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Risk Forecast to Electricity Retail Market Based Multiple Risk Factors of Electricity Retail Companies

This paper forecasts the risk of the electricity retail market (ERM). The risk factors of electricity retail companies (ERCs) includes the market share, capital, employee qualifications are considered. The capital factor includes the circulating capital, the ratio between the asset and liability, the credit deposit, and the net tangible asset. The employees' qualification considers the numbers and the ratio of the proficient employees. The risk factors are normalized to derive the comparable risk indices. The market shares are applied as weights of the risk factors. The risk of the ERC is quantified at two levels. The Gaussian process regression (GPR) was applied to fit the historical risk curve, and forecast the future risk of the ERCs and the ERM. The risk indices and the forecast results of a retail market with 9 retail companies are provided to show the feasibility and accuracy of the proposed model.