刘方;张粒子;

• 1:华北电力大学电气与电子工程学院

摘要(Abstract)：

我国电力市场化改革不断推进,使梯级水电如何在市场环境下安排出力计划、合理组织参与各类交易及风险评估成为亟需解决的问题。探讨了梯级水电参与电力市场过程中不确定性因素带来的收益风险,构建了包含中长期调度计划和电量优化分配的决策框架。中长期调度优化年度发电计划为电量分配提供参考;电量优化分配中全面考虑电价波动性、径流随机性导致实发电量不确定性等随机变量信息,采用Va R模型度量收益风险,应用序列运算理论将多随机变量概率性序列归并为交易组合收益概率性序列,从而直观求解收益风险值,过程简单、物理意义明确。最后以某梯级水电站为例,模拟市场交易场景,结果表明:所提方法和模型可方便地求解交易组合收益风险,计算速度和精度均满足工程应用要求。

关键词(KeyWords)： 梯级水电站;优化调度;电力市场;交易组合;风险评估;序列运算理论

Abstract:

Keywords:

基金项目(Foundation): 国家自然科学基金项目(51277071);; 教育部中央高校基本科研业务费专项资金资助项目(2017XS033);; 国家能源局科研项目(西南水电智能调度及合理消纳机制研究)~~

作者(Author): 刘方;张粒子;

Email:

DOI: 10.13335/j.1000-3673.pst.2017.0943

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