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Çѱ¹¼öÀÚ¿øÇÐȸ / v.35, no.5, 2002³â, pp.501-510
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´ÜÀÏ Àú¼öÁöÀÇ À§Çèµµ Æò°¡±âÁØÀ» °í·ÁÇÑ °¡¹³´ëºñ Hedging Rule °³¹ß
( Development of Hedging Rule for Drought Management Policy Reflecting Risk Performance Criteria of Single Reservoir System ) |
| ¹Ú¸í±â;±èÀçÇÑ;Á¤°ü¼ö; Çѱ¹¼öÀÚ¿ø°ø»ç ¹°°ü¸®Á¾ÇÕ»óȲ½Ç;Ãæ³²´ëÇб³ °ø°ú´ëÇÐ Åä¸ñ°øÇаú;Ãæ³²´ëÇб³ °ø°ú´ëÇÐ Åä¸ñ°øÇаú;
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| °¡¹³»óȲ ¶Ç´Â °¡¹³ÀÌ ÀÓ¹ÚÇÑ »óȲ¿¡¼ÀÇ Àú¼öÁö ¿î¿µÀº ¼ö¿ä°ü¸®°³³ä(´Ü°èº° ±Þ¼ö)¿¡¼ÀÇ ¿î¿µ·üÀ» ÇÊ¿ä·Î ÇÑ´Ù. º» ¿¬±¸´Â Àú¼öÁö °¥¼ö´ëÀÀ Â÷¿ø¿¡¼ ¼ö¹®»óȲ¿¡ µû¸¥ ´Ü°èº° ¹æ·ù·® °¨¼Ò¸¦ °í·ÁÇÒ ¼ö ÀÖ´Â heding È¿°ú¸¦ °í·ÁÇÑ ´ÜÀÏ Àú¼öÁö ¿î¿µ·ü °³¹ßÀ» ¸ñÇ¥·Î ÇÏ¿´´Ù. hedging È¿°ú¸¦ °í·ÁÇÑ ÃÖÀû¿î¿µ·ü °áÁ¤¿¡´Â È¥ÇÕÁ¤¼ö°èȹ±â¹ýÀÌ Àû¿ëµÇ¾úÀ¸¸ç, Á¤½Äȴܰ迡´Â Shih µî(1994)ÀÇ hedgingÈ¿°ú¸¦ °í·ÁÇÑ ¿î¿µ·üÀ» °³¼±ÇÏ¿© Á¤½ÄÈ ¿ä¼Ò¿¡ Hashimoto µî(1982)ÀÇ À§Çèµµ Æò°¡±âÁØÀ» Æ÷ÇÔ½ÃÄ×´Ù. ¶ÇÇÑ hedgingÇ×ÀÇ ºñ¼±Çü ÇØ¼®À» ¼öÇàÇϱâ À§ÇÏ¿© ÃàÂ÷ ¼±Çü°èȹ±â¹ýÀ» µµÀÔ¤ýÁ¤½ÄÈ¿¡ Àû¿ëÇÏ¿´´Ù. º» hedging¿î¿µ·üÀÇ Àû¿ë°á°ú ´ëû´Ù¸ñÀû´ï¿¡ ´ëÇÏ¿© hedging ¸Å°³º¯¼ö·Ð »êÁ¤ÇÏ¿´À¸¸ç, À̸¦ ÅëÇÏ¿© °¢ ¿ùº° °¥¼ö´ëÀÀ Á¦ÇѰø±Þ ½ÃÁ¡ Àú¼ö·®(trigger volume)À» »êÁ¤ÇÒ ¼ö ÀÖ¾ú´Ù. |
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| During drought or impending drought period, the reservoir operation method is required to incorporate demand-management policy rule. The objective of this study is focused to the development of demand reduction rule by incorporating hedging-effect for a single reservoir system. To improve the performance measure of the objective function and constraints, we could incorporate three risk performance criteria proposed by Hashimoto et al. (1982) by mixed-integer programming and also incorporate successive linear programming to overcome nonlinear hedging term from the previous study(Shih et al., 1994). To verify this model, this hedging rule was applied to the Daechung multi-purpose dam. As a result, we could evaluate optimal hedging parameters and monthly trigger volumes. |
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| Ű¿öµå |
| °¥¼ö´ëÀÀ;hedging È¿°ú;ÃàÂ÷¼±Çü°èȹ±â¹ý;¹°ºÎÁ·½Éµµ;È¥ÇÕÁ¤¼ö°èȹ¹ý;Á¦ÇѰø±Þ ½ÃÁ¡ Àú¼ö·®;drought management;hedging effect;successive linear programming;vulnerability;mixed-integer programming;trigger volume; |
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Çѱ¹¼öÀÚ¿øÇÐȸ³í¹®Áý / v.35, no.5, 2002³â, pp.501-510
Çѱ¹¼öÀÚ¿øÇÐȸ
ISSN : 1226-6280
UCI : G100:I100-KOI(KISTI1.1003/JNL.JAKO200211921444975)
¾ð¾î : Çѱ¹¾î |
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| ³í¹® Á¦°ø : KISTI Çѱ¹°úÇбâ¼úÁ¤º¸¿¬±¸¿ø |
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