CN109598399A - A kind of moving electric power transaction risk appraisal procedure based on step analysis - Google Patents

A kind of moving electric power transaction risk appraisal procedure based on step analysis Download PDF

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CN109598399A
CN109598399A CN201810446670.4A CN201810446670A CN109598399A CN 109598399 A CN109598399 A CN 109598399A CN 201810446670 A CN201810446670 A CN 201810446670A CN 109598399 A CN109598399 A CN 109598399A
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information
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代勇
高春成
王蕾
张显
刘永辉
张倩
王春艳
张琳
习培玉
焦明海
吴雨健
王海宁
王清波
史述红
李守保
方印
刘�东
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State Grid Corp of China SGCC
Electric Power Research Institute of State Grid Liaoning Electric Power Co Ltd
NARI Group Corp
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State Grid Corp of China SGCC
Electric Power Research Institute of State Grid Liaoning Electric Power Co Ltd
NARI Group Corp
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Abstract

The invention belongs to electricity transaction risk management fields, are related to a kind of methods of risk assessment of mobile terminal electricity transaction based on analytic hierarchy process (AHP).Include the following steps: that (1) designs the index system for meeting the transaction risk management of unified electricity market mobile terminal;The index system includes destination layer, rule layer, level-one element layer and two-stage elements layer etc.;(2) moving electric power transaction risk element index is explained and the description of calculation method;(3) weight of electricity transaction risk indicator is calculated;(4) consistency check is carried out.It is an object of the invention to ensure the safety of electricity transaction.

Description

A kind of moving electric power transaction risk appraisal procedure based on step analysis
Technical field
The invention belongs to electricity transaction risk management fields, are related to a kind of mobile terminal electricity transaction based on analytic hierarchy process (AHP) Methods of risk assessment.
Background technique
Mobile terminal power consumer interaction technique is the integration of mobile technology and Internet technology, is " internet+" electric power work The innovative application in industry field.With the national economic development, the continuous growth of electricity needs, the transactional services side of electricity market Formula needs become at any time, and transactional services quality is also adequately paid attention to and guaranteed.The power consumer transaction technology of mobile terminal will Transaction Information, the location information for obtaining user in real time, provide the real-time Push Service of Transaction Information and credit appraisal for power consumer Service provides electricity transaction early period, mid-term and the good service in later period, value-added service and experience service for user in real time, constitutes The new connotation of complete mobile terminal electricity transaction good service, it is whole to improve electricity market service level, ensure that electricity market has Sequence normal development.
There are problems in current electricity transaction market, for example, strive for electricity utility hourage of more trading, There is significantly irrational price reduction in electricity power enterprise;Electricity transaction achievement cannot be fulfilled in time, and electricity transaction rests on book Etc..It is deepened constantly under the dual background streamlined administration and institute decentralization with government in power system reform, it is necessary to which quickening perfects main market players's letter Effective supervision subsequent in thing is established as means with system, and using credit, to standardize the order of the market economy, improving market credit ring Border, reduction transaction cost, prevention economic risk provide a strong guarantee, and push electric power structure market-oriented reform.
It solves the problems, such as above-mentioned electricity transaction process, index involved in transaction risk study on the genesis is carried out It concludes and selection, the i.e. effective means of mobile terminal transaction risk identification is building transaction risk assessment indicator system, moved Transaction risk comprehensive score is held, calculates the risk indicator score of move transaction risk, evaluation score is higher, transaction risk degree It is lower.From concern customer transaction behavior evaluation, can angularly be analyzed from quotation strategy, execution risk, how is research It was found that the unlawful practices such as collusion.The electricity price that China executes at present includes rate for incorporation into the power network, T-D tariff and sales rate of electricity.Power Generation is Chase itself profit, it is therefore possible to use withhold the means such as power generation capacity and be lifted market guidance, do not show substantially in Demand-side especially In the case where price elasticity, price spike will be generated;On the other hand due to the market characteristics fixed output quota by sales, geomantic omen season is caused to be abandoned Wind, the generation for abandoning water phenomenon, meanwhile, economic loss caused by Unit Commitment when to avoid load level from frequently changing, load water When putting down lower, electricity price can be down to lower level, or even negative electricity valence occur, set participant in the market among risk.
Analytic hierarchy process (AHP) is using a complicated decision-making problem of multi-objective as a system, is multiple mesh by goal decomposition Mark or criterion, and then several levels of multi objective or criterion are decomposed into, level list is calculated by qualitative index Fuzzy Quantifying It sorts (flexible strategy) and always sorts, using the systems approach as target, multi-scheme Optimal Decision-making.In the sheet to complicated decision problem On the basis of matter, influence factor and its internal relation etc. are analysed in depth, the thinking of decision is made using less quantitative information Process mathematicization, to provide easy decision-making technique for multiple target, multiple criteria or complicated decision-making problems without architectural characteristic, especially It is the case where being difficult to directly accurate metering to the result of decision.This method by decision problem according to general objective, each straton target, comment Valence criterion is until the sequential breakdown of specific alternative is different hierarchical structure, then, using solution judgment matrix feature The method of vector acquires priority weight of each element to upper level element of each level, finally again using weighted sum Method passs each scheme of rank merger to the final weight of general objective, and final weight the maximum is optimal case." priority weight " is A kind of opposite measurement, it shows the phase of each alternative superior degree under the interpretational criteria or sub-goal of a certain feature, mark The relative measurement of the significance level for upper one layer of target to measurement and each sub-goal.Analytic hierarchy process (AHP) is relatively more suitable for having There is the goal systems for being layered evaluation index of interlocking, and target value is difficult to the decision problem of quantitative description again.Its usage is construction Judgment matrix finds out its maximum eigenvalue.And its after corresponding feature vector normalization, as a certain level index is for upper The relative importance weight of one level index of correlation.
