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Integrated energy risk management models for electric utility companies.

机译:电力公司的综合能源风险管理模型。

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摘要

This dissertation presents models for integrated energy risk management for electric utility companies (EUCs). First, two fundamental market factors in deregulated electricity markets (electricity demand and price) are proposed and detailed studies of the correlation between electricity load and natural gas price reveals some interesting results. Second, an optimal natural gas supply selection framework based on modern utility theory is proposed. The framework is the first integrated risk management model to address the optimal fuel supply problem, which has been much more difficult and critical to EUCs in deregulated electricity markets. The framework can be extended for use in various time frame and as a benchmarking tool for trader's strategy. Thirdly, a framework to determine the feasible structures and find out the optimal insurance on generation forced outages (IGFO) contracts for EUCs is developed and its benefits to EUCs are discussed.
机译:本文提出了电力公司的综合能源风险管理模型。首先,提出了放松管制的电力市场中的两个基本市场因素(电力需求和价格),对电力负荷与天然气价格之间的相关性进行的详细研究揭示了一些有趣的结果。其次,提出了基于现代效用理论的天然气最优供应选择框架。该框架是解决最佳燃料供应问题的第一个综合风险管理模型,对于放松管制的电力市场中的EUC而言,这更加困难且至关重要。该框架可以扩展为在各种时间范围内使用,并且可以作为交易者策略的基准工具。第三,建立了一个框架,用于确定EUC的可行结构并找出最佳的强制强迫停电(IGFO)合同保险,并讨论了其对EUC的好处。

著录项

  • 作者

    Chen, Hanjie.;

  • 作者单位

    The University of Texas at Austin.;

  • 授予单位 The University of Texas at Austin.;
  • 学科 Engineering Electronics and Electrical.
  • 学位 Ph.D.
  • 年度 2006
  • 页码 163 p.
  • 总页数 163
  • 原文格式 PDF
  • 正文语种 eng
  • 中图分类
  • 关键词

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