【目的】近年我国可再生能源装机占比快速增加，源荷逆向分布矛盾日益突出。为缓解发电侧调度压力，电力大用户作为负荷侧的关键灵活性资源，将在维持电力供需平衡中发挥重要作用。当前电力市场模式正由“两次申报、协同出清”向“耦合申报、统一出清”演进。在此新模式下，大用户会直接暴露于省外新能源出力不确定性引发的级联风险中，而传统风险评估方法将难以适用。为此，本文提出将新能源出力不确定性作为单一风险源，构建信用-价格双维度风险评估模型，支持大用户在统一出清跨省交易中的风险管控决策。【方法】首先，基于方差法定量刻画由物理偏差引发的缺电、溢价及消纳等信用风险，并采用条件风险价值（conditional value-at-risk， CVaR）度量市场电价波动引致的极端、机会与波动等价格风险。其次，通过熵权法对上述多维度风险指标进行客观赋权，将其量化为风险成本并嵌入省间-省内统一出清，建立计及用户风险偏好的优化出清模型；最后，基于省间现货交易典型场景进行算例仿真，验证所提风险评估模型的有效性。【结果】算例表明，相较于采用通用风险指标，所提方法在新能源渗透率为10%~55%时可降低大用户购电成本1.4%~2.5%，且有效避免低价机会流失。【结论】所提风险评估指标能有效且较准确量化大用户在省间现货交易中由新能源不确定性引发的信用与价格风险，为差异化风险预警与购电决策提供量化依据。

[Objective] In recent years, the installed capacity of renewable energy in China has rapidly increased, leading to an increasingly prominent contradiction between the reverse distribution of power supply and load. To alleviate generation-side scheduling pressure, large power consumers are regarded as key flexible resources on the load side and are utilized to maintain power supply-demand balance. The current electricity market model is evolving from "two-round declaration with coordinated clearing" approach to a "coupled declaration with unified clearing" mechanism. Under this new model, large consumers are directly exposed to cascading risks caused by the uncertainty of cross-provincial renewable energy output, making traditional risk assessment methods inadequate. To address this, this paper proposes treating renewable energy output uncertainty as a single risk source and constructing a dual-dimension risk assessment model based on credit and price, to support risk management decisions of large power consumers in unified-clearing cross-provincial transactions. [Methods] Firstly, quantitatively characterizing credit risks such as power shortages, premium pricing, and curtailment caused by physical deviations using the variance method, while measuring price risks including extreme, opportunity, and volatility risks arising from market electricity price fluctuations using conditional value-at-risk (CVaR). Secondly, the entropy weight method is employed to objectively weight the aforementioned multi-dimensional risk indicators, quantifying them as risk costs and integrating them into inter-provincial-intra-provincial unified clearing to establish an optimized clearing model that accounts for consumer risk preferences. Finally, typical scenarios of inter-provincial spot trading are simulated to validate the effectiveness of the proposed risk assessment model. [Results] Compared with the generic risk indicators, the proposed method reduces electricity procurement costs for large consumers by 1.4%-2.5% under renewable penetration levels of 10%-55%. The low-price opportunity loss is effectively avoided. [Conclusions]The proposed risk evaluation indicators can effectively and accurately quantify renewable-energy-induced credit and price risks faced by large consumers in inter-provincial spot trading, thereby providing a quantitative basis for differentiated risk warning and power purchase decision-making.