{"title":"动力前锋期权策略与运筹学研究","authors":"Li Jiang, Liang Tianyu","doi":"10.1109/BCGIN.2011.181","DOIUrl":null,"url":null,"abstract":"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.","PeriodicalId":127523,"journal":{"name":"2011 International Conference on Business Computing and Global Informatization","volume":"134 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"2011-07-29","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"The Strategy and Operation Research of Power Forward Options\",\"authors\":\"Li Jiang, Liang Tianyu\",\"doi\":\"10.1109/BCGIN.2011.181\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"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.\",\"PeriodicalId\":127523,\"journal\":{\"name\":\"2011 International Conference on Business Computing and Global Informatization\",\"volume\":\"134 1\",\"pages\":\"0\"},\"PeriodicalIF\":0.0000,\"publicationDate\":\"2011-07-29\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"2011 International Conference on Business Computing and Global Informatization\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.1109/BCGIN.2011.181\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"2011 International Conference on Business Computing and Global Informatization","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1109/BCGIN.2011.181","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
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.