摘要
以电力市场管制为例,探讨了一般的管制办法应用于高风险垄断市场的风险问题,通过对电力市场风险因素的分析,说明传统的平衡帐户不适应该市场的要求,价格联动机制也无法有效地规避风险。根据保险定价原理,提出电力市场管制价格的保险定价方法和安全性系数方法,为普通价格管制模型应用于高风险垄断市场提供了新思路。
Different from other nature monopoly in dustry, electricity market can produces high risk. After defining the formula for risk yield function, the price risk and the volume risk are measured and the correlation risk is defined. The insurance pricing theory is applied to remedying the common pricing model to fit the electricity market regulation in this paper. Regarding the status of monopoly in the electricity market as a risk＇asset＇ , the insurance pricing and the safety loading coefficient are presented for the general price regulation models＇ applying to the high risky monopoly market.
出处
《电力学报》
2005年第3期215-219,共5页
Journal of Electric Power
基金
国家自然科学基金项目(70373017)资助
关键词
价格管制
电力市场
平衡帐户
价格联动
安全性系数
price regulation
electricity market
balance account
connection between buy-in and sellout prices
safety loading coefficient
