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相比火电而言,水电在参与电力市场过程中,除了面临电价的不确定性风险外,还面临着由于径流不确定性所带来的发电量不确定性风险。水电厂参与年度合约交易可以较好地规避风险,但同时需要作出合理的决策。该文考虑水电厂商对预测来流和预测现货电价的风险态度,以风险价值(VaR)为风险量测方法,建立了考虑来水不确定性的风险控制模型和考虑电价不确定性的风险控制模型,通过模型分析和求解来确定年度合约电量。
Compared with thermal power, hydropower is not only exposed to the risk of uncertainty of electricity price, but also faces the risk of uncertainty of power generation due to the uncertainty of runoff during its participation in the electricity market. Hydropower plants to participate in annual contract transactions can better avoid the risk, but at the same time need to make a reasonable decision. In this paper, we consider the risk attitude of hydropower firms to the predicted flow and the spot price. Taking the risk value (VaR) as the risk measurement method, the risk control model considering the uncertainty of incoming water and the risk control considering the price uncertainty Model, through the model analysis and solution to determine the annual contract power.