论文部分内容阅读
大用户直购电是电力大用户和发电公司直接进行双边交易的一种购电模式,其主要目标是购电成本最小化,因此需要从现货市场、长期合约市场和期权市场中进行组合优化购电,从而控制购电成本风险。考虑到风险具有不确定性,引入连续信息熵作为大用户购电组合风险度量因子,以风险最小化为控制目标,基于投资组合理论,构建大用户在3个交易市场中的购电组合优化模型,并采用Matlab编程进行求解。算例结果表明,文中的熵权组合模型具有合理性,可为确定大用户购电决策提供参考,同时也说明期权市场可以有效减少大用户的购电风险,期权价格和敲定价格对大用户购电决策的影响较大。
Large user direct purchase electricity is a power purchase model for large power users and power generation companies to conduct bilateral transactions directly. The main objective is to minimize the cost of electricity purchase. Therefore, it is necessary to optimize the purchase and sale from the spot market, long-term contract market and option market Electricity, thereby controlling the cost of purchasing electricity. Considering that the risk is uncertain, the continuous information entropy is introduced as the measure of portfolio risk for large users and the risk minimization is the target of control. Based on the portfolio theory, the optimal model for purchasing portfolio in 3 markets , And solved by Matlab programming. The results show that the entropy combination model in this paper is reasonable and can be used as a reference to determine the purchase decision of large users. It also shows that the option market can effectively reduce the risk of purchasing electricity for large users. Electric decision-making greater impact.