基于VaR的风电并网风险效益研究进展  

Research Progress of Wind Power Grid Risk Benefit Based on VaR

作　　者：余琴 查效兵 

机构地区：[1]华北电力大学经济与管理学院,北京 [2]华北电力大学电气与电子工程学院,北京

出　　处：《可持续发展》2018年第2期94-103,共10页Sustainable Development

摘　　要：近年来风电发展十分迅速,风电并网容量不断增大。清洁的风电能源有利于缓解能源危机、治理环境。但风电的波动性、随机性给电网带来了诸多的问题。如何科学的评估风电并网运行的风险效益已经成为当前研究的热点问题。风险价值模型的提出为此提供了思路。主要分析了风电发展状况,阐述了VaR的基本概念和基本模型。总结了目前基于VaR的风电并网风险效益研究进展,并对基于VaR的风电并网风险效益研究进行了展望。In recent years, with the rapid development of wind power, the wind power capacity connecting into network continues to increase. Clean wind energy is conducive to easing the energy crisis and managing the environment. However, the volatility and randomness of wind power have brought many problems to the power grid. How to scientifically assess the risk benefit of wind power grid operation has become a hot issue in current research. The proposition of the VaR provides an idea for this. The development of wind power is analyzed, and the basic concepts and basic model of VaR are described in this paper. The paper summarizes the current research progress of wind power grid risk based on VaR and prospects the research on wind power grid risk benefit based on VaR.

关 键 词：风电 风险价值模型 条件风险价值模型 风险效益 

分 类 号：F2[经济管理—国民经济]