The Research On The Grid Investment Risk Decision-making Based On CVaR Model

This article study from the perspective of economic evaluation on the electric power company grid investment reform "Eleventh Five-Year Plan"; with ""have and haven't method" of the technical and economic evaluation to do the economic evaluation on the electric power company " Eleventh Five-Year "plan, let the CVaR model, which is the one of finance methods, to measure the power grid investment income model transformation and for the " Eleventh Five-Year "network planning of electric power company instance, model results are given. The results show that, the "Eleventh Five-Year" Network planning has great benefits in the economy, but there is great uncertainty. If in the 22 years of sales price and purchase price are subject to the same data simulated cases,95% and 90% confidence level will result in Electric Power Company 2.554 billion yuan and 3.735 billion yuan of losses; if in the 22 years, selling price and purchase price are subject to different sets of data simulated cases,95% and 90% confidence level will result in Electric Power Company 294 million yuan and 1.7 billion yuan of losses, which will give some references to the power company to help make the final decision-making.