A New Method of Futures Hedging Used in The Electricity Market

DOI

10.2991/icesame-16.2016.218How to use a DOI?

Keywords

risk hedging; chaos theory;electricity marke.

Abstract

With the reforming in the power system , the electricity market is gradually opening up and all kinds of guiding policy come on intensively, the operating environment of thermal power enterprises will gradually change. The change will lead to more intense competition between the power generation industry and further liberalization of the electricity market.This article describes a new method of risk hedging in the electricity market system under the future system. Using the changes in the fair value of the hedging instruments to hedge the fair value of the hedging project, and to prevent and transfer the risk.

Copyright

© 2016, the Authors. Published by Atlantis Press.

Open Access

This is an open access article distributed under the CC BY-NC license (http://creativecommons.org/licenses/by-nc/4.0/).

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TY  - CONF
AU  - Fei Jin
AU  - Chao Xing
PY  - 2016/03
DA  - 2016/03
TI  - A New Method of Futures Hedging Used in The Electricity Market
BT  - Proceedings of the 2016 International Conference on Education, Sports, Arts and Management Engineering
PB  - Atlantis Press
SP  - 1005
EP  - 1008
SN  - 2352-5398
UR  - https://doi.org/10.2991/icesame-16.2016.218
DO  - 10.2991/icesame-16.2016.218
ID  - Jin2016/03
ER  -