欢迎您！东篱公司
退出
-
申报数据库
-
立项数据库
-
成果数据库
-
项目获奖数据库
中文摘要：
介绍了直购电所导致电网公司可能面临的潜在风险及风险管理的基本理论,分析了CVaR（Conditional Value at Risk）风险评估方法的特点,最后建立了基于E-CVaR的电网公司考虑直购电的风险控制模型。算例结果反映出电网公司所面临的市场风险本质,验证了模型的有效性。
英文摘要：
This paper introduced the potential risk the PGC may face due to the DEP and the basic theories of risk management,then it analyzed the characteristics of CVaR（Conditional Value at Risk）.Finally,a risk control model based on E-CVaR for PGC considering DEP was established.The results indicate that the proposed model sufficiently reflects the major market risks that the PGC confronts in the DEP process.
同期刊论文项目
同项目期刊论文
期刊信息
位置：