| The electric power industry is one of the basic industries of the national economic development. It has the characters of capital-intensive and technology-intensive. Because of these special features, risk management in power industry is particularly important. The goal of risk management is to avoid risk through identifying risks, measuring risk and modeling risk. In this thesis, risk factors influenced the overall goal were called risk elements. A series of risk elements transmission models of electric power industry were built via analyzing the mathematical characteristics, the probability characteristics and the transmission characteristics of these risk elements. The research work had been done in this thesis is as follows. Firstly, participants were separated from the electric power industry in accordance with their functions, such as the power generator, the power supplier and the power user and so on. Then, risk elements transmission models of each subject in different aspects have been established.From the perspective of power generator, firstly, an economic evaluation risk element transmission model is proposed. The fuel price was viewed as the risk element and a risk element transmission model of the economic evaluation about the thermal power plant investment project has been built. The NPV variation of the thermal power plant investment project was been analyzed. Secondly, the hydroelectric power plant economic evaluation risk elements transmission simulation model is built. The annual energy production has been seemed as risk element. And a risk element transmission model of economic evaluation in a hydroelectric power plant investment project is put forward. Thirdly, for the equipment maintenance management of the power generator, the equipment maintenance plan has been arranged by establishing the Markov prediction model. Fourthly, an optimization hedging ratio is figured out by using the copula function to describe the correlation of electricity futures and spot price. And then, the risk element transmission optimization model of generation rights trading based on the conditional risk value has been analyzed both for generation rights seller and buyer. After that, the carbon emission right price has been seemed as risk element, the balance problem of completed competitive market and oligopoly market under the case of carbon emission right trading has been solved. At last, a risk element transmission model of thermal power supplier has been built by considering the coal price as risk element.From the perspective of power supply company, firstly, a risk element transmission model of electricity network construction project based on the Covering Rough Set has been built by analyzing the historical data of power grid construction projects. This model can output the curve of the changing NPV based on history data. Secondly, after analyzing the relationship between power load and temperature, a power load forecasting risk element correct model of temperature intervention has been established. Thirdly, a power purchase model with the goal of minimal expectation loss based on Bayesian theory is built by analyzing the power supplier bidding behavior in contract market and spot market. Next, a risk element transmission assessment model has been raised based on Rough Set. At last, a power interruption risk assessment model based on the risk element transmission was been built by using Triangular Fuzzy Numbers Assessment Method.In the point of electricity industry chain, an analytical model of power industry price chain risk element transmission model has been established. The model has researched the change of electricity prices impact by the fuel prices, carbon trading price and so on.At last, based on the risk elements transmission model above, a power industry risk transmission information system has been designed. |
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