在燃料市场和电量市场之间构造出交叉商品组合，并在此基础上引入摆动期权合约设计了发电商的风险回避模型。

A cross-commodity spread was constructed between energy market and electricity market, on this basis, a risk-avoid model was designed by incorporating swing options.

youdao

在燃料市场和电量市场之间构造出交叉商品组合，并在此基础上引入摆动期权合约设计了发电商的风险回避模型。

A cross-commodity spread was constructed between energy market and electricity market, on this basis, a risk-avoid model was designed by incorporating swing options.

youdao