摘要
针对现货市场下中长期交易的变化和特点,分析了不同情况下发电商收益对现货市场报价策略的影响,将发电商现货收益引入前景理论的价值函数中,建立了有限理性下的发电商综合决策模型,该模型同时考虑发电商在现货市场和中长期市场的最优电量分配策略及现货市场报价策略。通过算例分析验证了发电商综合决策模型的正确性:发电商制订决策时会受到实际收益与预期收益差距的影响,当实际收益大于预期收益时,发电商采取风险规避型策略;当实际收益小于预期收益时,发电商采取风险偏好型策略。相比传统的发电商决策模型,该模型更符合实际决策中发电商的行为。
This paper analyzes the impact of generators income under different conditions on the pricing strategy of the generators spot market based on the changes and characteristics of medium and long-term transactions in the spot market.By introducing the spot income of generators into the value function of the prospect theory,a comprehensive decision-making model for generators under bounded rationality is established.This model also considers the optimal power allocation strategy of the generators in the spot market and the medium-and-long term market as well as the spot market pricing strategy.The paper validates the correctness of the comprehensive decision-making model of power generation companies through the analysis of examples,and confirms the influence of factors such as expected profit,spot market electricity price level,and spot market risk level on decision-making of power generation companies.Power generation companies will be influenced by the gap between actual return and expected return when making decisions.When the actual return is greater than the expected return,the generator adopts a risk aversion strategy.When the actual return is less than the expected return,the generator adopts a risk preference strategy.Compared with the traditional power generator decision-making model,the model proposed in this paper is more in line with the behavior of the power generator in actual decision-making.
作者
李平均
付兆庆
刘康平
高政南
刘敦楠
马宝明
徐江
LI Pingjun;FU Zhaoqing;LIU Kangping;GAO Zhengnan;LIU Dunnan;MA Baoming;XU Jiang(Inner Mongolia Power(Group)Co.,Ltd,Hohhot 010010,China;State Key Laboratory of Alternate Electrical Power System With Renewable Energy Sources,North China Electric Power University,Beijing 102206,China)
出处
《内蒙古电力技术》
2020年第4期13-19,共7页
Inner Mongolia Electric Power
基金
内蒙古电力(集团)有限责任公司科技项目“电力多边市场大数据挖掘研究及市场信息可视化展示平台”(2018-80)。
关键词
电力现货市场
前景理论
发电商
预期收益
电量分配
电价水平
风险水平
中长期合约
electricity spot market
prospect theory
generators
expected return
electricity distribution
electricity price level
risk level
medium and long-term contracts
