多種交易方式下的發(fā)電商交易模型與策略研究.pdf

1、湖南大學(xué)碩士學(xué)位論文多種交易方式下的發(fā)電商交易模型與策略研究姓名：李陽華申請學(xué)位級別：碩士專業(yè)：電力系統(tǒng)及其自動化指導(dǎo)教師：姚建剛20070512碩士學(xué)位論文AbstractTherearemanykindsoftransactionmodesinthepowermarket，suchasdayaheadtransaction，realtimetransaction，forwardcontracttransactionandancill

2、aryservicestransactionAsadependentmarketmember，agenerationcompanycanparticipateinthecorrespondingmarketoftransactionmodeBecausediflerentpricefluctuationofeachmarketbringsdiflerentprofitandrisk，asthegenerationcompany，inor

3、dertomaximizeprofitorminimizeriskvalue，itshouldseekareasonableallocationofthegenerationcapacityamongthesemodesThispaperembarksonthepowermarkettransactionpatternaswellasthetransactionoverallconstruction，detailedlyintroduc

4、esthetransactionmodeofeachtransactionmarketanditscharacteristic，summarizesthemostpopularthreekindsofgenerationcompany’Stransactionstrategies，andanalysesthefactorswhichaflectthegenerationcompany’Stransactionstrategy，consi

5、deringthemarketandthegenerationcompanyitselKsettlesthemarketrationaleforgenerationcompanytoestablishthetransactionstrategymodelundermultimodeoftransactionAmingatthedifferentprofitandriskwhichisbroughtbydiflerenttransacti

6、onmode，thispapersystematicallystudiesdecisionmakingmethodologyofgenerationcompanytransactionunderthemultimodeoftransaction，usingthemodernportfoliotheoryThegeneralMarkowitzmodeloftransactiondecisionmakingisestablishedinth

7、ispaperbasedonmaximizeprofitorminimizeriskvalueAndaimingatthetransactionstrategybetweenthedayaheadmarketandtheforwardcontractmarket，thispaperqualitativelyanalyzestherelationshipamongthemarketprices，marketriskaswellastheo

8、ptimizationtransactionquantityandeducessomebeneficialconclusionsFinallybecauseofthedisadvantagesoftheMarkowitzmodel，thispaperappliesriskmanagementmethodoffinancedomination，importstheVaRconstraintoMarkowitzmodel，usingther