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在电力市场环境下,合理的多交易策略能够帮助发电商降低风险,提高收益。文中针对发电商多交易策略(GMTS)研究中发电商风险—收益权衡参数难以确定的困难,提出了一种基于GMTS有效前沿的决策方案,并对GMTS有效前沿的求解进行详细研究,提出了一种实用的求解算法,通过基于实际电力市场数据的算例测试了该方法的有效性和计算速度。模型分析和仿真结果表明,基于有效前沿的GMTS适用范围广,建模灵活,算法可靠,计算时间和计算精度便于控制。
In the electricity market environment, a reasonable multi-trading strategy can help reduce the risk and increase the profit of generators. Aiming at the difficulty in determining the tradeoff risk-return trade-off parameters of generators in GMTS, a decision-making scheme based on GMTS efficient frontier is proposed and the effective frontier of GMTS is studied in detail. A practical solution algorithm is used to test the effectiveness and speed of the method based on an example of actual electricity market data. The results of model analysis and simulation show that GMTS based on effective frontier has a wide range of application, flexible modeling, reliable algorithm, easy calculation and calculation time.