摘要
在多市场的环境下,售电公司在各能量市场的购电组合直接影响其收益与风险。基于各能量市场电价的不确定性,采用CVaR量化售电公司可能遭受的损失;在售电公司所能承受最大风险的约束下,引入偏度调整售电公司在各市场的购电比例,相应增加收益;通过在售电侧实行峰谷电价,进一步增大售电公司的收益;以期望收益最大为目标,建立计及峰谷电价的售电公司组合购电优化模型。算例结果表明,模型在考虑CVaR-偏度-峰谷电价情况下,售电公司在不同市场购电比例优化是可行的,从而为售电公司在多市场环境下的购电策略提供参考。
In a multi-market environment,electricity retailers’power purchasing portfolio in each energy market directly affects its earnings and risks.Due to the uncertainty in the electricity price of each energy market,the CVaR is used to quantify the losses that the electricity retailer may suffer.Under the restraint of the maximum risk that the electricity retailer can bear,this paper introduces skewness to further adjust the proportion of electricity retailers in each market,so that the revenue of the electricity retailer will be increased correspondingly.By implementing peak-valley price on the power sale side,the revenue from electricity sales will be affected,which will further increase the revenue of the electricity retailer.This paper aims to maximize the expected return,establishes a portfolio purchasing optimization model which considers the peak-valley price for electricity retailers.The results of calculation examples show that the model can be used to determine the feasibility of optimizing the proportion of electricity purchased for electricity retailers in different markets under consideration of the CVaR-skedness-peak-valley price,thus providing a reference for electricity retailers’power purchase strategy in a multi-market environment.
作者
陈秀兰
温步瀛
江岳文
CHEN Xiulan;WEN Buying;JIANG Yuewen(School of Electrical Engineering and Automation,Fuzhou University,Fuzhou 350108,China)
出处
《电器与能效管理技术》
2018年第14期20-26,共7页
Electrical & Energy Management Technology
基金
国家自然科学基金项目(51707040)
福建省自然科学基金项目(2018J01482)
关键词
售电公司
峰谷电价
偏度
CVAR
组合购电
electricity retailer
peak-to-valley price
skewness
conditional value of risk
combination of electricity purchase
