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Hedging rule for reservoir operation: How much, when and how long to hedge.

机译：水库作业的套期保值规则：套期多少，什么时间和多长时间。

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摘要

Reservoirs have a significant role in the development of human civilization by Reservoirs have contributed a significant role in the development of human civilization by regulating natural inflow for various human uses. After the peak period of dam and reservoir construction during the 20th century, effort has focused on reservoir operation, which is to regulate natural streamflow for storage and release utilization using existing reservoir systems. Traditional reservoir operation policies for water supply seek to minimize the water supply deficit in the current time period. However, with increased water demand in many regions, uncertain inflow in the future period can cause large water shortages. It is then not always rational to satisfy the full current demand. Hedging rule policies are designed for rationing water supply when it is below water demand. These polices make some delivery deficit at present to reduce the probability of greater water shortage in the future. Hedging policies have increasingly attracted attention because of growing water demand, increasing uncertainty in water sources, and more frequent drought events than before.;This dissertation adopts an interdisciplinary approach for water resources systems analysis by integrating knowledge, principles and methods form hydrology, engineering, economics and operation research. The research addresses fundamental questions of hedging such as when, how much and how long to hedge through both theoretical analysis and numerical modeling. These questions are related to the timing, magnitude and temporal scale of applying hedging rules, respectively. Detailed results show how the decision making of hedging is influenced by physical conditions, hydrological characteristics and economic incentives. The framework especially addresses the importance of explicit stochastic dynamic approach and the impact of uncertainty on the decision making of hedging. The outcomes of this dissertation include (1) an analytical framework and a numerical model for hedging rule analysis, (2) an extended horizon theory and numerical procedures for estimating forecast horizon for optimal reservoir operation under hedging, (3) an examination of the error bound between the decision with the actual available forecast and the decision with idea perfect forecast, and (4) an application on a real reservoir operation problem. These are expected to contribute to the understanding of benefits, limits and impact factors on hedging rule and provide guideline to the application of hedging rules for rational reservoir operations.
机译：水库通过调节各种人类使用的自然流入量，在人类文明发展中发挥了重要作用。在20世纪大坝和水库建设的高峰期之后，人们将精力集中在水库运行上，即使用现有水库系统调节自然流量，以进行存储和释放。传统的水库供水政策试图将当前时期的供水短缺降至最低。但是，随着许多地区的用水需求增加，未来一段时间内不确定的流入量会导致严重的水短缺。因此，满足全部当前需求并不总是合理的。套期保值规则政策旨在在供水量低于需水量时配给水。这些政策目前造成一些交付赤字，以减少未来更大的水资源短缺的可能性。由于对水需求的增长，水资源不确定性的增加以及干旱事件的频发，对冲政策受到了越来越多的关注。本文采用一种跨学科的方法，通过将水文，工程学，经济学和运筹学。该研究通过理论分析和数值建模解决了套期的基本问题，例如何时，多少和多长时间套期。这些问题分别与套期保值规则的适用时间，规模和时间规模有关。详细的结果显示了套期保值的决策如何受到自然条件，水文特征和经济激励因素的影响。该框架特别解决了显式随机动态方法的重要性以及不确定性对套期保值决策的影响。本文的研究成果包括：（1）套期规则分析的分析框架和数值模型；（2）套期保值下最优油藏预测的预测期的扩展视野理论和数值程序；（3）误差检查。在具有实际可用预测的决策与具有思想完善的预测的决策之间，以及（4）在实际油藏运行问题上的应用。预期这些将有助于对套期保值规则的收益，限制和影响因素的理解，并为将套期保值规则应用于合理的油藏运营提供指导。

著录项

  • 作者

    You, Jiing-Yun.;

  • 作者单位

    University of Illinois at Urbana-Champaign.;

  • 授予单位 University of Illinois at Urbana-Champaign.;
  • 学科 Engineering Civil.
  • 学位 Ph.D.
  • 年度 2008
  • 页码 223 p.
  • 总页数 223
  • 原文格式 PDF
  • 正文语种 eng
  • 中图分类 建筑科学;
  • 关键词

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