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	电力市场条件下的发电资产评估
	侯云鹤 ; 吴复立 ; 何阳 ; 孙毅 ; HOU Yun-he ; Felix F WU ; HE Yang ; SUN Yi
	2010-05-13 ; 2010-05-13
关键词	电力市场 发电投资评估 随机微分方程 解析解 power market asset value of generation investment stochastic differential equation analytic solution F407.61
其他题名	Asset Value of Generation Investment Under Deregulated Environment
中文摘要	研究电力市场条件下电源投资评估问题。建立电源投资评估模型,提出电价的随机微分模型。模型中考虑电价的多重周期性、价格的随机漂移、发电机的强迫停运及机组的服役期等特性。依据随机微分方程理论,证明提出的价格模型满足该文描述电价的物理特征。采用期望效用法,推导电力市场条件下电源投资评估的解析公式并进行灵敏度分析算例仿真验证结论的正确性。; The asset value of generation investment was studied. The generation investment evaluation model was built, and a stochastic differential electricity price model was also proposed in this work. Some characteristics, such as the multi-periodic and volatility of price, force outage and life time of generator were considered in the model. Based on the theory of stochastic differential equation, the physical property of price model was proved. The analytic solution of the presented model was deduced according to the method called valuing by expected utility, and the sensitivities of parameters were also analyzed. Numerical simulation results validate the proposed model and analytic solution.
语种	中文 ; 中文
内容类型	期刊论文
源URL	[http://hdl.handle.net/123456789/31999]
专题	清华大学
推荐引用方式 GB/T 7714	侯云鹤,吴复立,何阳,等. 电力市场条件下的发电资产评估[J],2010, 2010.
APA	侯云鹤.,吴复立.,何阳.,孙毅.,HOU Yun-he.,...&SUN Yi.(2010).电力市场条件下的发电资产评估..
MLA	侯云鹤,et al."电力市场条件下的发电资产评估".(2010).

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