Demand side real-time pricing（RTP） is a critical measure of demand response in electricity markets. As an ideal demand side tariff mechanism， the price volatility risk of RTP can be rationally shared among market participants by integrating various RTP-related hedge contracts. Based on RTP researches and experiences around the world， combined with random electricity price model， RTP-related hedge contracts are priced with the Monte-Carlo simulation method. Furthermore， based on CVaR method， a decision model for maximizing customer's electricity purchasing utilities is introduced. Optimal load hedge rates for different risk-preference customers can be obtained by solving the model. Numerical results are finally used to prove the effectiveness of the proposed model， which is beneficial to customers selectively hedging against price volatility risk of RTP and promoting interactions between the power supply company and its customers.