Currently, there are no the risk indicator evaluations for electricity transaction in the electricity transaction system of mobile terminal.It is existing Electricity market evaluation is mainly used under internet environment, does not account for the transaction risk index of mobile terminal.Therefore, the present invention is special Door constructs risk indicator appraisement system and evaluation method for the supervision of mobile terminal power market transaction.
Summary of the invention
It is an object of the invention to: a kind of risk assessment side of mobile terminal electricity transaction based on analytic hierarchy process (AHP) is provided Method, to guarantee the safety of electricity transaction.
Technical scheme is as follows:
A kind of moving electric power transaction risk appraisal procedure based on step analysis, which is characterized in that the method includes such as Lower step:
(1) index system for meeting the transaction risk management of unified electricity market mobile terminal is designed;The index system packet Containing destination layer, rule layer, level-one element layer and two-stage elements layer etc.;
(2) moving electric power transaction risk element index is explained and the description of calculation method;
(3) weight of electricity transaction risk indicator is calculated;
(4) consistency check is carried out.
Further, the step (1) is specific as follows:
The index system of the transaction risk includes destination layer, rule layer, level-one element layer and two-stage elements layer;It is wherein quasi- Then layer investigates current domestic electrical marketing Information Risk in terms of transaction agent, Transaction Information and external environment three Operability considers the relevant risk index of mobile Internet, according to competitive risk, power sales, credit risk, information wind 7 danger, technical risk, mobile network and legal risk aspects are designed and meet unified electricity market mobile terminal transaction risk pipe The index system of reason, specific as shown in Table:
The further step (2) is specific as follows:
(1) competitive risk index factor system is calculated
Competition Electricity price fluctuation coefficient: refer to the keen competition in mobile terminal electricity transaction market, market individual transaction member is pernicious Quotation strategy, the electricity price larger fluctuation of generation upset normal electricity marketing electricity price order, cause transaction competitive risk, really Determining coefficient of variation is three ranks, and respectively I grades, II grades, III level, coefficient is bigger, and the fluctuation of electricity price is bigger, and risk is higher.I Grade coefficient be [0~0.4), II grade coefficients be [0.4~0.8), III level coefficient for [0.8~1).
The reason of causing electricity transaction market individual electricity price competitive risk mainly Power Generation is to chase itself profit, may It is lifted market guidance using the means such as power generation capacity are withheld, especially in the case where Demand-side does not show price elasticity substantially, Price spike will be generated;On the other hand due to the market characteristics fixed output quota by sales, the generation for phenomena such as causing geomantic omen season to abandon water, together When, economic loss caused by Unit Commitment when to avoid load level from frequently changing, when load level is lower, electricity price can be down to compared with Low level, or even there is negative electricity valence, participant in the market is set among risk.It is as follows to compete Electricity price fluctuation coefficient formulas:
Wherein, rcompeteIndicate competition Electricity price fluctuation coefficient,Indicate that market member declares electricity price k from high to low The average value of a sequence electricity price, PfanalRepresent clear electricity price.
Transactional services satisfaction: refer to that the users such as electricity transaction Generation Side, power purchase side and sale of electricity company hand over mobile terminal electric power The service satisfaction evaluation of easy platform, scores and makes for 5 points, corresponded respectively to from 5 to 1 it is very satisfied, satisfied, satisfied need improvement, Generally, it is unsatisfied with grade.
(2) power sales index factor system is calculated
Power sales scale coefficient: refer to that the sale of electricity company marketing scale in mobile terminal electricity transaction market is different, to market electricity Power price sales rely on the scale gradient for causing market enterprise.Specific calculating is as follows: moving electric power trade market in the statistics phase Sale of electricity enterprise lapse count accounts for the ratio of market sale of electricity company sum.Power sales scale coefficient formulas is as follows:
Wherein, rdependentIndicate power sales scale coefficient, ndieIndicate market sale of electricity enterprise lapse count, nkeepcThe expression phase First sale of electricity enterprise number, nincreasecIndicate that current period market increases sale of electricity company number.
Find out from calculation formula: power sales scale coefficient is higher, and market sale of electricity scale is bigger, and the electric power resource marketization is matched It sets more abundant.
(3) credit risk index factor system is calculated
Generation deviation incidence: after referring to that power consumer and sale of electricity company generate transaction, supplier of electricity power generation generates deviation and is greater than The event occurrence rate of specified threshold.The frequency of generation deviation is generated as the estimated value of the incidence using electricity power enterprise.It calculates Method is as follows:
Wherein, ω indicates generation deviation incidence, ndeviationIndicate that electricity power enterprise generates the frequency of generation deviation, Nfeed Indicate electricity power enterprise's power generation total degree.
