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Analysis The Risk Of Power Price Fluctuating

Posted on:2009-01-21Degree:MasterType:Thesis
Country:ChinaCandidate:L YuanFull Text:PDF
GTID:2189360245975650Subject:Power system and its automation
Abstract/Summary:PDF Full Text Request
Power electric market is the same with other economic market, existing risks and chances. Because of many reasons, as the effect of fulcrum, electric price make the risk aroused by electric price the protagonist of the risk in power electric market. So, it's very important to research the risk of electric price. In this paper the risk of electric price is researched. First, the theory of risk in power market is reaserched; Second, through validating and analysis the distribution of electric price, we can conclude the differences and alterations. At last, mente-kalo model of electric price risk is established, and use the actual data to validate validity of this model.
Keywords/Search Tags:power market, risk, VaR, Mente-kalo
PDF Full Text Request
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