基于电力零售公司风险因素的电力市场运营风险优化  

Operational Risk Optimization of Power Market Based on Risk Factors of the Electricity Retail Companies

作　　者：何川 胡昊 张亚海 季超 王恺 张伟时 HE Chuan;HU Hao;ZHANG Yahai;JI Chao;WANG Kai;ZHANG Weishi(Power Exchange Center,State Grid Anhui Electric Power Company,Hefei 230061,China;State Grid BengbuElectric Power Company,Bengbu 233000,China;School of Eleetrical Engineering and Automation,Hefei University of Technology,Hefei 230009,China)

机构地区：[1]国网安徽电力公司电力交易中心,安徽合肥230061 [2]国网蚌埠供电公司,安徽蚌埠233000 [3]合肥工业大学电气与自动化工程学院,安徽合肥230009

出　　处：《供用电》2021年第10期89-96,共8页Distribution & Utilization

基　　金：国家自然科学基金项目(51877061)。

摘　　要：由于新兴电力零售市场的规范程度较低、成员复杂、市场运营风险居高不下,严重阻碍电力市场正常运行。根据电力零售公司的运营特性,选择业务规模、资本、员工资质、投诉情况作为其风险指标,以时间衰减系数将各时段风险数据进行归一化。在一定时间内,电力零售市场及公司的风险波动具有一定范围,且各售电公司风险不超过1(风险为1时售电公司破产),由此建立约束条件,以电力零售市场及各指标风险最小为优化目标,对归一化后的风险数据进行优化,以降低市场风险。通过松弛变量将非线性不等式约束转化为等式约束,采用内点法进行求解。对一个有多家电力零售公司的市场,推导了优化前后的风险指数,验证了优化算法的有效性。The normal operation of the electricity market is seriously hindered by the low degree of regulation,complex membership,and high market operation risks of the emerging electricity retail market.According to the operation characteristics of electricity retail companies,this paper selects business scale,capital,employee qualification and complaints as its risk indicators,and normalizes the risk data of each period with time attenuation coefficient.In a certain period of time,the risk fluctuation of the electricity retail market and the company has a certain range,and the risk of each electricity selling company does not exceed 1(when the risk is 1,the electricity selling company will go bankrupt).Thus using the minimum risk of the electricity retail market and each index as the optimization objective,the risk data after normalization is optimized to reduce the market risk.The nonlinear inequality constraints are transformed into equality constraints by relaxing variables and solved by interior point method.For a market with many retail companies,the risk index before and after optimization is derived to verify the effectiveness of the optimization algorithm.

关 键 词：电力市场 运营风险 优化 电力零售公司 风险因素 

分 类 号：TM714[电气工程—电力系统及自动化]