节点文献
基于多标度分形理论的发电商竞价策略
Generation Company’s Optimal Bidding Strategy Based on Multi-Scale Fractal Theory
【摘要】 概述了多标度分形理论的基本内容,建立了双边模式下发电商的收益模型,利用基于多标度分形谱2个主要参数的市场风险测度指标分析不同报价策略下的发电商风险,并通过计算结果制定出最优竞价策略。该指标弥补了传统风险测度指标在非有效市场条件下的不足。仿真结果证明了所提出方法的准确性和有效性。
【Abstract】 The overview of basic contents of multi-scale fractal theory is given, and an income model of generation company under bilateral mode is built. By use of market risk measurement index based on two main parameters in multi-scale fractal spectrum, the generation company’s risks under different bidding strategies are analyzed, and through the calculation results an optimal bidding strategy is drafted. This risk measurement index remedies the defect of traditional risk measurement index under non-effective market conditions. Simulation results show that the proposed method is accurate and effective.
【Key words】 electricity market; bidding strategy; risk measurement; multi-scale fractal;
- 【文献出处】 电网技术 ,Power System Technology , 编辑部邮箱 ,2010年03期
- 【分类号】F407.61
- 【被引频次】8
- 【下载频次】219