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.............................................................................................................................1 ABSTRACT............................................................................,.............,.............2 第一章弓!言...........................................,..............................,.,..........................3 1.1本文的研究背景!意义和目的...........................................................................3 1.2国内外研究现状......,.....................................................#4 1.3本文的创新点..........,.....,..,甲........,.,..,........,..#.#4 1.4本文的文章结构..................................................................................#5 第二章电力金融衍生品交易的必要性和特殊性分析..............,二!.......................6 2.1电力商品的/期货特性0........................................................................................6 2.2电力金融衍生品的种类......................................#6 2.3电力市场化发展需要引入金融衍生工具...............,..,..............!.....乡 2.4电力金融衍生品交易的特殊性.........................................................................10 2.5本章小结.........................................................................................................H 第三章国外电力金融衍生品交易的有效性论证.....................................................12 3.1金融衍生工具在国外电力市场的应用.............................................................12 3.2电力金融市场价格发现功能实证研究.............................................................13 3.3电力金融市场风险规避功能实证研究.............................................................21 3.4本章小结.............................................................................................................30 第四章国外电力金融衍生品交易模式研究...........................................................诀. 4.1电力金融市场的基本架构和基本模式..........................................................,二31 4.2美国电力金融市场期交所协作模式............................-...........................,二咒 4.3北欧电力金融市场电交所一体化模式..........,............................................33 4.4其它电力市场金融衍生品交易模式...,.........,.......................................39 4.5本章小结..!....................................................................................................40 第五章我国电力金融衍生品交易的可行性分析....................................,..........42 5.1我国电力市场化改革进程.................................................................................42 5.2我国电力市场发展需要引入金融衍生品交易.................................................43 5.3建立电力金融市场的前提条件和我国存在的制约.........................................43 5.4促进我国电力金融衍生品交易的基本思路................................,..........44 5.5本章小结.....................................................,.........,.................,.........45 第六章我国电力金融衍生品交易的模式研究和路径设计.....................................46 6.1模式设计原则,......................................,...............................,#46 6.2模式设计一)差价合约交易.........................................................................47K042015106梁青我国电力金融衍生品交易可行性研究 6.3模式设计二)场外标准化远期合约交易.....................................................48 6.4模式设计三)优化的期货交易.....................................................................52 6.5模式设计四)发电权交易.............................................................................57 6.6我国开展电力金融衍生品交易的路径设计.....................,.........................59 6.7本章小结.............................................................................................................60 第七章我国电力金融衍生品交易的风险及防范机制......,................................61 7.1我国电力金融衍生品交易可能存在的风险..二,............................................61 7.2防范机制........,...................................................................................,....61 7.3本章小结....................................,..........,.......................................,...65 第八章总结和政策建议........,............................................................................../ 注释...........................................................................................................................69