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针对实行可中断电价后给供电企业带来的风险进行了研究。介绍了条件风险价值风险度量及其蒙特卡罗求解方法,提出采用条件风险价值法对供电企业实行可中断电价的风险进行度量;在分析供电企业实行可中断电价的成本和收益的基础上,构建其效益模型,采用条件风险价值法计算供电企业实行可中断电价的风险。算例结果表明,所构建的风险评估模型具有一定的实用性和可行性。
Research on the risks to power supply enterprises after the implementation of interruptible power price. The condition risk value risk measure and its Monte Carlo method are introduced. The conditional risk value method is adopted to measure the risk of the implementable interruptible electricity price in the power supply enterprise. Based on the analysis of the cost and benefit of the interruptible electricity price in the power supply enterprise, The benefit model uses the conditional VaR method to calculate the risk that the power supply enterprise can implement the interruptible electricity price. The results show that the proposed risk assessment model has some practicality and feasibility.