地方配电公司购电优化问题分析  

The Analysis on the Optimization Problem for LDC Electricity Procurement

作　　者：黄海伦[1] 严正[1] 吴复立[2] 侯云鹤[2] 

机构地区：[1]上海交通大学电气工程系,上海200240 [2]香港大学电机电子工程系

出　　处：《上海交通大学学报》2009年第8期1243-1247,1253,共6页Journal of Shanghai Jiaotong University

基　　金：国家自然科学基金资助项目(60474048)

摘　　要：以条件风险价值(CVaR)作为风险量测,以对数正态分布模拟未来市场电价,使用实际购电数据,为购电商LDC(地方配电公司)建立一种新型的均值-CVaR模型.对其在3个市场的购电作优化组合和风险评估,并与均值-方差模型所得结果作比较.结果表明,所建立模型能在保证一定的成本约束下使LDC承担的CVaR风险最小,较均值-方差模型提供更能反映实际风险的结果.With CVaR （conditional value at risk） as the risk measurement, a novel mean-CVaR model for the local distribution company （LDC） was proposed. Based on the actual market data, future electricity prices are assumed to be lognormal distributed. Then this model was applied to optimize procurement portfolio and assess the risk for the LDC in three markets. Moreover, it was compared with the mean-variance model in the original reference. The simulation results demonstrate that the proposed model can guarantee the LDC to bear the minimum CVaR risk within the expected purchase cost. It provides the results more reflecting the real risk than the mean-variance model.

关 键 词：电力市场 购电组合 风险计量 条件风险价值 优化问题 

分 类 号：TM73[电气工程—电力系统及自动化]