Power purchase side's debt incidence: refer to that power purchase side is not paid to corresponding sale of electricity company completely during electricity transaction The probability that money event occurs.The sum frequency that incomplete payment event occurs using power purchase side does not have payment incidence completely as power purchase side Estimated value.Calculation method is as follows:
Wherein, ο indicates the incomplete payment incidence in power purchase side, nnopayIndicate that the frequency of payment event completely occurs not for power purchase side Number, NpurchasetradeIndicate the transaction total degree of power purchase user power purchase.
Both parties' dispute incidence: refer to that both parties during using mobile terminal electric power transaction platform, hand over The probability of easy dispute event, using the frequency of the whole network power consumer generation dispute event as probabilistic estimated value.Its calculation formula is such as Under:
Wherein, Φ indicates both parties' dispute incidence, ndisputeIndicate that the frequency of dispute event occurs for the whole network power consumer Number, NtradeIndicate the whole network power consumer transaction amount.
(4) business risk index factor system is calculated
Customer transaction qualification irregularity ratio: refer to that the power consumer for participating in electricity transaction declares right as principal and examines irregularity Ratio.Calculation method is as follows:
In formula, μ indicates power consumer through title examination of trading, the ratio of unqualified electricity transaction user, NapplyIndicate Shen Report the user of electricity transaction, NnopassIndicate the underproof power consumer of electricity transaction title examination, μ value is bigger, illustrates electric power The qualification review of compliance of user can not by ratio it is bigger, then entire power market transaction power consumer close rule control Risk is bigger, and the trading electricity userbase for closing rule is reduced, market resource allocation miopragia, will increase electricity market supply and demand The larger fluctuation of curve.
Trade quotation concentration degree: refer to centralized and unified quotation similarity degree of joining together between electricity power enterprise or sale of electricity company Assessed value.Calculation method is as follows:
In formula, ρ indicates the intensity of trade quotation, σ2Indicate that the variance of electricity price, ρ declare in electricity power enterprise or sale of electricity company Value is bigger, then trade quotation concentration degree is higher, illustrates that the risk of electricity power enterprise or sale of electricity firm quotes collusion is bigger.Trade quotation Concentration degree index is for calculating and taking precautions against between electricity power enterprise or sale of electricity company, mainly for the collusion transaction row of sale of electricity price For.
(5) Information Risk index factor system is calculated
Deceptive information incidence: refer to that publication is false when sale of electricity side (or power purchase side) issues sale of electricity information (or power purchase information) The probability that message event occurs.Using frequency the estimating as deceptive information incidence of sale of electricity side (or power purchase side) publication deceptive information Evaluation.Its calculation method is as follows:
Wherein, μ indicates deceptive information incidence, and nfalse indicates the frequency of sale of electricity side (or power purchase side) publication deceptive information Number, Nall indicate the total degree of sale of electricity side (or power purchase side) release information.
Violated information incidence: refer to sale of electricity side (or power purchase side) issue sale of electricity information (or power purchase information) when issue it is violated The probability that message event occurs.Frequency the estimating as violated information incidence of violated information is issued using sale of electricity side (or power purchase side) Evaluation.Its calculation method is as follows:
Wherein, ν indicates violated information incidence, and nillegal indicates that sale of electricity side (or power purchase side) issues the frequency of violated information Number, Nall indicate the total degree of sale of electricity side (or power purchase side) release information.
(6) technical risk index factor system is calculated
Technology innovation rate coefficient: refer to the year turnover rate of the mobile terminal software version service of electricity transaction, according to software version The year turnover rate of service is calculated, and software version service year turnover rate 2 times or more, risk factor 1;Software version service Year turnover rate 1 time, risk factor 0.8;Software patch packet year publication rate 2 times, risk factor 0.5;Software patch Bao Nianfa Cloth rate 1 time, risk factor 0.3;Without software patch packet service, risk factor 0.1.
Data store risk factor: refer to electricity transaction data risk brought by cloud data center storage mode, according to Data storage method is divided into online (On-line) storage, near line (Near-line) storage and offline (Off-line) storage three Grade storage mode.Data storage uses three kinds of mode (On-N-Off) risk factors for 1;Using offline storage (Off), it is online- Offline storage (On-Off) or near line-offline storage mode (N-Off) risk factor are 0.8;Using online (On) storage, near line Storing (N) mode risk factor is 0.5.
(7) mobile network's index factor system is calculated
Mobile APP complete function rate: refer to the APP functional completeness overall merit of mobile terminal electric power transaction platform, pass through electricity The experts such as net industry, information industry, user carry out comprehensive marking and determine.The measuring and calculating standard that scores is 5 points of systems, and mobile terminal transaction is flat Platform has most basic electricity transaction function, scores 2 points;Have firm power trading function, elemental user information, policy and service Function scores 3 points;Have firm power trading function, elemental user information, policy and service, historical statistics, recommend pre- measurement of power Can, it scores 4 points;In addition to aforementioned function, have the behavioural analysis for VIP user's value-added service, information excavating function, scores 5 points. The processing of comprehensive evaluating score normalization.
Network account is stolen incidence: during referring to that user logs in mobile terminal electric power transaction platform, account is stolen thing The probability that part occurs is stolen frequency as probabilistic estimated value after logging in using the whole network power consumer.Its calculation formula is as follows:
Wherein,Indicate that network account is stolen incidence, nstealIndicate that the whole network power consumer login account is stolen frequency, NenterIndicate that the whole network power consumer logs in total degree.
