论文部分内容阅读
华东区域电力市场中,电力公司在月度市场中报价,日前市场中只申报负荷需求,以管制价格对用户售电。各个市场中竞价电量的分配以及报价直接影响到电力公司的收益和市场稳定。文中基于投资组合理论,对电力公司考虑风险的月度购电策略进行了研究。首先对3种风险计量指标的购电决策模型从实际应用角度进行了分析,其中基于半方差的购电模型为首次提出;其次针对购电侧分段报价规则,提出了利用分段降低风险的月度分段报价模型;最后结合实际数据对各种模型进行了实证分析。
East China regional power market, the power company in the monthly market price, the market recently reported only load demand, to regulate the price of electricity sales to users. The distribution and quotation of bidding electricity in various markets directly affect the income and market stability of power companies. Based on portfolio theory, this paper studies the monthly power purchase strategy considering the risks of power companies. First of all, the power purchase decision-making model of three kinds of risk measurement indicators is analyzed from the perspective of practical application. The semi-variance based power purchase model is put forward for the first time. Secondly, according to the sub-segment pricing rules of power purchase side, Monthly sub-quotation model; finally with the actual data on a variety of models were empirical analysis.