摘要
在存在多个不同类型的电力市场环境下,供电公司需要提前对各个市场的电价进行预测以构造最优购电策略。在现有的研究工作中,一般假设这些市场的电价都服从正态分布并且供电公司的收益的分布函数是连续的,而在实际电力市场中这个假设未必成立。由于负荷需求具有不确定性,购电过程就具有动态特征。在此背景下,采用半绝对离差来描述供电公司的风险,构建了供电公司动态购电组合模型,其中购电量用自回归模型进行估计。供电公司可以采用该模型将购电量在多个时段、不同市场中进行合理分配,以兼顾期望利润最大化和风险最小化,从而为供电公司的动态购电决策与风险评估和管理提供了新途径。最后,用算例说明了所提方法的基本特征。
In the electricity market environment,a load serving entity（LSE） needs to predict the electricity prices in various markets so as to develop an optimal purchasing strategy.It is widely assumed in the existing literature that these electricity prices obey normal distributions and the revenue rate function of the LSE is continuous,but these assumptions may not stand in actual electricity markets.Meanwhile,the purchasing process is dynamical due to the uncertainty of load demand.Given this background,a semi-absolute deviation based dynamic model is presented for developing the optimal electricity purchasing strategy in multiple markets by quantizing the risk of LSEs with the semi-absolute deviation.An auto reverse model is utilized to estimate the load demand.By employing this model,the LSE can reasonably allocate the electricity amount to be purchased among various markets dynamically so as to make a compromise between maximizing the profit and minimizing the risk associated.The developed method provides the LSE a new tool for assisting decision-making and risk management in the dynamic electricity purchasing process.Finally,sample examples are served for demonstrating the essential features of the developed model and method.
出处
《华北电力大学学报（自然科学版）》
CAS
北大核心
2011年第1期6-11,共6页
Journal of North China Electric Power University：Natural Science Edition
基金
国家科技支撑计划资助项目(2008BAA13B10)
福建省电力公司科技项目
关键词
电力市场
供电公司
动态购电组合
风险管理
半绝对离差
electricity market
load serving entity
dynamical electricity purchasing portfolio
risk measurement
semi-absolute deviation
