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首页> 外文期刊>Electric power systems research >Designing risk hedging mechanism based on the utility function to help customers manage electricity price risks
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Designing risk hedging mechanism based on the utility function to help customers manage electricity price risks

机译：基于本实用功能的风险对冲机制，帮助客户管理电价风险

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摘要

Real-time pricing (RTP) is the most cost-effective retail tariff which transfers electricity wholesale market volatility to the electricity customers. Complexity and risk regarding market price volatility make many of the customers reluctant to contribute in RTP. In order to help customers manage electricity cost risk, this paper proposes the electricity retailer provides risk hedging contracts to cover RTP risks. Each customer compares these contracts and signs the most suitable one by selecting his/her desirable deducible level. The deducible is the highest price of the market that the customer is willing to pay for the electricity energy. When the market price exceeds the predetermined deducible, the retailer has to pay the difference between the market price and the deducible. In this paper, utility function is utilized to identify the customers' preferences and behavior against different risk hedging contracts. To survey the performance of the proposed risk hedging mechanisms, three different utility functions are employed to study the impacts of the risk hedging contracts on the customers' demand and electricity market price.
机译：实时定价（RTP）是最具成本效益的零售资费，可转让电力客户的电力批发市场波动。复杂性和有关市场价格波动的风险使许多客户在RTP中贡献。为了帮助客户管理电力成本风险，本文提出了电力零售商提供风险套期保值以涵盖RTP风险。每位客户通过选择他/她所需的推动水平来比较这些合同并签署最合适的合同。推动是客户愿意支付电力的市场的最高价格。当市场价格超过预定的推动时，零售商必须支付市场价格与推动之间的差异。在本文中，利用效用函数来识别客户的偏好和针对不同风险套期保值合同的行为。为了调查拟议的风险对冲机制的表现，采用了三种不同的公用事业职能来研究风险对冲合同对客户需求和电力市场价格的影响。

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