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电力市场中存在着多种交易,如合约交易、日前交易、实时交易和辅助服务交易等。如何在市场中分配交易量,达到利益最大化,是一个值得关注和研究的问题。文中借鉴经济学中的资本资产定价模型,引入风险效用的概念来体现收益与风险的均衡关系,考虑了发电商由于承担风险而对风险应该带来更多收益的要求,建立了新的数学模型并求解,从而给出最优的发电商交易策略。模型中风险因子可通过计算直接得到,弥补了以往模型中主观确定风险因子的缺点。算例验证了该模型的正确性和适用性。
There are many types of transactions in the electricity market, such as contract trading, trading day-ahead, real-time trading and ancillary service transactions. How to allocate the volume of transactions in the market to maximize the benefits is a problem that deserves our attention and research. In this paper, we use the capital asset pricing model in economics to introduce the concept of risk utility to reflect the equilibrium relationship between return and risk, and consider the requirement that generators should bring more return to risk because of taking risks and set up a new mathematic model And solve them, so as to give the best strategy of power generator trading. The risk factors in the model can be directly calculated by calculation, which make up for the shortcomings of subjectively determining the risk factors in the past models. The example verifies the correctness and applicability of the model.