(8) legal risk index factor system is calculated
Intellectual property infringement degree: refer to the transaction data, trade contract, statistical analysis of mobile terminal electricity transaction information service The intellectual property of equal generations encroaches on risk class, is divided into slight, moderate and moderate according to infringement degree, slightly knows for information service Knowledge property right, which is encroached on, does not influence too much electricity transaction market, and moderate is encroached on for information service intellectual property and handed over Certain economic loss is caused in easy market, and severe is encroached on for information service intellectual property causes great warp in trade market Ji loss, program relies on the third-party institution to be assert and arbitrated according to law.Slight Intellectual Property Risk coefficient is 0.9;In Spending Intellectual Property Risk coefficient is 0.7;Severe Intellectual Property Risk coefficient is 0.3.
Security privacy rank: referring to the transaction security privacy class in mobile terminal electricity transaction market, with computer system individual The definition of the safety management rank of user data is consistent.Computer user's data safety management include password mechanism, access mandate, The functions such as access right, software security, hardware security, tamper-proof mechanisms, control isolation, correspond respectively to computer security C1, C2 grades and higher B grades B1, B2, B3 grade.C1 grades be known as selective protection grades may be implemented discretionary security protection, to The separation at family and data, protection or the propagation of limitation user right.The C2 grades of power with access controlled environments, the access than C1 Control divides specifically, can be realized controlled security protection, personal account management, audit and resource isolation.
Meanwhile B rank includes tri- ranks of B1, B2 and B3, B rank is capable of providing mandatory safeguard protection and multistage peace Entirely.It forces protection to refer to definition and keeps the integrality of label, the owner of information resources does not have the permission for changing itself, is System data are completely under the supervision of access control management.
B1 grades are known as mark safeguard protection;B2 grades are known as structural defence rank, it is desirable that all objects of access control have Safety label should also mark security level for equipment, port etc. to realize that the user of low level cannot access sensitive information.B3 Rank is known as security domain protection level, this rank reinforces the safety in domain using the mode of installation hardware, such as with memory pipe Hardware is managed to prevent from accessing without authorization.
The security level of electricity transaction includes all B grades and C grades, and privacy risk coefficient is 1;Security level includes B rank, Privacy risk coefficient is 0.8;Security level only includes C rank, and privacy risk coefficient is 0.5.
Further, the step (3) is specific as follows:
Setting weight is integrated using Delphi method and average judgment matrix method, Delphi method is applied to step analysis Judgment matrix construction during method mainly in view of it is a kind of group decision-making there is monomer decision (or to determine for individual Plan) characteristic that does not have, and consider the characteristic of own, therefore the method Judgement Matricies are used, determine weight.It is another Aspect, for expert every during Delphi method construction judgment matrix may be not fully identical, therefore, it is necessary to by pair Judgment matrix given by every expert is averaged, so that it is determined that the weights of different risk indicators.
The average trip current such as following formula of the weight of construction:
Wherein, { P1,P2,...,PnIt is n known trip currents,
The judgement that uniquely a judgment matrix is assessed as analytic hierarchy process (AHP) is calculated to obtain using the method for average judgment matrix Matrix.
Further, the step (4) is specific as follows:
Determined using coincident indicator formula:
Wherein λmaxFor the maximum eigenvalue of trip current, the consistency ratio of CR representing matrix.CI indicates that consistency refers to Mark.Measure judgment matrix the degree of consistency it is excellent with it is poor because value is relatively-stationary.Therefore the extent of deviation of CI value causes CR value it is excellent with it is poor, to influence the degree of consistency of judgment matrix.
Beneficial aspects of the invention are:
(1) it is based on moving electric power trade market, constructs the index body of unified electricity market mobile terminal transaction risk management System, is illustrated moving electric power transaction risk element index, and the risk that application level analytic approach establishes mobile terminal transaction is commented Estimate method;
(2) development of Mobile Internet technology is combined, the electricity transaction risk factors of mobile terminal are assessed, can greatly be subtracted The burden of light artificial investigation transaction risk, using this mobile terminal electricity transaction risk assessment method, from the need of concern trade user It asks and the angle of behavior, quotation strategy and transaction execution is to transaction risk comprehensive score, the risk for calculating move transaction risk refers to Score is marked, evaluation score is higher, and transaction risk degree is lower.
Therefore, in current mobile terminal electricity market in the environment of constantly improve, the index system that the present invention establishes can It is well adapted for the demand of power market reform.
Detailed description of the invention
Fig. 1 is the hierarchy Model figure of the index of electricity transaction risk assessment of the present invention.
