供需互动的电力市场信用风险研究

发布时间：2018-05-26 09:40

本文选题：供需互动 + 电力市场　；参考：《华北电力大学(北京)》2017年硕士论文

【摘要】：我国信用管理开展时间不长,从2007年明确提出完善各行业信用建设。电力行业一直高度重视信用体系的建设,相继提出了信用评价标准和奖惩机制。2016年,随着电力体制改革9号文的颁布,电力市场改革加大推进力度。随着电力体制改革的推进,电力市场交易类型更加多元化,电力市场环境增加了多变性和复杂性。其中,电力市场供需双向互动、市场主体类型更加多样化和售电侧放开等不确定因素,给电力市场的运营管理带来很多的风险。电力市场监管机构亟需对市场成员信用风险评估进行分析,为有效防范市场运营风险提供决策依据,为保障市场规范运行和健康有序发展提供技术支撑。论文围绕着供需互动的电力市场风险问题,首先,简要介绍了供需互动问题的形成,分析了我国供需互动电力市场的基本形式,包括电力直接交易、发电权交易、需求侧响应和用电权交易。总结了我国供需互动的电力市场发展现状以及产生信用风险的主要原因。其次,提出电力市场主要成员的信用风险类别,包括基础信用风险、财务信用风险、生产经营风险和交易信用风险。深入分析了发电企业和电力用户信用风险的形成原因,结合风险类别和风险因素构建了信用风险评价的指标体系。然后,从综合评价角度建立了基于区间数和综合权重的供需互动的发电企业和电力用户信用评价模型,从风险预警角度建立了基于灰色预测和物元可拓的供需互动的信用风险动态预警模型,实现了供需互动电力市场背景下,市场成员从信用风险识别到信用风险评级,再到动态信用预警的系统化分析。并通过算例分析,对比了不同发电企业和电力用户的信用情况,实现对用户未来信用风险的预测和预警等级判别,得出供需互动的电力市场信用风险评价与预警模型是一项可以应用与推广的模型。最后,结合上文研究,针对目前电力市场开展情况,提出信用风险防范措施及相关保障机制建议。完善市场准入机制、偏差电量处理等市场机制,建立健全市场主体信息公示制度和失信惩戒制度。
[Abstract]:Credit management in China has not been carried out for a long time, from 2007 clearly put forward to improve the credit construction of various industries. The electric power industry has always attached great importance to the construction of credit system, and put forward the credit evaluation standard and reward and punishment mechanism one after another. In 2016, with the promulgation of article No. 9 of the electric power system reform, the electric power market reform has been strengthened. With the development of power system reform, the transaction types of electricity market become more diversified, and the environment of electricity market increases variability and complexity. Among them, there are many uncertain factors, such as the two-way interaction between supply and demand of electricity market, the diversification of the main types of the market and the liberalization of the selling side, which brings a lot of risks to the operation and management of the electricity market. It is urgent for the power market regulators to analyze the credit risk assessment of market members so as to provide a decision basis for effectively preventing market operation risks and provide technical support for ensuring the normal operation of the market and the healthy and orderly development of the market. First of all, the paper briefly introduces the formation of the interaction between supply and demand, and analyzes the basic forms of China's supply and demand interactive power market, including direct electricity trading, power generation right trading. Demand side response and power trading. This paper summarizes the current situation of the power market with the interaction of supply and demand in our country and the main reasons for the credit risk. Secondly, the credit risk categories of the main members of the electricity market are proposed, including basic credit risk, financial credit risk, production and operation risk and transaction credit risk. In this paper, the causes of credit risk of power generation enterprises and power users are deeply analyzed, and the index system of credit risk evaluation is constructed by combining risk categories and risk factors. Then, from the perspective of comprehensive evaluation, the credit evaluation model of power generation enterprises and power users is established based on the interaction between supply and demand, which is based on interval number and comprehensive weight. Based on grey forecast and matter-element extension, a dynamic early-warning model of credit risk is established from the angle of risk early warning. Under the background of interactive power market, market members can recognize credit risk to credit risk rating. Then to the systematic analysis of dynamic credit warning. Through the analysis of examples, the credit situation of different power generation enterprises and power users is compared, and the prediction of future credit risk of users and the discrimination of early warning grade are realized. It is concluded that the credit risk evaluation and early warning model of electricity market based on the interaction of supply and demand is a model that can be applied and popularized. Finally, according to the current situation of the electricity market, the paper puts forward the credit risk prevention measures and relevant safeguard mechanism suggestions. We should perfect the market mechanism, such as market access mechanism, bias electricity treatment and so on, and establish and perfect the information publicity system and the punishment system of dishonesty.
【学位授予单位】：华北电力大学(北京)
【学位级别】：硕士
【学位授予年份】：2017
【分类号】：F426.61

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