基于多维度风险度量的代理购电多市场交易策略研究  

Research on Multi-market Trading Strategies for Agency Power Purchase Based on Multi-dimensional Risk Measurement

作　　者：王博钰 许小峰 曹正 谢枫 田健 陈彧辰 刘敦楠[1,2] 马同涛 WANG Boyu;XU Xiaofeng;CAO Zheng;XIE Feng;TIAN Jian;CHEN Yuchen;LIU Dunnan;MA Tongtao(School of Economic and Management,North China Electric Power University,Changping District,Beijing 102206,China;Beijing Key Laboratory of New Energy and Low-carbon Development,Changping District,Beijing 102206,China;Metering Center of State Grid Jibei Electric Power Co.,Ltd.,Xicheng District,Beijing 100032,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]新能源电力与低碳发展北京市重点实验室,北京市昌平区102206 [3]国网冀北电力有限公司计量中心,北京市西城区100032

出　　处：《电网技术》2025年第3期1032-1044,I0054,I0055,共15页Power System Technology

基　　金：国网冀北电力有限公司科技项目(520185230006)。

摘　　要：工商业电力用户全面入市背景下,未直接入市的工商业用户将由电网企业代理参与多时间尺度市场进行购电。为平衡代理购电成本与多维度风险,文章深入分析了电网企业代理购电所面临的多维度风险,提出了一种基于风险度量的多市场交易策略。研究考虑了舆情、保供和合规性等关键风险因素,在此基础上,通过代理购电风险性不确定因素场景模拟以及成本分析,构建了基于多维度风险度量的代理购电交易优化模型。通过某省份电网企业的实际数据开展算例分析,验证了模型的有效性和适用性。并且根据具体外部场景以及多维度风险组合方式,为电网企业代理购电的多时间尺度市场交易策略提供理论参考和技术支撑。Under the background of industrial and commercial power users'full access to the market,industrial and commercial users who do not have direct access to the market will be purchased by the agent of the grid enterprise participating in the multi-timescale market.To balance the cost and multi-dimensional risk of agency power purchase,this paper deeply analyzes the multi-dimensional risk faced by power grid enterprises'agency power purchase.It proposes a multimarket trading strategy based on risk metrics.The study considers key risk factors such as public opinion,supply protection,and compliance,based on which an optimization model for proxy power purchase transactions based on multi-dimensional risk metrics is constructed through scenario simulation of risky uncertainties in proxy power purchase and cost analysis.The validity and applicability of the model is verified by analyzing the actual data of power grid enterprises in a certain province.It also provides theoretical references and technical support for the multi-timescale market trading strategy of power grid enterprises'proxy power purchase based on specific external scenarios and multi-dimensional risk combinations.

关 键 词：电网企业 代理购电 多维度风险度量 条件风险价值 多时间尺度市场购电比例 

分 类 号：TM73[电气工程—电力系统及自动化]