文档介绍：29! 16" #$%& Vol. 29No. 16 2005'8( PowerSystem Technology !"#$1000-3673%2005&16-0038-04 '()*#$F206 +,-.$A /01.$790?6325 23456789:;<=>?***@AB !"#$%"&'( !"#$%&'()*&+,-"./010710032 ANOPTIONSMODELFOREVALUATINGTHEDYNAMICBENEFITOFPSSTATIONS FANGJun, NIUDong-xiao, HUANGYuan-sheng )SchoolofBusinessAdministration*NorthChinaElectricPowerUniversity* Baoding 071003*HebeiProvince*China+ ABSTRACT:Bymeansoftheideaofoptiontransactiona newmodeltoevaluatedynamiceconomicbenefitof pumped-storagestation(PSstation) resultshowsthattheelectricenergytransactionbetweenPS stationandpowergridobjectivelypossessesthefeatureof situationatpresentstage,theelectricitypricingmodelthat relatestoabove-mentionedoptionevaluationmethodandthe optionpricingalgorithmcorrespondingtodynamiceconomic benefit arediscussed. KEYWORDS:Pumped-storagestation,Dynamiceconomic benefit,Electricitypricingmodel,Optionspricing,Electricity market CD$-."/0123456789:;<2=>?***@A B#CDEFG2HIJ34KL*#$M?@ O#B201PQRSTUV"/012WXJYZ[\ T*]^_`abcde*fg"/HIhij2#>kl mjMDEFGnop2"/q>rIst9uvJ EFG$?***@AB#C,DEFG,#>kl,"/q>, #wxy 1HI ?***@AB#Cz#wQ{|2:}W~#J YQ{!"#$a?@%#*YQ{ !&'$ a(@)#**b+z,-9#wBY$Os. |2/01234J56Y789.-|:/;< =3YB>?***@AB)FC:DE70%FG+*H *IJKL2WMNOP2QRM [1]SETUTV 2WhXY**Z[\]>^__`aTbNcJ ?***@AB#C2QRMdefghEhi2 jEFGNDEFGJjEFGY:q2ktHl mnoqN1pqr*rst_Ymmu8Hvw xp?***@AB#C