电力及可再生能源证书最优订购策略  

The optimal procurement strategy of electricity and renewable energy certificates

作　　者：李建斌[1] 明茫茫 陈植元[2] LI Jianbin MING Mangmang CHEN Zhiyuan(School of Management, Huazhong University of Science and Technology, Wuhan 430074, China School of Economics and Management, Wuhan University, Wuhan 430072, China)

机构地区：[1]华中科技大学管理学院,武汉430074 [2]武汉大学经济与管理学院,武汉430072

出　　处：《系统工程理论与实践》2017年第4期901-913,共13页Systems Engineering-Theory & Practice

基　　金：国家自然科学基金(71571079;71131004;71301121);教育部新世纪人才支持基金(NCET-13-0228);2016年武汉大学自主科研项目(413000025)~~

摘　　要：文章考虑由一个发电厂和两个电网企业组成的电力供应系统,研究了两个对称的电网企业的电力和可再生能源证书的联合订购策略.经分析发现,虽然政府规定交易需要配备相应比例的可再生能源证书,但是由于可再生能源证书的需求是依赖于电力的需求量的,所以其决策是可以独立于电力交易的;而可再生能源证书的最优订购数量与其批发价格和政府罚金的比例有关,当该比例较小时,电网企业购买证书的数量较多,反之亦然.文章还研究了两个电网企业间需求的关联性对各自订购策略及成本的影响,并发现当需求正相关时,随着相关系数的增大,电网企业订购证书的数量逐渐减少,而相应的成本却逐渐增加;当需求负相关时,结论相反,而政府则可以通过调节罚金以降低这种影响.The paper considers a power system which consists of a power plant and two symmetrical electricity companies, and studies the optimal procurement strategies of electricity and renewable energy certificates （RECs） of the companies. The analysis shows that although a certain proportion of RECs is required when the trade is taken place, the demand of RECs is dependent on the demand of electricity and the optimal procurement decision of RECs is independent of the trade of electricity. It finds that, the ratio of the wholesale price of the RECs and the government fine will have impact on the electricity companies＇ procurement strategies of the RECs, if the ratio is small, the electricity companies tend to purchase a larger amount of renewable energy certificates, and vice versa. The paper also studies the optimal procurement strategy and cost of the two companies whose demands are related, and finds that when the demands are positively related, with the increase of the correlation coefficient, the company procurements less RECs, and its cost decreases; when the demands are negatively related the opposite conclusion obtained; and the government can reduce the impact by adjusting the fine.

关 键 词：电力 可再生能源证书 最优购买策略 随机需求 

分 类 号：F406[经济管理—产业经济]