摘要
在电力市场中,发电商需要提前对各个市场的电价进行预测以构造最优电能分配策略。现有文献一般假设发电商的收益的分布函数是连续的,但实际上这个假设未必成立。在此背景下,采用半绝对离差来度量发电商的风险,构建了发电商多阶段电能分配组合模型。发电商可以采用该模型将发电量多时段地合理分配到各市场中,在最大化期望利润同时最小化风险,从而为发电商进行多阶段电能分配与风险管理提供了新方法。最后提供的算例表明了所提方法是合理、可行的。
In the electricity market,a generation company（GenCo） needs to predict the electricity prices in various markets to develop an optimal Allocation strategy.It is widely assumed in the existing literature that the loss function of the GenCo is continuous,but this assumption may not stand in actual electricity markets.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 and expected revenue rate of Genco.By employing this model,a GenCo can reasonably allocate the electricity amount to be generated among various markets to make a compromise between profit and risk.The developed method provides GenCos a new tool for assisting power allocating and risk management.Finally,sample examples are served for demonstrating the essential features of the developed model and method.
出处
《企业技术开发》
2011年第5期44-45,66,共3页
Technological Development of Enterprise
关键词
电力市场
发电商
多阶段电能分配组合
半绝对离差
风险管理
electricity market
generation company
power allocation
semi-absolute deviation
risk measurement
