論電力期貨合約在電力市場(chǎng)中的價(jià)格風(fēng)險(xiǎn)規(guī)避作用.pdf

1、湖南大學(xué)碩士學(xué)位論文論電力期貨合約在電力市場(chǎng)中的價(jià)格風(fēng)險(xiǎn)規(guī)避作用姓名：文建明申請(qǐng)學(xué)位級(jí)別：碩士專業(yè)：工商管理指導(dǎo)教師：張玲2000.10.1AbstractWithDeepeningofthepowermanetreform，weimplementthepricecompetitionsystemandseparatethepowerplantfromdispatchingbureau，whichwillcausetheelectric

2、itypowerpricefluctuateviolentlythereforepowerplantswillfaceabigpriceriskThispaperpresentadiscussionontheroleoffuturescontracttoavoidpriceriskintheelectricpowermarketThepaperfirstlyintroducesthebasicconceptoffuturesThecha

3、racteristicandfunctionsoffuturestrade，a11ofwhichestablishatheorybaseforfurtherexploringthepriceriskavertionfunctionofelectricityfuturescontractBasedonthereviewingandanalysisofthedevelopment，thepaperthenintroducesthedevel

4、opmentandoperatingstatusofinternationalelectricityfuturesmarketItprobesandanalyzesthefunctionofpowerfutureshedging，demonstratesthebasisriskandtheoptimalhedgingrate，thenpointsoutthattheelectricityfuturescontractisaneffect

5、ivewaytoavoidpriceriskTakingtheexperiencesofinternationalelectricityfuturesmarkctforreference，theauthoranalyzesthepossibilityandnecessityofintroducingelectricityfuturesintoourcountryaccordingtotheactualsituationofourcoun

6、try’SongoingpowermarketrefornlCombinedwiththeconcretesituationofHunanProvince，wemimicthepayofffromhedgingbasedontherealdatafromLeiyangPowerPlantandZhuzhouMetallurgicalPlantFromthispaperwecanclearlyconcludethatpowerplants