摘要
借助期权交易的分析思路提出了一种新的评价抽水蓄能电站动态效益的方法。分析表明,电网与抽水蓄能电站之间电能的交易关系客观上具有期权交易的特征。在此基础上,结合现阶段实际情况,就该期权方法所涉及的电价模型以及与动态效益相对应的期权定价算法进行了讨论。
By means of the idea of option transaction a new model to evaluate dynamic economic benefit of pumped-storage station （PS station） is put forward. Alaalysis result shows that the electric energy transaction between PS station and power grid objectively possesses the feature of option transactions. On this basis and considering the practical situation at present stage, the electricity pricing model that relates to above-mentioned option evaluation method and the option pricing algorithm corresponding to dynamic economic benefit are discussed.
出处
《电网技术》
EI
CSCD
北大核心
2005年第16期38-41,共4页
Power System Technology
关键词
抽水蓄能电站
动态效益
电价模型
期权定价
电力市场
Pumped-storage station
Dynamic economic benefit
Electricity pricing model
Options pricing
Electricity market