Specific embodiment
Analytic hierarchy process (AHP) is a kind of decision-making technique of the multiple criteria of combination of qualitative and quantitative analysis.It is specifically exactly with layer Problem to be solved is resolved into relevant element when fractional analysis, is separated into target, criterion, scheme etc., with certain Numerical value quantifies it.The principle of analytic hierarchy process (AHP) is in problem analysis, first PROBLEM DECOMPOSITION, stratification.According to problem Property PROBLEM DECOMPOSITION at relevant factor, classify according to the relationship between factor, form multi-level structural model.Then Bottom factor is analyzed for the relative importance of high-rise factor, the sequence of weight is obtained according to importance.In the process, Mei Geyin The importance degree of element needs to judge by experience or expert to measure.Its feature is stratification and quantification, Essence, factor and the relevant internal relation of challenge are decomposed, and from the difficult to the easy, are easier to judge problem, And it makes decisions.Its key step is as follows:
1. based on the analysis of mobile terminal electricity transaction risk, to its following hierarchy Model of risk indicator Establishing:
When constructing this model, summarize the index of moving electric power transaction risk evaluation, and in the criterion of analytic hierarchy process (AHP) Layer joined mobile network and legal risk.Therefore, which is divided into four rule layer indexs and 16 specific risk indicators, Evaluation analysis is carried out to mobile terminal electricity transaction risk by these indexs and structural model.
2. electricity transaction risk indicator weight calculation model
1) construction of the judgment matrix based on Field method
Construct discrimination matrix.According to recursive hierarchy structure Judgement Matricies, since rule layer, according to next layer of index Index is compared by the importance degree of upper one layer of index two-by-two, assignment is carried out to the importance degree of two indices, To obtain the final weight because of sublayer index.
(1) clearly to decision the problem of.Prepare relevant material according to the problem of decision, as far as possible sufficiently, is convenient for Panel member can understand the background to decision problem as early as possible, and treat decision problem and leave first impression.
(2) expert group is formed.Start to contact expert's composition assessment experts group of related direction after specifying direction of assessment, determine It is responsible for the responsible person of the every expert of connection, and whether the material for inquiring that every expert provides is abundant, if insufficient, where also needs supplement A little materials.
(3) judgment matrix is provided for the first time.The data that the every expert of expert group provides or supplements according to responsible person provides First time judgment matrix ,if needed and the reasons why providing judgment matrix is enclosed, summarized by responsible person, is made and summarizes table. Then it will similarly summarize table and be distributed to every expert, every expert is according to the judgment matrix for summarizing modification oneself.It connects Every expert modified judgment matrix is submitted into responsible person again, and enclose and what reason to make modification according to.Responsible person Member does for the second time to summarize, and makes and summarize table.
(4) foundation summarizes modification judgment matrix.Every expert's foundation summarizes table and gradually modifies judgment matrix, until Every expert no longer makes any modification to the judgment matrix of oneself, ends here a Delphi method process.
(5) responsible person collects the judgment matrix that every expert finally modifies, and makes and final summarize table.
To the important journey of mobile terminal electricity transaction risk indicator of certain power exchange by way of providing questionnaire Degree evaluated, altogether provide 60 parts of questionnaires, provide questionnaire object include the management level personnel of 10 power exchanges, The clerk of 25 electricity transaction dealing sides, the engineer in 20 electricity transaction fields and teacher, 5 power exchanges Technical staff.Questionnaire withdraws 48 parts altogether, rejects 5 parts of questionnaires not over consistency check, finally obtains effective questionnaire Totally 43 parts.The comparator matrix two-by-two of obtained first class index such as table 1.
The comparator matrix two-by-two of 1. rule layer index of table
A1 A2 A3
A1 1 5 3
A2 1/5 1 2
A3 1/3 2 1
2) analytic hierarchy process (AHP) consistency check index
First, weight coefficient is calculated using judgment matrix, by formula:
With factor each in matrix divided by the sum of each column, first matrix normalization is handled, is obtained:
Then the normalized vector of Maximum characteristic root is obtained to row element averaging each in A':
It calculates, W=(0.63,0.11,0.26).
Second, calculate the maximum eigenvalue λ of judgment matrixmax, calculation formula are as follows:
Thus, it is possible to the maximum eigenvalue of first order calculation index:
λmax=2.09
Third calculates coincident indicator CI and consistency ratio CR.Formula is as follows:
As n > 2, with the consistency of CR representing matrix
Wherein, RI indicates Aver-age Random Consistency Index, as n=3, RI=0.58.
CR=0.078 < 0.1 is calculated, therefore, judgment matrix and the consistency check of first class index meet the requirements.
The weight table of 2. mobile terminal electricity transaction risk indicator interpretational criteria layer of table
The calculating weight for further obtaining electricity transaction risk indicator level-one element layer is as shown in table 3.
The weight table of 3. mobile terminal electricity transaction risk indicator of table evaluation two-stage elements layer
The calculating weight for finally obtaining electricity transaction risk indicator two-stage elements layer is as shown in table 4.
The weight table of 4. mobile terminal electricity transaction risk indicator of table evaluation two-stage elements layer

Claims (5)

1. a kind of moving electric power transaction risk appraisal procedure based on step analysis, which is characterized in that the method includes as follows Step:
(1) index system for meeting the transaction risk management of unified electricity market mobile terminal is designed;The index system includes mesh Mark layer, rule layer, level-one element layer and two-stage elements layer etc.;
(2) moving electric power transaction risk element index is explained and the description of calculation method;
(3) weight of electricity transaction risk indicator is calculated;
(4) consistency check is carried out.
