电力现货和期货价格模型在风险管理中的应用
A survey of electricity spot and futures price models for risk management applications
摘要：
本文综述了电力市场开放以来的电价模型。我们专注于应用于金融定价和风险管理的价格模型。我们根据这些模型表示价格随机行为的能力和它们的一些特征对它们进行分类。特别是，这种分类有助于用户选择最适合他们的风险管理问题的模型。
英文摘要：
This review presents the set of electricity price models proposed in the literature since the opening of power markets. We focus on price models applied to financial pricing and risk management. We classify these models according to their ability to represent the random behavior of prices and some of their characteristics. In particular, this classification helps users to choose among the most suitable models for their risk management problems.
机构、总结、中文摘要均由AI分析而来，可能存在错误，请以论文正文为准。
