Title:
ELECTRIC POWER TRANSACTION RISK MANAGEMENT METHOD AND SYSTEM
Document Type and Number:
Japanese Patent JP2004145396
Kind Code:
A
Abstract:
To carry out the risk measurement of the fluctuation of a future power price by applying financial engineering to a power price whose price fluctuation has periodicity.
This power transaction risk management technology is provided to prepare a power price fluctuation model with a correlation between a parameter affecting a power price such as power demands, temperatures, and fuel costs and the power price by a computer taken into consideration, and to calculate the probability distribution of the fluctuation of the power price against the irregular fluctuation of the parameter based on the price fluctuation model, and to evaluate the risk of the power price by using the probability distribution.
Inventors:
MURAKAMI YOSHIKI
TAKEZAWA NOBUHISA
UENOHARA YUJI
KAWASHIMA MASATOSHI
TATSUMI TAKAHIRO
KOBAYASHI TAKENORI
KANO YUICHI
TAKEZAWA NOBUHISA
UENOHARA YUJI
KAWASHIMA MASATOSHI
TATSUMI TAKAHIRO
KOBAYASHI TAKENORI
KANO YUICHI
Application Number:
JP2002306290A
Publication Date:
May 20, 2004
Filing Date:
October 21, 2002
Export Citation:
Assignee:
TOSHIBA CORP
International Classes:
G06Q40/06; G06F17/15; G06F17/18; G06Q40/00; G06Q40/02; G06Q40/04; G06Q50/00; G06Q50/06; G06Q90/00; (IPC1-7): G06F17/60; G06F17/15; G06F17/18
Attorney, Agent or Firm:
Hidekazu Miyoshi
Yasuo Miyoshi
Iwa Saki Kokuni
Kawamata Sumio
Nakamura Tomoyuki
Masakazu Ito
Shunichi Takahashi
Toshio Takamatsu
Yasuo Miyoshi
Iwa Saki Kokuni
Kawamata Sumio
Nakamura Tomoyuki
Masakazu Ito
Shunichi Takahashi
Toshio Takamatsu
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