风力发电投资风险评价方法研究

发布时间：2018-06-20 17:41

本文选题：风力发电 + 风险评价　；参考：《华北电力大学》2013年硕士论文

【摘要】：我国的风力发电在近十几年一直保持高速增长的态势。然而,风力发电投资面临着经济、技术、政策等多方面的不确定因素,盲目进行投资建设会造成社会资源的浪费和自身利益的损失。因此,在进行风力发电投资建设前,有必要对其所面临的投资风险进行充分的评价。基于此,本文对风电投资风险的评价方法进行了较为全面的研究。本文首先介绍了风力发电投资的特点和我国风电产业的发展现状,从整体上对风力发电的概况进行了分析。之后,对风力发电投资风险的评价方法进行了研究,通过比较与评析,认为目前常用的评价方法并不能很好的评价风力发电投资的风险水平,提出使用支持向量机方法、条件风险价值法和期权法对风力发电投资风险进行评价,并分别介绍了三种方法的适用性和基本原理。在此基础上,建立了基于支持向量机方法的风力发电投资风险定性评价模型和基于条件风险价值法、期权法的风力发电投资风险定量评价模型,并进行相关实证分析,验证了模型的适用性和合理性。本文将金融等领域常用的投资风险评价方法引入风力发电投资中,克服了传统评价方法的不足之处。结合使用定性评价方法与定量评价方法,使对风力发电投资的评价过程更为全面、丰富。同时,在定量评价过程中,运用了两种方法分别从不同角度和风险态度对风力发电的投资风险水平做出评价,使整个评价体系得到完善,为今后风力发电投资风险评价方法的理论研究和实践应用提出了新思路。
[Abstract]:Wind power generation in China has maintained a high-speed growth trend in the past ten years. However, wind power investment faces many uncertain factors, such as economy, technology, policy and so on. Blind investment and construction will lead to waste of social resources and loss of self-interest. Therefore, it is necessary to evaluate the investment risk before wind power investment construction. Based on this, this paper makes a comprehensive study on the evaluation method of wind power investment risk. This paper first introduces the characteristics of wind power investment and the development status of wind power industry in China, and analyzes the general situation of wind power generation as a whole. After that, the evaluation method of wind power investment risk is studied. Through comparison and evaluation, it is concluded that the current evaluation method is not good enough to evaluate the risk level of wind power investment, and a support vector machine method is proposed to evaluate the risk level of wind power investment. The conditional risk value method and the option method are used to evaluate the investment risk of wind power generation, and the applicability and basic principle of the three methods are introduced respectively. On this basis, the qualitative evaluation model of wind power investment risk based on support vector machine method and the quantitative evaluation model of wind power investment risk based on conditional risk value method and option method are established, and the relevant empirical analysis is carried out. The applicability and rationality of the model are verified. In this paper, the investment risk assessment methods commonly used in finance and other fields are introduced into wind power investment, which overcomes the shortcomings of traditional evaluation methods. Combining qualitative evaluation method with quantitative evaluation method, the evaluation process of wind power investment is more comprehensive and rich. At the same time, in the process of quantitative evaluation, two methods are used to evaluate the investment risk level of wind power generation from different angles and risk attitude, which makes the whole evaluation system perfect. A new idea is put forward for the theoretical research and practical application of wind power investment risk assessment method in the future.
【学位授予单位】：华北电力大学
【学位级别】：硕士
【学位授予年份】：2013
【分类号】：F426.61

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