电网技术2016，Vol.40Issue(11)：3279-3286,8.DOI:10.13335/j.1000-3673.pst.2016.11.001
售电侧放开环境下的电力市场压力测试分析
Stress Testing on Electricity Market With Retail Transactions Opened
摘要
Abstract
1In view of insufficiency of routine risk assessment to extreme events, stress testing plays a very significant role in modern bank risk management, especially for risk measurement at extreme situations, as an important supplement to traditional model such as VaR (Value at Risk). This paper applies stress testing tool in financial field to electricity field for the first time. As for economic and security risks in China`s electricity market with retail transactions opened, stress testing is conducted, including sensitivity analysis and scenario analysis. Based on key indices obtained from sensitivity analysis, comprehensive influence at extreme situations on target indices is shown with scenario analysis. An example illustrates that stress testing is able to directly indicate risk exposure degree in electricity market in future, and can be used as an effective tool for risk control in power system reform process.关键词
电力市场/压力测试/售电侧放开/经济性风险/安全性风险/敏感性分析/情景分析Key words
electricity market/stress testing/retail transactions opened/economic risks/security risks/sensitivity analysis/scenario analysis分类
信息技术与安全科学引用本文复制引用
孔祥瑞,李鹏,严正,田春筝,王璟,宋依群,韩冬..售电侧放开环境下的电力市场压力测试分析[J].电网技术,2016,40(11):3279-3286,8.基金项目
国家电网公司科技项目(5217L01400GG)。Project Supported by Science and Technology Foundation of SGCC (5217L01400GG) （5217L01400GG）
