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发电商在电力市场中的整个决策过程可分为3个阶段:投资决策、资产组合和策略选择。资 产组合与投资决策和策略选择一样,是整个发电商效用最大化问题的重要一环。文中基于证券投 资领域近年来的研究成果,提出了一种方法,根据该方法对电力市场重新建模,并对该方法的可信 性和有效性进行了全面的验证和考察。为了使结果更有可信度,算例采用实际电力市场(PJM)的 真实电价数据。算例和拓展计算的结果反映了该资产组合方法的可信性和有效性,且不同的资产 组合会使发电商的收益和风险产生很大的差别。
The whole decision-making process of power suppliers in the power market can be divided into three stages: investment decision, portfolio and strategy selection. As with the investment decision and strategy selection, asset portfolio is an important part of the utility maximization problem of entire power producers. In this paper, based on the research results in the field of securities investment in recent years, a method is proposed. Based on the method, the power market is re-modeled, and the credibility and effectiveness of the method are fully verified and investigated. In order to make the result more credible, the example uses the real electricity price data of the real electricity market (PJM). The results of the example and the expansion calculation reflect the credibility and effectiveness of the portfolio method, and different asset portfolios can make a big difference between the profit and the risk of the generator.