提出了输电投资决策的实物期权分析框架,并构建了输电投资决策的二叉树模型。该模型在考虑市场中的节点电价波动性的基础上,对投资方案的期权价值进行评估,进而选择最优方案。以IEEE-7节点系统为例验证了该模型的合理性和正确性。
A real option analytic framework for the transmission investment strategies was proposed and a binary-tree model was built in this paper.Considering the variance of 1ocational prices,this paper assesses the option value of investments and then selects the optional investment program.An example of IEEE 7 bus system was provided to test the rationality and validity of this model.