摘要
风电与高排放火电之间进行发电权交易是用市场化手段促进风电消纳、火电减排以及维护国家能源安全的一种有效手段。然而,风电出力波动性以及目前的风、火电成本差严重阻碍了2者之间开展发电权交易。对此现状,首先搭建了风电和清洁火电同台竞争的多买方市场;其次,将风电出力波动的平滑成本、火电的碳排放成本分别定义为风、火电的外部环境成本,纳入到2者的发电成本中,并建立了与外部环境成本呈递减关系的受让方激励。在此基础上,针对外部环境成本随机变化导致的交易风险,借鉴金融市场的风险管控理论和委托代理原则,以发电权交易风险最小为目标,构建了风火发电权交易模型。最后,算例结果验证了所提模型的可行性与有效性。
Power generation right trading between wind power and high emissions thermal power is an effective market-oriented means for promoting large-scale wind power integration, reducing thermal power emission and protecting nation's energy security. But the trading is blocked by wind power volatility and large cost difference between the two powers. Considering these situations, competitive market composed of wind power and clean thermal power is constructed. Then, cost of smoothing wind power outputfluctuation and emissions-reduction cost of thermal power are defined as external environmental costs(EEC) introduced into power generation costs. Incentive functions of wind power and clean thermal powerare designed as EEC decreasing functions. On these bases, for market risks caused by EEC random variability, according to conditional value at risk(CVa R) and principal agent theory, model of power generation right trading between wind and thermal powersisconstructed. Feasibility and effectiveness of the proposed model are verified with simulation results.1
出处
《电网技术》
EI
CSCD
北大核心
2016年第3期833-839,共7页
Power System Technology
基金
国家电网公司科技项目(XT71-15-040)~~
关键词
风险决策
发电权交易
同台竞争
条件风险价值
委托代理理论
risky decision-making
power generation right trading
competitioninthe same market
conditional value at risk
principal agent theory
作者简介
吴杨(1974),女,博士研究生,讲师,研究方向为电力市场及智能决策,E—mail:wuyang01_cindy@163.com
刘俊勇(1963),男,教授,博士生导师,研究方向为电力市场、电力系统稳定与控制、智能电网及电力系统可视化。