摘要
大用户直购电是电力大用户与发电公司直接交易的一种购电模式。在大用户从日前现货市场、直购电合约市场、电力期权市场和企业自建电厂购电的背景下,考虑到风险包括损失的大小和不确定性等因素,引入熵和CVaR作为大用户购电风险的测度因子,构建大用户在上述市场中的购电组合优化模型,并采用混沌粒子群算法求解。算例结果表明,模型在预期购电成本约束下在不同市场购电比例分配优化和风险控制上的可行性,为大用户在多市场环境下的购电决策提供参考。
Direct power purchase by large consumers is an electricity trade mode in which large power consumers and generators trade directly. In the condition of large consumers＇ energy procurement from day-ahead spot market, direct power purchase contract market, electricity options market and self- owned power plant, and with consideration of risks including the amount and uncertainty of loss, the entropy and conditional value at risk（CVaR） is adopted as a measuring factor for large consumers＇ power purchasing risk, the optimal portfolio model in the above-mentioned four electricity markets is built and solved by chaos particle swarm optimization （CPSO） algorithm. The results of the example shows that the model proposed is feasible in the different purchasing ratio distribution and risk control under the constraint of expected purchase cost in the electricity market. It provides some references for the decision making of large consumers s for power procurement from mul- tiple energy markets.
出处
《电网与清洁能源》
北大核心
2016年第9期33-38,共6页
Power System and Clean Energy
基金
福建省自然科学基金项目(2013J01176)~~
