考虑用户反应的配电公司最优购售电与风险管理策略  

Optimal Strategy for Distribution Companies to Purchase and Sell Electricity and Manage Risk Considering Consumers' Price Elasticity of Demand

作　　者：黄海伦[1] 严正[2] 杨云益[1] 文锐[1] 杨佩娟[1] 

机构地区：[1]中国舰船研究设计中心上海分部,上海201108 [2]上海交通大学电子信息与电气工程学院,上海200240

出　　处：《上海交通大学学报》2012年第7期1122-1126,共5页Journal of Shanghai Jiaotong University

基　　金：国家自然科学基金重点资助项目(90612018)

摘　　要：以一致性风险指标条件风险值(CVaR)衡量风险,提出一种考虑用户需求价格弹性的配电公司购售电最优策略,以期望售电利润最大化和购电风险最小化为目标,在优化购电结果的同时确定对用户的售电价格.所建立模型是一个随机规划问题,可以通过转化法求解.在此模型中,配电公司通过多种方式购电,如现货市场、远期合约和自备电厂等.仿真结果表明,在考虑售电侧用户的响应及购电侧的现货价格波动后,配电公司的购售电策略更贴近实际情况,为购电商实施购售电综合风险管理提供了一个新的思路.An optimal strategy for distribution companies to purchase and sell electricity that considering consumers＇ price elasticity of demand was proposed. Its objective is to maximize the companies＇ expected sale profit and minimize purchase risks, quantified by CVaR. Moreover, it can optimize the procurement structure and determine the sale price to consumers. Because it is a stochastic programming model, trans-formation method is adopted to solve it. In this model, multiple power supply options are provided, such as spot market, forward contracts, and self-production. The simulation results show that the strategy is very close spot price to at the actual situation as it simultaneously considers the reflection the purchase side. This provides a new frame for distribution grated risk management in electricity procurement and sale. of consumers on sal companies to imple e price and ment inte-grated risk management in electricity procurement and sale.

关 键 词：电力市场 风险管理 购售电 条件风险值 需求价格弹性 

分 类 号：TM73[电气工程—电力系统及自动化]