一种基于期权理论的AGC辅助服务中长期合约交易方法  

A Medium and Long Term AGC Ancillary Services Contracts Trading Method Based on Option Theory

作　　者：赵岩[1] 卞韶帅[2] 项捷[2] 吴俊[2] 

机构地区：[1]上海市电力公司,上海200122 [2]华东电力试验研究院有限公司,上海200437

出　　处：《电力与能源》2011年第5期354-356,共3页Power & Energy

摘　　要：电力市场环境下自动发电控制(AGC)作为一种重要的辅助服务,是电力系统负荷和频率控制(LFC)的重要技术手段,也是能量管理系统(EMS)中的一项重要控制功能。AGC期权交易,实质是一种对AGC调用权购买的中长期合约。介绍一种基于期权理论的AGC辅助服务中长期合约交易方法,该方法能有效地实现电力交易和电力生产的安全隔离,发电公司也可从中获得稳定和合理的收益,并为电网的安全、稳定和经济运行作出贡献。Automatic Generation Control is an important ancillary service in electricity market. It is an important technical means of power system load frequency control. AGC options trading is essentially a kind of medium and long term contracts to acquire AGC dispatch right. Introduce a medium and long term AGC ancillary services contracts trading method based on option theory, which can effectively achieve the safety isolation between power trading and power production. Power companies also can obtain stable and reasonable income; contribute to grid security, stability and economic operation.

关 键 词：AGC辅助服务 交易 竞价机制 期权 中长期 

分 类 号：TM761[电气工程—电力系统及自动化]