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针对市场环境下供电公司的购电策略进行研究。介绍了分形理论,并给出其特征函数的表达式;根据风险价值的定义和性质,推导出分形分布下VaR风险度量的计算公式;在传统投资组合模型的基础上,构建供电公司的购电组合优化模型,通过求解可得出供电公司的最优购电策略;以美国加州电力市场上网电价的实际数据为基础,运用Stable程序对其分形特征函数的参数进行估算,并采用K-S法对其拟合程度进行检验,结果表明上网电价服从分形分布。算例表明,本文构建的模型是可行的,可为供电公司购电策略提供一定的参考。
Research on the electricity purchase strategy of power supply companies in the market environment. The fractal theory is introduced and the expression of its eigenfunctions is given. According to the definition and nature of VaR, the formula for calculating VaR risk under fractal distribution is deduced. On the basis of traditional portfolio model, Combinatorial optimization model can be obtained by solving the optimal power company purchasing strategy; based on the actual data of the electricity market in California electricity market in the United States, using Stable program to estimate the parameters of its fractal eigenfunction and KS Fitting degree test, the results show that the electricity price obeys the fractal distribution. The example shows that the model constructed in this paper is feasible and can provide reference for power company’s power purchase strategy.