基于CVaR模型的大用户直购电决策分析  

Research on direct-power-purchasing decision of large consumers based on CVaR model

作　　者：郭兴磊[1] 张宗益[1,2] 亢娅丽[1] 汪锋[1] 

机构地区：[1]重庆大学经济与工商管理学院,重庆400044 [2]重庆大学电力能源技术经济研究院,重庆400044

出　　处：《电力系统保护与控制》2011年第18期32-37,共6页Power System Protection and Control

基　　金：国家自然科学基金资助项目(70941029);中央高校基本科研业务费(CDJSK100067)~~

摘　　要：假设大用户需求电量为随机变量,根据国家对直购电余缺电量调剂的惩罚规定,以条件风险价值(CVaR)为风险计量指标,构建出大用户最优直购电合同电量模型,给出最优合同电量解。结合算例模拟分析发现:用电目录电价与上网电价与直购电合同电量有正向关系,但随着上网电价的提高其对直购电合同电量的影响越来越弱,随着用电目录电价的提高其对直购电合同电量的影响越来越强。大用户对用电需求预测越准确其直购合同电量对国家电价政策的调整越不敏感。In the direct- power-purchasing electric market, when the electric quantity of the large consumers＇ demand is not equal to the quantity of contract, the large consumers will be at the risk of penalty by the grid. Suppose the electric quantity of the large consumers＇ demand is random variable, this paper takes the CVaR as risk measurement index to construct the optimal direct-purchasing model for large consumers and gives the optimal electric quantity of contract. The simulation analysis shows that the list price and feed-in tariffs have a positive correlation with the direct-power-purchasing contract electric quantity, while the increase of feed-in tariffs has a weaker and weaker influence on the direct-power-purchasing contract electric quantity, and the increase of list price has a stronger and stronger effect on it. The more accurate the forecast of power demand made by large consumers is, the less sensitive to the national price adjustment the direct-power-purchasing contract electric quality is.

关 键 词：电力市场 直购电 电价 余缺调剂 条件风险价值(CVaR) 

分 类 号：F426.61[经济管理—产业经济] F224