【摘要】 电力市场中各类市场具有不同的价格波动特性和受益率随机变化特性,为了保证年度收益最大且风险最低,发电商需要在各个市场上合理分配参与竞价的电量.借鉴金融领域风险管理的理论,以谱风险测度为风险计量指标,综合考虑风险和期望收益率,建立了新的发电商均值-谱风险优化理模型.更多还原

【Abstract】 In electricity market,the different market have different price fluctuation and stochastic changing characteristics of revenue rate.To obtain the maximum annual profits and minimum risk value,the power suppliers should allocate the bidding electricity to each market reasonably.Using the risk management theory in financial research field for reference, taking the spectral measure of risk as risk measurement index,a novel mean-spectral measure of risk optimal combined bidding model is built by considering the risk and expected revenue rate synthetically.更多还原