考虑期权思想的风火调峰权交易研究  

Research on Peak Regulation Right Transaction between Wind Farms and Thermal Powers Based on Option Theory

作　　者：张艺渊 江岳文[1] 王良缘[2] 

机构地区：[1]福州大学电气工程与自动化学院,福建福州350108 [2]福建省电力有限公司,福建福州350003

出　　处：《供用电》2016年第12期69-74,83,共7页Distribution & Utilization

基　　金：福建省自然科学基金项目(2013J01176)~~

摘　　要：随着我国电力市场化改革的深入,以市场化手段促进风电接纳能够比计划手段更能激励机组的积极性。但常规交易方式下,风电的随机性与波动性会造成很大的交易风险,因此风电参与的市场需考虑新的交易方式。针对风电的特点,结合电力期权规避风险的特性,提出考虑期权思想的调峰权交易方式,并提出调峰权价格和调峰容量价格的概念。建立社会效益最大、风电场效益和火电机组效益最大的多目标模型。算例中对文章提出的调峰权交易方式和常规调峰权交易方式,以及不同出清方式和不同调峰权价格对风电场和火电机组收益的影响进行比较。结果证明提出的调峰权交易方式能够降低风电随机性与波动性产生的风险,减少电力系统额外下旋转备用机组容量。With the deepening of China＇s electricity market reform, it is more likely to use market-oriented means to stimulate the enthusiasm of the unit for promoting the acceptance of wind power than using the planned means. However, the randomness and fluctuation of wind power will cause a lot of trading risks with the normal transaction type, therefore, a new transaction type should be considered. This paper aims at the characteristics of wind power, combined with the power options characteristics of avoiding the risk, proposes a peak regulation right form that considers option theory, and put forward the concept of peak regulation right price and peak regulation capacity price. The multi objective model is established, which achieves the maximum in social benefits, wind farm benefits and thermal units＇ benefits. The paper analyzes the impact of peak load and peak load trading on the wind farm and thermal power generating units, as well as the different clearing methods and different peaking price. The results show that the proposed method can reduce the risks of stochasticity and volatility of wind power, and reduce the capacity of additional lower rotating reserve units.

关 键 词：风火调峰权交易 期权思想 效益 多目标优化 

分 类 号：TM61[电气工程—电力系统及自动化]