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在存在多个不同类型市场的环境下,供电公司或电力零售公司(简称零售公司)需提前对各市场的电价进行预测以构造最优购电策略。理论上,零售公司只有合理计及购电收益函数的3阶矩(即偏度)才可能得到最优购电策略,因此有必要研究偏度的具体表达形式和应用方法。由于负荷需求具有不确定性,购电过程就具有动态特征。在此背景下,以风险价值(VaR)指标量化零售公司风险,在计及偏度的情况下,构建了零售公司动态购电组合模型,其中,购电量用自回归模型进行模拟。基于该模型,零售公司可以将购电量在多个时段、不同市场中进行合理分配,以兼顾期望利润最大化和风险最小化,从而为零售公司的动态购电决策与风险评估提供了新途径。最后,用算例说明了所述方法的基本特征。
In the environment where there are many different types of markets, power companies or retail electricity companies (retail companies) need to predict the electricity prices of various markets in advance to construct the optimal power purchase strategy. Theoretically, the retail company can obtain the optimal purchase strategy only by reasonably considering the third moment (ie, skewness) of the income function. Therefore, it is necessary to study the specific expressions and application methods of skewness. Due to the uncertainty of load demand, the purchase process has dynamic characteristics. Under this background, the risk of retail company is quantified by using the value of VaR. Under the circumstance of taking into account the skewness, the dynamic portfolio purchasing model of retail company is constructed, in which the purchasing power is simulated by autoregressive model. Based on the model, retail companies can allocate their electricity purchase volume to different markets at different times and in a rational way so as to maximize the expected profit and minimize the risk, thus providing a new way for retail companies to make dynamic power purchase decisions and risk assessments. Finally, an example is given to illustrate the basic features of the method.