...电力衍生产品;条件风险价值(CVaR) [gap=1468]Keywords : assets portfolio;risk management;multi-stage stochastic programming;electricity derivatives;conditional value at risk (CVaR) ..
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随着电力市场的出现，电力衍生产品逐步成为电力交易的主要形式之一。
As the electricity market being deregulated, electricity derivatives gradually become a major form of electricity trade.
电力远期合约和期权衍生产品具有平抑电价波动，规避市场风险的功能。
The electricity long-term contracts and option derivatives have functions to restrain price volatility and avoid market risks.
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