基于CVaR的风电并网发电风险效益分析  

Analysis on risk and economic benefits of grid-connected wind farm based on CVaR

作　　者：玉华[1] 周任军[1] 韩磊[2] 彭莎[1] 张丽敏 

机构地区：[1]长沙理工大学“可再生能源电力技术”湖南省重点实验室,湖南长沙410114 [2]武汉电力职业技术学院,湖北武汉410079 [3]衡山县电力局,湖南衡阳421300

出　　处：《电力系统保护与控制》2012年第4期43-47,共5页Power System Protection and Control

基　　金：国家自然科学基金资助项目(10926189)~~

摘　　要：为解决大规模风电并网对电力系统稳定运行的影响和分析风电并网的经济效益,把条件风险价值(CVaR)作为风险计量指标,建立了风电场并网容量的模型。该模型考虑风速的随机变化及风险,并可通过线性优化简单求解。综合考虑风电的收益及成本,建立风电效益模型,得到不同风速和风险下的并网容量及经济效益。CVaR方法避免了机会约束规划等传统方法的繁琐计算,能方便求解出并网容量从而获得可靠的经济效益。利用IEEE-14节点系统进行仿真计算并对结果进行比较,验证了该方法的可行性。In order to cope with the impact of large-scale grid-connected wind farm on the stable operation of power systems, and analyze the economic benefit of grid-connected wind farm, a model of grid-connected wind farm which is established based on the risk measurements indicator of the Conditional Value-at-Risk （CVaR）. The model considers the risk and random changes in wind speed and gets the solution through linear optimization. A benefit model of wind power considering all the benefit and cost of wind power comprehensively is established, and capacities of grid-connected wind farm and economic benefit in different wind speeds and risks are obtained. CVaR method, which avoids the tedious traditional method calculation with the method of Chance Constrained Programming, can easily calculate the capacity of grid-connected wind farm and get reliable economic benefits. Simulation is made on IEEE-14 bus system and the comparison results show that the proposed method is feasible.

关 键 词：条件风险价值 风电并网容量 经济效益 风险 仿真 

分 类 号：F426.61[经济管理—产业经济] TM614[电气工程—电力系统及自动化]