Research on Credit Risk Transmission and Simulation in the Regional Power Market
文献类型:会议论文
作者 | Yu HF(喻海飞)1; Liu, Zhiwei4![]() ![]() |
出版日期 | 2018 |
会议日期 | July 25-27, 2018 |
会议地点 | Wuhan, China |
关键词 | credit risk regional power market Inoperability Input-output Model risk propagation |
页码 | 8390-8393 |
英文摘要 | Mechanism of credit risk transmission in the regional power market is an important issue in the current risk management of power trading market. This paper purpose a multi-order credit risk propagation model based on IIM (Inoperability Input-output Model) to analyze the propagation mechanism of multi-order credit risk in the regional power market. Meanwhile we conduct simulation analysis, supposed the discrediting behaviors of some nodes of the regional power market, which leads to the related ability loss or economic loss of other market nodes in the power market system. On account of the simulation results, we propose some protective measures of the relevant nodes in the regional power market when different enterprise nodes suffer from credit risk events. |
源文献作者 | Academy of Mathematics and Systems Science (AMSS), CAS; China Society for Industrial and Applied Mathematics; et al.; Huazhong University of Science and Technology; Hubei Association of Automation; Wuhan University of Science and Technology |
产权排序 | 1 |
会议录 | Proceedings of the 37th Chinese Control Conference
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会议录出版者 | IEEE Computer Society |
会议录出版地 | New York |
语种 | 英语 |
ISSN号 | 2161-2927 |
ISBN号 | 978-988-15639-5-8 |
WOS记录号 | WOS:000468622403011 |
源URL | [http://ir.sia.cn/handle/173321/23832] ![]() |
专题 | 沈阳自动化研究所_工业控制网络与系统研究室 |
通讯作者 | Wang ZF(王忠锋) |
作者单位 | 1.School of Business Administration, Northeastern University, Shenyang 110169, China 2.State Grid Liaoning Electric Power Co., Ltd. Anshan Power Supply Company, Anshan 114014, China 3.State Grid Liaoning Electric Power Co., Ltd. Huludao Power Supply Company, Huludao 125000, China 4.State Grid Liaoning Electric Power Co., Ltd. 110006, China 5.Shenyang Institute of Automation, Chinese Academy of Sciences, Shenyang 110016, China |
推荐引用方式 GB/T 7714 | Yu HF,Liu, Zhiwei,Zhang, Chaolong,et al. Research on Credit Risk Transmission and Simulation in the Regional Power Market[C]. 见:. Wuhan, China. July 25-27, 2018. |
入库方式: OAI收割
来源:沈阳自动化研究所
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