现货市场中考虑中长期交易限制的售电公司决策  

The Decision Making Process of an Electricity Retailer Under Medium and Long Term Restriction in Spot Market

作　　者：徐云 XU Yun(Guangdong Power Exchange Center Co.,Ltd.,Guangzhou 510080,China)

机构地区：[1]广东电力交易中心有限责任公司,广东广州510080

出　　处：《中国电力》2021年第6期79-85,共7页Electric Power

摘　　要：不断深化的电力现货市场改革给售电公司的购售电业务带来了新的机遇和挑战,现货市场下售电公司的决策研究具有重要意义。通过价格-份额函数反映售电公司在零售市场中面临的竞争和用户选择行为,建立售电公司购售电的成本与收益的数学模型,基于对数正态分布产生一系列现货电价的不同场景,用条件在险价值(conditional value at risk,CVaR)模型量化给定置信度水平下所有场景中的购售电风险,最后建立收益-风险目标函数。通过算例分析比较不同风险偏好下,有中长期交易限制和无中长期交易限制下售电公司的售电价格、市场份额、中长期购电比例、风险和收益。算例分析表明:当中长期购电不存在限制时,售电公司会制定较高的零售电价并签订大量的中长期合同;当存在中长期购电限制时,售电公司必须降低零售电价、提高市场份额,以获取更多的中长期交易资格来实现收益最大化,此时售电公司的风险和收益均低于不存在中长期限制时的水平,用户侧福利上升。The deepening reform of the electricity spot market has brought new opportunities and challenges to the retailers.Research on decision-making of the retailer in the spot market is of great significance.The price-quota function is used to quantify the competition faced by the retailer.The paper establishes the cost and income model of electricity procurement and selling by a retailer,and generates a series of scenarios with different spot price based on lognormal distribution,and quantifies the risk in all scenarios with CVaR mode,and finally establishes the profit-risk objective function.In the case study,the paper compares the selling price,market share,the proportion of electricity procuring in the medium and long-term market,risk and profit of the retailer with and without the long and medium term trading restrictions under different risk preferences.The case study shows:when there is no restriction on medium and long term power procure,the retailer will set a higher retail price and sign a large number of medium and long term contracts;when there is a restriction on medium and long-term power purchase,the retailer must reduce the retail price to obtain more medium and long term trading qualifications to maximize the profit,and both the risk and profit of the retailer are lower than the level when there is no medium and long term restriction,and meanwhile the benefit of the demand sides increases.

关 键 词：现货市场 售电公司 购售电决策 中长期交易限制 条件在险价值(CVaR) 

分 类 号：F426.61[经济管理—产业经济]