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随着电力工业改革的逐步深入,电价波动问题将突现出来。为了给电力市场提供规避电价风险的工具,并为市场提供中长期电价信息,20世纪90年代以来一些西方发达国家陆续出现了电力衍生产品的交易。文中简要介绍了电力衍生产品的概念、原理和在国外的发展以及定价理论研究现状,对电力期货及期权合约进行了讨论,并对我国开展电力衍生产品交易提出了若干建议。
With the gradual deepening of the power industry reform, the issue of price fluctuations will emerge. In order to provide the power market with a tool to avoid the risk of electricity price and provide the market with medium and long-term electricity price information, some western developed countries have successively started the transaction of electricity derivative products since the 1990s. This paper briefly introduces the concept, principle and development in foreign countries and the status quo of pricing theory research, discusses the futures contracts and options contracts, and puts forward some suggestions on how to deal with electricity derivatives in China.