2. a kind of moving electric power transaction risk appraisal procedure based on step analysis according to claim 1, feature exist In the step (1) is specific as follows:
The index system of the transaction risk includes destination layer, rule layer, level-one element layer and two-stage elements layer;Wherein rule layer In terms of transaction agent, Transaction Information and external environment three, grasping for current domestic electrical marketing Information Risk is investigated The property made considers the relevant risk index of mobile Internet, according to competitive risk, power sales, credit risk, Information Risk, skill 7 art risk, mobile network and legal risk aspects are designed and meet the transaction risk management of unified electricity market mobile terminal Index system, specific as shown in Table:
3. a kind of moving electric power transaction risk appraisal procedure based on step analysis according to claim 1, feature exist In the step (2) is specific as follows:
(1) competitive risk index factor system is calculated
Competition Electricity price fluctuation coefficient: refer to the keen competition in mobile terminal electricity transaction market, the pernicious quotation of market individual transaction member Strategy, the electricity price larger fluctuation of generation upset normal electricity marketing electricity price order, cause transaction competitive risk, determine wave Dynamic coefficient is three ranks, and respectively I grades, II grades, III level, coefficient is bigger, and the fluctuation of electricity price is bigger, and risk is higher.I grades of systems Number for [0~0.4), II grade coefficients be [0.4~0.8), III level coefficient for [0.8~1).
The reason of causing electricity transaction market individual electricity price competitive risk mainly Power Generation is to chase itself profit, it is therefore possible to use Withholding the means lifting market guidance such as power generation capacity will produce especially in the case where Demand-side does not show price elasticity substantially Raw price spike;On the other hand due to the market characteristics fixed output quota by sales, the generation for phenomena such as causing geomantic omen season to abandon water, meanwhile, Economic loss caused by Unit Commitment when to avoid load level from frequently changing, when load level is lower, electricity price can be down to lower Level, or even there is negative electricity valence, set participant in the market among risk.It is as follows to compete Electricity price fluctuation coefficient formulas:
Wherein, rcompeteIndicate competition Electricity price fluctuation coefficient,Indicate that market member declares electricity price k row from high to low The average value of sequence electricity price, PfanalRepresent clear electricity price.
Transactional services satisfaction: refer to that the users such as electricity transaction Generation Side, power purchase side and sale of electricity company are flat to mobile terminal electricity transaction The service satisfaction of platform is evaluated, and is scored and is made for 5 points, corresponded respectively to from 5 to 1 it is very satisfied, satisfied, satisfied need to improve, generally, Dissatisfied grade.
(2) power sales index factor system is calculated
Power sales scale coefficient: refer to that the sale of electricity company marketing scale in mobile terminal electricity transaction market is different, to market electric power valence Lattice sale relies on the scale gradient for causing market enterprise.Specific calculating is as follows: moving electric power trade market sale of electricity in the statistics phase Enterprise's lapse count accounts for the ratio of market sale of electricity company sum.Power sales scale coefficient formulas is as follows:
Wherein, rdependentIndicate power sales scale coefficient, ndieIndicate market sale of electricity enterprise lapse count, nkeepcIndicate that the beginning sells Electric enterprise's number, nincreasecIndicate that current period market increases sale of electricity company number.
Find out from calculation formula: power sales scale coefficient is higher, and market sale of electricity scale is bigger, and electric power resource marketization configuration is got over Sufficiently.
(3) credit risk index factor system is calculated
Generation deviation incidence: after referring to that power consumer and sale of electricity company generate transaction, supplier of electricity power generation generation deviation is greater than specified The event occurrence rate of threshold value.The frequency of generation deviation is generated as the estimated value of the incidence using electricity power enterprise.Calculation method It is as follows:
Wherein, ω indicates generation deviation incidence, ndeviationIndicate that electricity power enterprise generates the frequency of generation deviation, NfeedIndicate hair Electric enterprise's power generation total degree.
Power purchase side's debt incidence: refer to that power purchase side does not give corresponding sale of electricity company incomplete payment thing during electricity transaction The probability that part occurs.Occur do not have the sum frequency of payment event completely estimating for incidence of not paying the bill completely as power purchase side using power purchase side Evaluation.Calculation method is as follows:
Wherein, ο indicates the incomplete payment incidence in power purchase side, nnopayIndicate that the frequency of payment event completely occurs not for power purchase side, NpurchasetradeIndicate the transaction total degree of power purchase user power purchase.
Both parties' dispute incidence: referring to both parties during using mobile terminal electric power transaction platform, and transaction occurs and entangles The probability of confused event, using the frequency of the whole network power consumer generation dispute event as probabilistic estimated value.Its calculation formula is as follows:
Wherein, Φ indicates both parties' dispute incidence, ndisputeIndicate that the frequency of dispute event occurs for the whole network power consumer, NtradeIndicate the whole network power consumer transaction amount.
(4) business risk index factor system is calculated
Customer transaction qualification irregularity ratio: refer to that the power consumer for participating in electricity transaction declares the ratio that right as principal examines irregularity Example.Calculation method is as follows:
In formula, μ indicates power consumer through title examination of trading, the ratio of unqualified electricity transaction user, NapplyElectricity is declared in expression The user of power transaction, NnopassIndicate the underproof power consumer of electricity transaction title examination, μ value is bigger, illustrates power consumer Qualification review of compliance can not by ratio it is bigger, then entire power market transaction power consumer close rule controls risk more Greatly, close rule trading electricity userbase reduce, market resource allocation miopragia, by increase electricity market demand-and-supply-curve compared with Great fluctuation process.It is required to promote the conjunction rule of the title examination of trading electricity user, power grid trade center and government organs is needed to add Strong supervision reinforces trading policy support, professional guidance and training.
