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Decision-making model for risk management of cascade hydropower stations
  • ISSN号:1003-7985
  • 期刊名称:《东南大学学报:英文版》
  • 时间:0
  • 分类:F42[经济管理—产业经济]
  • 作者机构:[1] Institute of Policy and Management, Chinese Academy of Sciences, Beijing 100190, China, [2] Graduate University, Chinese Academy of Sciences, Beijing 100049, China
  • 相关基金:The National Natural Science Foundation of China (No.50579101)
中文摘要:

In a medium-term electricity market,in order to reduce the risks of price and inflow uncertainties, the cascade hydropower stations may use the options contract with electricity supply companies. A profit-based model for risk management of cascade hydropower stations in the medium-term electricity market is presented. The objective function is profit maximization of cascade hydropower stations. In order to avoid the risks of price and inflow uncertainties, two different risk-aversion constraints: a minimum ...

英文摘要:

In a medium-term electricity market, in order to reduce the risks of price and inflow uncertainties, the cascade hydropower stations may use the options contract with electricity supply companies. A profit-based model for risk management of cascade hydropower stations in the medium-term electricity market is presented. The objective function is profit maximization of cascade hydropower stations. In order to avoid the risks of price and inflow uncertainties, two different risk-aversion constraints: a minimum...

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期刊信息
  • 《东南大学学报:英文版》
  • 主管单位:教育部
  • 主办单位:东南大学
  • 主编:毛善锋
  • 地址:南京市四牌楼2号
  • 邮编:210096
  • 邮箱:xuebao@seu.edu.cn
  • 电话:025-83794323 83794343传
  • 国际标准刊号:ISSN:1003-7985
  • 国内统一刊号:ISSN:32-1325/N
  • 邮发代号:
  • 获奖情况:
  • 2010年和2012年荣获第三届和第四届中国高校优秀科...
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  • 被引量:493