计及风险偏好的区域间可再生能源协同投资组合模型  

The Interregional Cooperative Portfolio Model for Renewable Energy Considering Risk Preferences

作　　者：徐辉[1] 辛禾 鞠立伟[1] 谭清坤 刘珂[1] 谭忠富[1] 

机构地区：[1]华北电力大学能源经济与环境研究所,北京102206

出　　处：《中国农村水利水电》2016年第3期161-164,167,共5页China Rural Water and Hydropower

摘　　要：随着可再生能源的不断发展和电力市场的改革,中国的可再生能源发电产业处于迅速发展的阶段。可再生能源发电因其低污染、可再生、节能和减排的优势而具有非常大的开发和投资潜力,越来越多的投资机构和个人开始投资建设可再生能源发电项目。本文将投资者的风险偏好纳入考虑,综合运用现代管理理论的投资组合模型,根据各可再生能源的实际发展情况及约束条件,建立计及风险偏好的区域间可再生能源协同投资组合模型。并进行算例分析。此外,通过对比平均调度与节能发电调度模式下上网电量的分配状况,分析投资可再生能源与燃煤发电的经济与社会效益水平。在节能调度模式下可再生能源发电项目的效益将更有保障,在电力系统能满足可再生能源消纳要求的情况下应该增加可再生能源项目的投资。With the continuous development of renewable energy and the reform of electric power markets,the renewable energy power generation industry in China is at its rapid development stage.Because of its advantages of low pollution,renewable,and energy-saving and emission reduction,renewable energy generation has enormous development and investment potential,and a growing number of institutions and individuals start investing in renewable energy power projects.Therefore,based on portfolio model of modern management theory,this paper takes the investor risk appetite into account,sets investment share of various resources,energy condition,installs capacity growth and energy demand as constraints,and builds a power generation portfolio model of multizone and multi-energy types.And then an analysis of the proposed model is made.Furthermore,it analyzes economic and social benefits of investing in renewable energy and coal-fired power by contrasting the on-grid energy of the average scheduling model and energy-saving dispatching mode.The results show that the renewable energy project will have a more secure benefit in energy-saving power generation scheduling mode,and investment should be increased under the condition that the power system can meet the consumptive requirements of renewable energy.

关 键 词：风险偏好 可再生能源 投资组合模型 协同 

分 类 号：TV7[水利工程—水利水电工程] TK79[动力工程及工程热物理—流体机械及工程]