facing competition and valuing a risky power plant investment by an independent power producer to pricing electricity options and determining the insurance premium appropriate for the entity's risk tolerance.\",\"PeriodicalId\":273578,\"journal\":{\"name\":\"2001 Power Engineering Society Summer Meeting. Conference Proceedings (Cat. No.01CH37262)\",\"volume\":\"134 1\",\"pages\":\"0\"},\"PeriodicalIF\":0.0000,\"publicationDate\":\"2001-07-15\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"2001 Power Engineering Society Summer Meeting. Conference Proceedings (Cat. No.01CH37262)\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.1109/PESS.2001.970119\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"2001 Power Engineering Society Summer Meeting. Conference Proceedings (Cat. No.01CH37262)","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1109/PESS.2001.970119","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}

引用次数: 0

摘要

美国大部分地区的电力行业正在经历某种形式的放松管制和市场开放。开放获取带来了市场的新进入者和市场流动性的增加。本文主要研究竞争环境下的项目评估和电力组合管理问题。这些问题包括决定是否签订短期或长期的能源买卖合同，是否建造发电厂，是否推迟或加速项目等。所提出的方法可能在放松管制的竞争性电力市场中得到广泛应用，从管理面临竞争的营销商的电力组合和评估独立电力生产商的风险发电厂投资，到为电力期权定价和确定适合实体风险承受能力的保险费。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

查看原文本刊更多论文

Project valuation & power portfolio management in a competitive market

The electric industry throughout most of the USA is undergoing some form of deregulation and opening up of the market. With open access come new entrants to the market and an increased liquidity of the market. This paper concentrates on project valuation and power portfolio management issues in a competitive utility environment. These issues include decisions on whether or not to enter into contracts to buy or sell energy over the short or long term, whether or not to build a power plant, whether or not to defer or accelerate a project, etc. The methodology presented potentially has wide application in the deregulated competitive electricity market, from managing the power portfolio of a marketer facing competition and valuing a risky power plant investment by an independent power producer to pricing electricity options and determining the insurance premium appropriate for the entity's risk tolerance.

求助全文

通过发布文献求助，成功后即可免费获取论文全文。去求助

来源期刊

2001 Power Engineering Society Summer Meeting. Conference Proceedings (Cat. No.01CH37262)

自引率

0.00%

发文量