计及负荷和电价不确定性的电力零售公司购电组合优化  

Optimal Portfolio Strategies of Purchasing Electricity for Electricity Retail Companies Considering Load and Electricity Price Uncertainties

作　　者：陈玮[1] 梁博淼 蒙文川 陈政 文福拴[4,5] 

机构地区：[1]中国南方电网公司,广州市510623 [2]新南威尔士大学商学院 [3]南方电网科学研究院,广州市510080 [4]浙江大学电气工程学院,杭州市310027 [5]文莱科技大学电机与电子工程系

出　　处：《电力建设》2016年第7期54-63,共10页Electric Power Construction

基　　金：国家自然科学基金项目(51477151;51361130152);南方电网科学研究院科研项目(CSGTRC-K153018)~~

摘　　要：随着我国电力市场改革的深化,售电侧随之逐步开放,已经成立了很多售电公司并参与了电力零售业务。如何构造在多个市场的购电组合优化策略是电力零售公司关注的重要问题。为发展电力零售公司的购电组合优化策略,必须适当考虑负荷需求和市场电价的不确定性从而进行风险管理。在此背景下,首先以h为单位构造了描述1天内的负荷需求和电力价格的日向量,并采用区间数来描述负荷和电价的波动范围。另一方面,模拟了零售公司在用户侧实施分时电价时对负荷调整和所占市场份额的影响。之后,以电力零售公司日利润总和最大为目标,建立了购电组合优化的强化区间线性规划(enhanced interval linear programming,EILP)模型,并采用解析方法求解。最后,采用美国PJM(Pennsylvania,New Jersey,Maryland)电力市场的负荷和电力价格实际数据,对所提出的方法做了说明。With the development of electricity market reform,electricity retail markets are established and many electricity retail companies are gradually built up and involved in electricity retail business. How to build the optimal portfolio strategies for purchasing electricity by an electricity retail company in multiple markets is an issue w ith extensive concern. To this end,it is necessary to consider the uncertainties of load demand and electricity prices in the market environment so as to manage risk associated. Given this background,tw o vectors representing hourly load demands and electricity prices in the real-time electricity market are first employed for a specified day,and interval numbers are used to represent the fluctuation range of load and electricity price. On the other hand,the impacts of the time-of-use（ TOU） retail electricity price for terminal users on the load shift and market share of the electricity retail company concerned are investigated. Then,an enhanced interval linear programming（ EILP） model is presented w ith the objective of maximizing the overall profit of the electricity retail company in a given day,and solved by an analytic approach. Finally,actual load and electricity price data from the PJM（ Pennsylvania,New Jersey,M aryland） electricity market in USA are employed to demonstrate the presented method.

关 键 词：电力市场 电力零售 购电组合优化策略 风险管理 负荷转移 强化区间线性规划(EILP) 

分 类 号：TM714[电气工程—电力系统及自动化] F224[经济管理—国民经济]