考虑供需不确定性与价格波动的电网企业代理购电优化决策  

Agent Power Purchase Decision of Power Grid Enterprises Considering Uncertainty of Supply and Demand and Price Fluctuation

作　　者：刘敦楠[1] 许小峰 李根柱 范旭东 李竹 宋莉[2] 陈彧辰 LIU Dunnan;XU Xiaofeng;LI Genzhu;FAN Xudong;LI Zhu;SONG Li;CHEN Yuchen(School of Economics and Management,North China Electric Power University,Changping District,Beijing 102206,China;Marketing Department of State Grid Corporation of China,Xicheng District,Beijing 100031,China;Beijing Power Exchange Center,Xicheng District,Beijing 100031,China)

机构地区：[1]华北电力大学经济与管理学院,北京市昌平区102206 [2]国家电网公司营销部,北京市西城区100031 [3]北京电力交易中心有限公司,北京市西城区100031

出　　处：《电网技术》2023年第7期2691-2702,共12页Power System Technology

基　　金：国家自然科学基金项目(72171082)。

摘　　要：随着电力市场化改革向纵深发展,推进工商业用户全部入市成为当前改革的重点,不具备入市条件的部分中小微用户暂由省级电网企业代理购电。为解决省级电网企业代理购电用户类型多、用户量大、单个用户电量小和风光等优先发电功率随机波动带来的供需不确定性,多市场空间和时间差异带来的价格预测复杂,电网企业代理购电承担保供应、稳成本和促消纳的多重责任带来的决策协调困难等问题。综述了国内外已有研究成果,厘清了解决上述3个问题的思路与流程,引入不确定性分析与价格波动率量化方法,建立了考虑供需不确定性与价格波动率的全年购电优化决策模型。在此基础上,基于案例省份数据构造了基础算例,量化分析了供需不确定性和价格波动对全年购电成本的影响敏感性,得出了供需不确定性波动比价格波动对成本的影响更大的结果,验证了所提方法在省级电网企业代理购电参与年度、月度、月内和现货等多时间尺度市场购电优化决策时的适用性和可行性。With the in-depth development of the electricity market reform,promoting the entry of all industrial and commercial users into the market has become the focus of the current reform.Some small,medium and micro users who do not meet the conditions for entry into the market are prone to temporarily purchasing the electric power through the agents like the provincial power grid enterprises.However,the users of such provincial power agents are in many types and in large amount,while a single of them may need only limited electric power and the random fluctuation of the priority power generations,such as wind power or solar power,brings great uncertainty in supply and demand.The space and time difference of the multiple markets makes the price forecast complex.The power grid enterprises acting as the power agents have multiple responsibilities such as to guarantee the supply,to stabilize the costs,to promote the consumption,and so on,which causes the difficulties in decision-making and coordination.In terms of the above problems,this paper summarizes the existing research results at home and abroad,clarifies the ideas and processes to solve these problems.We introduce the uncertainty analysis and the price volatility quantification methods,and establish an annual power purchase optimization decision-making model considering the supply and demand uncertainty and the price volatility.On this basis,this paper constructs a basic calculation example based on the provincial case data,quantificationally analyzes the sensitivity of the impact of the supply and demand uncertainty and the price fluctuation on the annual power purchase costs.The conclusion shows that the impact of the supply and demand uncertainty fluctuation is greater than that of the price fluctuation on the costs,which verifies the applicability and feasibility of the proposed method in spot markets and in multi-time scale markets such as in the annual,monthly,or intra-month power purchase optimization decisionmaking.

关 键 词：代理购电 优化决策 供需不确定性 价格波动 

分 类 号：TM73[电气工程—电力系统及自动化]