基于CVaR法量化的售电公司售电交易及报价策略研究  

Research on Quantitative Sales Trading and Quotation Strategies of Electricity Sales Companies Based on CVaR Method

作　　者：代英 胡子轩 陈戈 童正 赵琦 DAI Ying;HU Zixuan;CHEN Ge;TONG Zheng;ZHAO Qi(Hubei Huadian Power Generation Co.,Ltd.,Wuhan,Hubei 430061,China;School of electrical and electronic engineering,North China Electric Power University,Beijing 100096,China;Huadian Hubei Energy Sales Co.,Ltd.,Wuhan,Hubei 430000,China;Huadian Hubei New Energy Co.,Ltd.,Wuhan,Hubei 430062,China;Huadian Electric Power Research Institute Co.,Ltd.,Hangzhou,Zhejiang 310030,China)

机构地区：[1]华电湖北发电有限公司,湖北武汉430061 [2]华北电力大学电气与电子工程学院,北京100096 [3]华电湖北能源销售有限公司,湖北武汉430000 [4]华电湖北新能源有限公司,湖北武汉430062 [5]华电电力科学研究院有限公司,浙江杭州310030

出　　处：《自动化应用》2025年第4期201-203,206,共4页Automation Application

摘　　要：市场开放提高了电力行业的自由化,但日趋竞争的市场环境及复杂变化的电力价格影响着售电公司的运营成本和竞争力。为提高售电公司决策管理能力,借助条件风险价值理论(CVaR)量化交易风险和收益风险,并对应设计分时电价策略和需求响应计划模型。结果表明,所提基于电价的需求响应能有效平衡偏差电量,降低售电损失,其整体收益率提升幅度超过1.2%,且在电价差率下的收益率超过了35%。交易策略下期望收益值超过80万元,有效考虑到了市场和用户需求,减少了外在因素的影响和干扰。该研究思路可有效提高售电公司收益,能为其决策制定提供一定参考。Market opening has improved the liberalization of the power industry,but the increasingly competitive market environment and complex changes in electricity prices affect the operating costs and competitiveness of electricity sales companies.To improve the decision-making and management capabilities of electricity sales companies,the theory of Conditional Value at Risk(CVaR)is used to quantify trading and return risks,and corresponding time of use electricity price and demand response plan models are designed.The results show that the demand response based on electricity prices proposed in the study can effectively balance the deviation of electricity consumption,reduce electricity sales losses,and increase the overall yield by more than 1.2%.Moreover,the yield under electricity price differentials exceeds 35%.The expected return value under the trading strategy exceeds 800000 yuan,effectively considering market and user demand,and reducing the influence and interference of external factors.This research approach can effectively improve the revenue of electricity sales companies and provide some reference for their decision-making.

关 键 词：条件风险价值理论 售电公司 交易 报价 分时电价 蒙特卡罗法 

分 类 号：TM73[电气工程—电力系统及自动化]