动力前锋期权策略与运筹学研究

Li Jiang, Liang Tianyu
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引用次数: 0

摘要

电力市场中电力远期期权交易的引入,不仅为参与者提供了更丰富的收益组合,而且对于分散和避免参与者必须面对的市场不确定性,提高交易的可控性,增强电力市场运行的稳定性具有重要作用。本文分析了电力远期期权在电力市场中的使用策略及其交易操作,并给出了具体实例。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
The Strategy and Operation Research of Power Forward Options
The introduction of power forward option transaction in the power market not only provides a richer revenue mix for the participants, but also plays an important role in dispersing and avoiding those uncertainties of the market that they have to face, improving the controllability of transaction and enhancing the stability of the power market operation. In this paper, the strategy using of power forward option and its trading operations in the power market is analyzed and specific examples are presented.
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