电力市场售电公司最优购售电量决策模型及其应用
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TM863

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国家电网公司管理咨询项目(SGHB0000JYWT2101399);国家社会科学基金后期资助暨优秀博士论文出版项目(20FJYB010)


Optimal decision model and application of electricity purchasing and selling ofelectricity retailer in electricity market
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    摘要:

    2021年中国电力中长期市场重签年度合同的现象,凸显了市场主体考虑风险因素的最优电量组合决策的理论及政策问题。在自主决策批发市场购电量和零售市场电价套餐的前提下,构建售电公司基于条件风险价值 (CVaR)的购、售电业务最优电量比例的决策模型,并进行实例计算及分析。根据目前省级电力市场实际设计售电公司的典型购售电业务情景,提出相应的收入或成本计算方法;以条件风险价值为风险评估指标,以批发市场不同交易品种购电量比例和零售市场不同电价套餐售电量比例为决策变量,以收益最大为优化目标,建立售电公司收益—风险最优决策模型。结合广东电力市场实际数据计算典型购售电业务组合与置信水平对于售电公司购售电电量结构、收益及风险的影响。通过模型构建与模拟计算合理解释和分析重签合同的原因,为包括售电公司在内的市场主体考虑风险管理的购售电量决策和政府年度市场交易方案制定提供依据。

    Abstract:

    The phenomenon of resigning annual contracts in China medium-term and long-term electricity market highlights the theoretical and policy issues of optimal power combination decision making by multiple investors considering risk factors in 2021. Based on the independent decision making for power purchase in wholesale market and tariff packages in retail market, the decision making model of optimal power ratio of power salez business based on conditional value at risk (CVaR) is constructed for power companies, numerical calculation and analysis are carried out. According to the typical power purchase and sales business scenario for power companies based on the current provincial power market, this paper proposes a corresponding revenue or cost calculation method; uses CVaR as the risk assessment index, and takes the purchase ratio of different trading varieties in the wholesale market and the sales ratio of different tariff packages in the retail market as the decision variables. The optimal revenue-risk decision model aims to maximize the revenues. The impact of typical power transaction combinations and different confidence levels on the structure, revenue and risks of power transactions by power companies is calculated by combining the actual data of Guangdong power market. The paper analyzes the reasons for resigning contracts based on the objective models and simulation, and provides a basis for investors, including power companies, to make decisions on power purchase and sales considering risk management and the government's annual market trading scheme.

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汤旸,刘翊枫,王静,等.电力市场售电公司最优购售电量决策模型及其应用[J].电力科学与技术学报,2022,37(4):3-12.
Tang Yang, Liu Yifeng, Wang Jing, et al. Optimal decision model and application of electricity purchasing and selling ofelectricity retailer in electricity market[J]. Journal of Electric Power Science and Technology,2022,37(4):3-12.

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  • 在线发布日期: 2022-09-23
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