基于条件风险价值的备用成本分摊方法  

A method for cost allocation of reserve based on conditional value at risk

作　　者：邵立政 刘荣辉 汪红波 刘翊枫 叶伦 姚建刚[2] SHAO Lizheng;LIU Ronghui;WANG Hongbo;LIU Yifeng;YE Lun;YAO Jiangang(State Grid Hubei Electric Power Company,Wuhan 430077,China;College of Electrical and Information Engineering,Hunan University,Changsha 410082,China;Hunan HDHL Electrical and Information Technology Co.Ltd.,Changsha 410000,China)

机构地区：[1]国网湖北省电力公司,湖北武汉430077 [2]湖南大学电气与信息工程学院,湖南长沙410082 [3]湖南湖大华龙电气与信息技术有限公司,湖南长沙410000

出　　处：《电力系统保护与控制》2018年第20期23-30,共8页Power System Protection and Control

基　　金：国家自然科学基金项目(51277059)~~

摘　　要：电力系统风险因素是引起备用的主要原因,实现备用费用在各风险责任方之间公平合理地分摊是推进电力市场改革的重要一步。将备用容量和备用电量区分开来,通过类比条件风险价值的方法,建立了基于条件风险备用的容量费用分摊模型。该模型考虑了风险因素概率分布偏度对备用的影响;基于谁引发谁承担原则,建立了电量费用分析模型。利用以上模型可以科学地实现正负备用费用的分摊。最后,采用修改IEEE30节点进行仿真分析,验证了该分摊模型的有效性。The risk factor is the main reason for the reserve of the power system,and it is an important step to promote the reform of the electricity market by fair and reasonable sharing on reserve costs among the risk parties.Distinguishing reserve capacity from spare power,a capacity cost allocation model based on conditional reserve at risk(CRaR)is established by analogizing the conditional value at risk(CVaR).The model takes into account the effect caused by the skewness of the probability distribution on risk factor and establishes a power cost analysis model based on the principle of“who cause,who share”.The integrated use of these models can scientifically achieve the share of the positive and negative reserve costs respectively.Finally,the simulation analysis of modified IEEE30 nodes is carried out to verify the effectiveness of the model.

关 键 词：备用成本 风电并网 费用分摊 风险因素 条件风险备用 

分 类 号：TM614[电气工程—电力系统及自动化] F426.61[经济管理—产业经济]