Quantitative Evaluation Method of Contract Execution Deviation Risk in Power Spot Market

摘要

In the power spot market,the price risk is the biggest among the power purchase schemes under multiple time scales.Equipment failure,scheduling affairs,external policy adjustment and market fluctuation may cause the deviation of contract execution.This paper analyzes the uncertain risk degree of random variables by identifying risk factors.The probability density of the random variable is analyzed,and the conditional risk-value function of the random variable is established.Finally,based on monte carlo stochastic simulation,risk indicators are used to quantitatively evaluate the risk of power purchase and sale.