关勇;王东海;张蓉;丁晖;

• 1:华北电力大学工商管理学院
• 2:北京工程咨询公司
• 3:国家电力监管委员会济南监管办公室

摘要(Abstract)：

市场环境下,购电商需要向多个交易市场购电。各个市场的价格波动不同,给购电商带来的风险和收益也不同,因此购电商面临着最优购电策略问题。该文分析了采用方差法度量电价波动风险存在的不足,提出了采用机会约束规划方法对购电商的风险进行管理。以购电商的收益为目标,以购电商所面临的风险为约束,构建了购电商长期购电优化决策模型,并给出了模型求解的遗传算法。利用蒙特卡罗随机模拟和遗传算法相结合的方法对模型进行了仿真计算,验证了该模型和控制策略的正确性和有效性。

关键词(KeyWords)： 购电策略;机会约束规划;风险管理;蒙特卡罗随机模拟;遗传算法

Abstract:

Keywords:

基金项目(Foundation):

作者(Author): 关勇;王东海;张蓉;丁晖;

Email:

DOI:

参考文献(References)：

• [1]Woo C K,Karimov R I,Horowitz I.Managing electricity procurement cost and risk by a local distribution company[J].Energy Policy,2004,32(5):635-645.
• [2]Liu Y,Guan X H.Purchase allocation and demand bidding in electric power markets[J].IEEE Trans on Power Systems,2003,18(1):106-112.
• [3]Woo C K,Horowitz I,OIsson A,et al.Efficient frontiers for electricity procurement by an LDC with multiple purchase options[J].Omega,2006,34(1):70-80.
• [4]郭金,江伟,谭忠富.风险条件下供电公司最优购电问题研究[J].电网技术,2004,28(11):18-22.Guo Jin,Jiang Wei,Tan Zhongfu.Research on optimized power purchasing of power suppliers under risk condition[J].Power System Technology,2004,28(11):18-22(in Chinese).
• [5]周明,聂艳丽.电力市场下长期购电方案及风险评估[J].中国电机工程学报,2006,26(6):116-122.Zhou Ming,Nie Yanli.A preliminary research on implementation mechanism of demand side management under electricity market[J].Proceedings of CSEE,2006,26(6):116-122(in Chinese).
• [6]尚金成,王绵斌,谭忠富,等.省级电力公司的购电决策模型及其模糊优化算法[J].华东电力,2008,36(11):103-107.Shang Jincheng,Wang Mianbin,Tan Zhongfu,et al.Purchasing strategy models of provincial grid companies and revelant fuzzy optimization algorithms[J].East China Electric Power,2008,36(11):103-107(in Chinese).
• [7]庄丽蓉,蔡金锭,李天友,等.电力市场条件下地市级电网优化购电模型[J].电力技术,2007,31(17):85-88.Zhuang Lirong,Cai Jinding,Li Tianyou,et al.Research on optimized model of electric power purchased by regional power network in electricity market environment[J].Power System Technology,2007,31(17):85-88(in Chinese).
• [8]盛方正,季建华.供电公司使用期权合同购电优化策略研究[J].电网技术,2007,31(22):58-61.Sheng Fangzheng,Ji Jianhua.Study on optimal sourcing strategy of power supplier width option contrct[J].Power System Technology,2007,31(22):58-61(in Chinese).
• [9]魏颖莉,周明,李庚银.大用户购电组合策略研究[J].电网技术,2008,32(10):26-31.Wei Yingli,Zhou Ming,Li Gengyin.Research on combined strategy for large consumer electricity purchasing[J].Power System Technology,2008,32(10):26-31(in Chinese).
• [10]王壬,尚金成,周晓阳,等.基于条件风险价值的购电组合优化及风险管理[J].电网技术,2006,30(20):76-80.Wang Ren,Shang Jincheng,Zhou Xiaoyang,et al.Conditional value at risk based optimization of powr purchasing portfolio in multiple electricity markets and risk management[J].Power System Technology,2006,30(20):76-80(in Chinese).