含多风场接入的多主体发电系统运营损益动态风险Copula-VaR评估方法  

Copula-Var Evaluation Method for Profit and Loss Dynamic Risk of Multiagent Power Generation System With Wind Farms Embedded

作　　者：谢敏[1] 胡昕彤 韦薇 张悦 刘明波[1] XIE Min;HU Xintong;WEI Wei;ZHANG Yue;LIU Mingbo(School of Electric Power,South China University of Technology,Guangzhou 510640,China)

机构地区：[1]华南理工大学电力学院,广东广州510640

出　　处：《智慧电力》2018年第9期13-18,59,共7页Smart Power

基　　金：国家重点基础研究发展计划(973计划)资助项目(2013CB228205);国家自然科学基金青年基金资助项目(50907023)~~

摘　　要：电力市场环境下,拥有不同发电机组的各发电商具有不同的利益述求,他们共同构成了多主体的发电系统。为了帮助各发电商准确评估自身风险并制定对应于特定风险偏好的报价策略以提高利润,提出了基于Copula理论的多主体发电系统运营损益动态风险价值评估模型。首先,考虑多风场出力相关性,建立了基于交流潮流的含风电接入的电网日前动态经济调度最优潮流模型,并计算各类发电商运营损益;其次,引入Copula理论构建了多个发电商运营损益函数的高维相依结构模型;最后,通过VaR的定义求出风电可再生能源发电商运营损益动态风险的VaR值,并与传统火电机组发电商的VaR值进行比较分析。基于IEEE39节点系统的算例验证了所提模型和方法的有效性。Under the environment of electric power market, the generators with different generator sets have different interests. They constitute a multiagent power generation system together. In order to help generators assess their risk accurately and set up the corresponding bidding strategy according to specific risk preference to increase profits, Copula-based VaR evaluation model is presented for the profit and loss risk of the muhiagent power generation system. Firstly, considering the correlation of wind farm outputs , the optimal power flow model for dynamic economic dispatch of wind farms included power grid is established based on AC power flow, and the loss functions of different generators are calculated. Then, the Copula theory is introduced to construct the high dimensional Copula dependent structure of the loss functions of several generators. Finally, the VaR of renewable energy generators is calculated based on its definition and compared with traditional thermal power units＇ VaR. The example of IEEE39-bus system is taken to verify the effectiveness of the proposed model and method.

关 键 词：电力市场 发电商运营损益VaR COPULA理论 动态经济调度 

分 类 号：TM614[电气工程—电力系统及自动化]