摘要
基于预测市场出清价,结合双边合同市场、现货市场以及备用市场等多种市场交易结构,建立了水电厂效用最大化长期交易模型.采用AR(1)模型预测市场出清价,风险价值指标则用于度量电价的波动性风险.整个模型由大系统分解协调原理求解,上层子问题给出使整体效益最优的合同流量及各时段的最优分配策略,下层子问题对现货市场与旋转备用市场进行优化分配.通过调整模型参数,能得到不同风险偏好的水电厂面对同一电力双边合同或者同一水电厂对于不同价格双边合同的电量优化分配策略.
Based on forecast market clearing price, a long term hydroelectricity energy trading model with profit maximization is proposed,where the tradeoff among the bilateral contract market, spot market and reserve market is conducted simultaneously. AR（1） is used for predicting the market clearing price and value at risk measures for the volatile risk of electricity price. The proposed model is solved by the principle of decomposition and coordination for large scale system to obtain the optimal contract discharge to the overall benefit and optimal allocating strategy in the upper sub-problem, and the optimal discharge in spot and spinning reserve market can be considered in the low sub-problem. By adjusting parameters, the model can provide optimal energy allocation for hydropower plants with different risk preference as facing the same electricity contract, or for a certain plant facing contract with various prices.
出处
《西安交通大学学报》
EI
CAS
CSCD
北大核心
2008年第8期1010-1014,1058,共6页
Journal of Xi'an Jiaotong University
基金
国家重点基础研究发展计划资助项目(2004C217905)
关键词
参数调整策略
风险价值
分解协调原理
电量优化分配
电力市场
parameters adjusting strategy
value at risk
decomposition and coordination principie
optimal energy allocation
power market
作者简介
曾勇红（1973-）．男，博士后；
王锡凡（联系人），男，教授．博士生导师．
