Under the background of mature competitive electricity market abroad, this thesis deeply probed into the financial engineering theory in the fields of electricity price model, electricity derivative pricing, electricity market risk management and the electricity project investment, etc.
本文以国外成熟竞争性电力市场为背景,对电价模型、衍生产品定价、电力风险管理和竞争性环境下的电力项目投资分析等领域的金融工程理论进行了较深入的探索性研究。
参考来源 - 竞争性电力市场中的金融工程理论与实证研究·2,447,543篇论文数据，部分数据来源于NoteExpress
The hybrid stochastic model for electricity spot price is developed through analyzing the inherent characteristics of historical price data.
该文通过电价的历史数据分析提出了电价的混合模型，以描述电价行为特性。
A gray dynamic model is present to forecast electricity forward price and results of different models are studied.
针对这一特点，用灰色动态预测模型对电力远期价格进行了预测，并对不同模型的预测结果进行了研究。
Based on the concept of load-price elasticity, the principle of marginal cost pricing, and conditions of the deregulated retail electricity market, the model of spot pricing was deduced.
根据电力零售市场的特点，基于负荷价格响应的定义以及边际成本定价理论，推导出了考虑负荷价格响应的有功实时电价的表达式。
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