This paper presents a comprehensive bidding model for generation suppliers in submitting appropriate bids into the energy trade market in the deregulated and competitive electricity industry.
提出了一个旨在帮助电力市场中的发电商在能量交易市场中进行合理报价的综合竞价模型。
Trade model considering linked prices of coal and electricity is set up and risk management strategy based on straddle options contract is introduced.
该文首先详细论述了期权及其套期保值功能,然后构建了考虑煤电价格联动的交易模型,并在此基础上引入了基于跨式期权组合的风险管理策略。
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