Trade quotation concentration degree: refer to the assessment for centralized and unified quotation similarity degree of joining together between electricity power enterprise or sale of electricity company Value.Calculation method is as follows:
In formula, ρ indicates the intensity of trade quotation, σ2Indicate that the variance of electricity price is declared by electricity power enterprise or sale of electricity company, ρ value is got over Greatly, then trade quotation concentration degree is higher, illustrates that the risk of electricity power enterprise or sale of electricity firm quotes collusion is bigger.Trade quotation is concentrated Degree index is for calculating and taking precautions against between electricity power enterprise or sale of electricity company, mainly for the collusion trading activity of sale of electricity price.
(5) Information Risk index factor system is calculated
Deceptive information incidence: refer to and issue sale of electricity information (or power purchase information) Shi Fabu deceptive information in sale of electricity side (or power purchase side) The probability that event occurs.Using the frequency of sale of electricity side (or power purchase side) publication deceptive information as the estimation of deceptive information incidence Value.Its calculation method is as follows:
Wherein, μ indicates deceptive information incidence, and nfalse indicates the frequency of sale of electricity side (or power purchase side) publication deceptive information, Nall indicates the total degree of sale of electricity side (or power purchase side) release information.
Violated information incidence: refer to and issue violated information when sale of electricity side (or power purchase side) issues sale of electricity information (or power purchase information) The probability that event occurs.The frequency of violated information is issued as the estimation of violated information incidence using sale of electricity side (or power purchase side) Value.Its calculation method is as follows:
Wherein, ν indicates violated information incidence, and nillegal indicates that sale of electricity side (or power purchase side) issues the frequency of violated information, Nall indicates the total degree of sale of electricity side (or power purchase side) release information.
(6) technical risk index factor system is calculated
Technology innovation rate coefficient: refer to the year turnover rate of the mobile terminal software version service of electricity transaction, according to software version service Year turnover rate calculated, software version service year turnover rate 2 times or more, risk factor 1;Software version service year updates Rate 1 time, risk factor 0.8;Software patch packet year publication rate 2 times, risk factor 0.5;Software patch packet year publication rate 1 It is secondary, risk factor 0.3;Without software patch packet service, risk factor 0.1.
Data store risk factor: referring to electricity transaction data risk brought by cloud data center storage mode, according to data Storage mode is divided into online (On-line) storage, near line (Near-line) storage and offline (Off-line) and stores tertiary storage Mode.Data storage uses three kinds of mode (On-N-Off) risk factors for 1;Using offline storage (Off), online-to deposit offline It stores up (On-Off) or near line-offline storage mode (N-Off) risk factor is 0.8;Using online (On) storage, nearline storage (N) mode risk factor is 0.5.
(7) mobile network's index factor system is calculated
Mobile APP complete function rate: refer to the APP functional completeness overall merit of mobile terminal electric power transaction platform, pass through power grid row The experts such as industry, information industry, user carry out comprehensive marking and determine.The measuring and calculating standard that scores is 5 points of systems, and mobile terminal transaction platform has Most basic electricity transaction function scores 2 points;Have firm power trading function, elemental user information, policy and service function, 3 points of scoring;Have firm power trading function, elemental user information, policy and service, historical statistics, recommend forecast function, scoring 4 points;In addition to aforementioned function, have the behavioural analysis for VIP user's value-added service, information excavating function, scores 5 points.Synthesis is commented Survey score normalization processing.
Network account is stolen incidence: during referring to that user logs in mobile terminal electric power transaction platform, account is stolen event hair Raw probability is stolen frequency as probabilistic estimated value after logging in using the whole network power consumer.Its calculation formula is as follows:
Wherein,Indicate that network account is stolen incidence, nstealIndicate that the whole network power consumer login account is stolen frequency, NenterTable Show that the whole network power consumer logs in total degree.
(8) legal risk index factor system is calculated
Intellectual property infringement degree: refer to that transaction data, trade contract, statistical analysis of mobile terminal electricity transaction information service etc. produce Raw intellectual property encroaches on risk class, is divided into slight, moderate and moderate according to infringement degree, slightly produces for information service knowledge Power, which is encroached on, does not influence too much electricity transaction market, and moderate is that information service intellectual property is encroached in transaction city Certain economic loss is caused in field, and severe is encroached on for information service intellectual property causes great economic damage in trade market It loses, program relies on the third-party institution to be assert and arbitrated according to law.Slight Intellectual Property Risk coefficient is 0.9;Moderate is known Knowing property right risk factor is 0.7;Severe Intellectual Property Risk coefficient is 0.3.
Security privacy rank: referring to the transaction security privacy class in mobile terminal electricity transaction market, with computer system personal user The definition of the safety management rank of data is consistent.Computer user's data safety management includes password mechanism, access mandate, access The functions such as permission, software security, hardware security, tamper-proof mechanisms, control isolation, correspond respectively to C1, C2 of computer security Grade and higher B grades B1, B2, B3 grade.C1 grades are known as selective protection grade and discretionary security protection may be implemented, to user's sum number According to separation, protection or limitation user right propagation.The C2 grades of power with access controlled environments, the access control than C1 are drawn Divide specifically, can be realized controlled security protection, personal account management, audit and resource isolation.
