| Research on Credit Risk Transmission and Simulation in the Regional Power Market | |
Wang ZF(王忠锋)1 ; Ge WC(葛维春)2; Hu B( 胡博)3; Zhang, Chaolong4; Liu, Zhiwei2; Yu HF(喻海飞)5
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| Department | 工业控制网络与系统研究室 |
| Conference Name | 37th Chinese Control Conference |
| Conference Date | July 25-27, 2018 |
| Conference Place | Wuhan, China |
| Author of Source | 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 |
| Source Publication | Proceedings of the 37th Chinese Control Conference |
| Publisher | IEEE Computer Society |
| Publication Place | New York |
| 2018 | |
| Pages | 8390-8393 |
| Indexed By | EI ; CPCI（ISTP） |
| EI Accession number | 20184606054146 |
| WOS ID | WOS:000468622403011 |
| Contribution Rank | 1 |
| ISSN | 2161-2927 |
| ISBN | 978-988-15639-5-8 |
| Keyword | credit risk regional power market Inoperability Input-output Model risk propagation |
| Abstract | 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. |
| Language | 英语 |
| Citation statistics | |
| Document Type | 会议论文 |
| Identifier | http://ir.sia.cn/handle/173321/23832 |
| Collection | 工业控制网络与系统研究室 |
| Corresponding Author | Wang ZF(王忠锋) |
| Affiliation | 1.Shenyang Institute of Automation, Chinese Academy of Sciences, Shenyang 110016, China 2.State Grid Liaoning Electric Power Co., Ltd. 110006, China 3.State Grid Liaoning Electric Power Co., Ltd. Huludao Power Supply Company, Huludao 125000, China 4.State Grid Liaoning Electric Power Co., Ltd. Anshan Power Supply Company, Anshan 114014, China 5.School of Business Administration, Northeastern University, Shenyang 110169, China |
| Recommended Citation GB/T 7714 | Wang ZF,Ge WC,Hu B,et al. Research on Credit Risk Transmission and Simulation in the Regional Power Market[C]//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. New York:IEEE Computer Society,2018:8390-8393. |
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| Research on Credit R（103KB） | 会议论文 | 开放获取 | CC BY-NC-SA | View Download | ||
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