基于投资组合理论的风电电量分配研究  

Investment portfolio based wind power energy allocation model

作　　者：王婉璐 黄昕颖 杨莉[1] 林振智[1] 

机构地区：[1]浙江大学电气工程学院,浙江杭州310027 [2]浙江华云电力工程设计咨询有限公司,浙江杭州310006

出　　处：《机电工程》2017年第11期1322-1325,1337,共5页Journal of Mechanical & Electrical Engineering

基　　金：国家重点研发计划项目(2016YFB0900105);国网浙江省电力公司科技资助项目(5211JY15001Q)

摘　　要：针对固定电价和溢价机制相结合的市场机制下风电发电商在电力市场中的电量分配问题,提出了以投资组合理论处理电价不确定性的不同时间尺度多级市场电量分配模型,同时结合场景分析方法处理了风电出力不确定性的影响。应用该模型,对风电商在合同市场、月度市场、日前市场和实时市场4个市场年度总电量的分配比例进行了计算,同时根据风电商参与电力市场情况对该市场机制进行分析。研究结果表明:所提出的模型能使不同风险偏好的风电商较好地权衡收益和风险,市场机制中的溢价补贴对激励风电商参与电力市场的效果非常明显,将风电商从固定收购机制引导向市场的关键是如何设置合理的补贴比例。Aiming at the problem of wind power energy allocation in electricity market under the market mechanism of combining fixed price and subsidy,a multi-level market power allocation model with different time scales to deal with the uncertainty of electricity price by portfolio theory was proposed. The influence of uncertainty of wind power output was processed by scenario method. The model was used to calculate the proportion of the total electricity supply in the contract market,the monthly market,the day-ahead market and the real time market. The market mechanism was analyzed according to the wind power supplier's participation in the electricity market. The results indicate that the proposed model can make the wind power supplier with different risk preferences better balance the gains and risks. The premium subsidy in the market mechanism is very obvious to the wind power suppliers to participate in the electricity market,and how to set a reasonable proportion of subsidy is the key to guide the wind power supplier to participate the electricity market.

关 键 词：风电消纳 不确定性 电力市场 电量分配 经典场景 组合理论 

分 类 号：TM73[电气工程—电力系统及自动化] F123.9[经济管理—世界经济]