Meanwhile B rank includes tri- ranks of B1, B2 and B3, B rank is capable of providing mandatory safeguard protection and multilevel security.By force System protection refers to definition and keeps the integrality of label, and the owner of information resources does not have the permission for changing itself, system number According to being completely under the supervision of access control management.
B1 grades are known as mark safeguard protection;B2 grades are known as structural defence rank, it is desirable that all objects of access control have safety Label should also mark security level for equipment, port etc. to realize that the user of low level cannot access sensitive information.B3 rank Referred to as security domain protection level, this rank reinforce the safety in domain using the mode of installation hardware, such as hard with memory management Part come prevent without authorization access.
The security level of electricity transaction includes all B grades and C grades, and privacy risk coefficient is 1;Security level includes B rank, privacy Risk factor is 0.8;Security level only includes C rank, and privacy risk coefficient is 0.5.
4. a kind of moving electric power transaction risk appraisal procedure based on step analysis according to claim 1, feature exist In the step (3) is specific as follows:
Setting weight is integrated using Delphi method and average judgment matrix method, Delphi method is applied to analytic hierarchy process (AHP) mistake Judgment matrix construction in journey has monomer decision (or being personal policy-making) institute mainly in view of it is a kind of group decision-making The characteristic not having, and consider the characteristic of own, therefore the method Judgement Matricies are used, determine weight.On the other hand, May be not fully identical for the judgment matrix of expert every during Delphi method construction, therefore, it is necessary to by everybody Judgment matrix given by expert is averaged, so that it is determined that the weights of different risk indicators.
The average trip current such as following formula of the weight of construction:
Wherein, { P1,P2,...,PnIt is n known trip currents,
The judgment matrix that uniquely a judgment matrix is assessed as analytic hierarchy process (AHP) is calculated to obtain using the method for average judgment matrix.
5. a kind of moving electric power transaction risk appraisal procedure based on step analysis according to claim 1, feature exist In the step (4) is specific as follows:
Determined using coincident indicator formula:
Wherein λmaxFor the maximum eigenvalue of trip current, the consistency ratio of CR representing matrix.CI indicates coincident indicator.Weighing apparatus Measure judgment matrix the degree of consistency it is excellent with it is poor because value is relatively-stationary.Therefore the extent of deviation of CI value results in CR value It is excellent with it is poor, to influence the degree of consistency of judgment matrix.
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Cited By (9)

* Cited by examiner, † Cited by third party
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CN110309472A (en) * 2019-06-03 2019-10-08 清华大学 Policy evaluation method and device based on off-line data
CN110942250A (en) * 2019-11-27 2020-03-31 广西电网有限责任公司 Power capacity retention detection method, device and equipment
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CN111383115A (en) * 2020-03-16 2020-07-07 中科天玑数据科技股份有限公司 Transaction place abnormal behavior monitoring and analyzing method and system
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* Cited by examiner, † Cited by third party
Publication number Priority date Publication date Assignee Title
CN110309472A (en) * 2019-06-03 2019-10-08 清华大学 Policy evaluation method and device based on off-line data
CN110309472B (en) * 2019-06-03 2022-04-29 清华大学 Offline data-based policy evaluation method and device
CN110942250B (en) * 2019-11-27 2022-07-12 广西电网有限责任公司 Power capacity retention detection method, device and equipment
CN110942250A (en) * 2019-11-27 2020-03-31 广西电网有限责任公司 Power capacity retention detection method, device and equipment
CN111275264A (en) * 2020-02-24 2020-06-12 国网冀北电力有限公司 Electric power market main body risk early warning monitoring system and early warning method thereof
CN111383115A (en) * 2020-03-16 2020-07-07 中科天玑数据科技股份有限公司 Transaction place abnormal behavior monitoring and analyzing method and system
CN112017059A (en) * 2020-07-14 2020-12-01 北京淇瑀信息科技有限公司 Hierarchical optimization risk control method and device and electronic equipment
CN111951121A (en) * 2020-07-20 2020-11-17 广东电力交易中心有限责任公司 Electric power spot market quotation mode classification method, device and storage medium
CN111951121B (en) * 2020-07-20 2021-05-11 广东电力交易中心有限责任公司 Electric power spot market quotation mode classification method and storage medium
CN112580978A (en) * 2020-12-17 2021-03-30 佰聆数据股份有限公司 Power market member credit evaluation and credit label generation method
CN112580978B (en) * 2020-12-17 2023-06-16 佰聆数据股份有限公司 Power market member credit evaluation and credit label generation method
CN114693193A (en) * 2022-06-02 2022-07-01 中国人民解放军海军工程大学 Equipment scientific research project risk factor evaluation system and method
CN116912003A (en) * 2023-09-12 2023-10-20 国网山西省电力公司营销服务中心 Multi-transaction variety-oriented power resource scheduling method and system
CN116912003B (en) * 2023-09-12 2024-01-12 国网山西省电力公司营销服务中心 Multi-transaction variety-oriented power resource scheduling method and system

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Application publication date: 20190409