【作者】 王伟；

【导师】 张兴平；

【作者基本信息】 华北电力大学(北京) ， 工商管理硕士（专业学位）， 2022， 硕士

【摘要】 随着新一轮电力体制改革的不断推进,为了从成本回收机制方面对电网企业进行合理约束,国家发展改革委和国家能源局联合印发了《输配电定价成本监审办法》,通过制定科学、有效的输配电价格,对用户的用电行为和电网企业的经营行为进行合理引导,既确保电网企业提供满足社会发展和国民经济需要的安全可靠的电力;又保障输配电成本与不同电压等级和不同类型用户的输配电价的准确联系,使用户以尽可能低的输配电价格享受优质的输配电服务,最终,促进电网企业收回合理成本,获得支持可持续发展的合理收益。输配电的监审定价成本与电网企业的投资活动密切相关,输配电价改革形势下,亟需开展反映电网投资与输配电价动态关系的仿真模型及电网精准投资组合优化模型的研究,以此为输配电价的科学制定及电网的精准投资提供决策依据。本文首先对电网企业投资相关理论及优化方法进行分析及整理;其次,基于输配电价定价方法、解释结构模型等对新电改下的电网最大投资能力影响因素进行了分析研究,构建了新电改下的电网企业中长期最大投资能力评估模型,并进行了实证分析;再次,结合输配电成本分电压等级分摊机制,基于系统动力学构建了考虑最大投资能力约束的输配电价与电网投资计划的动态仿真模型,模型能够系统性的展示两者之间的动态联动关系,通过仿真模型获得了某省电网各电压等级输配电价随电网投资计划变量变化的动态仿真模拟结果,证明了模型的有效性,并依据关键变量的变动设置了不同情景,分析了不同情景下各电压等级电网投资计划与输配电价的变动差异;最后,考虑投资风险,构建了基于相对鲁棒CVaR的电网投资项目组合优化模型,该模型用于电网投资计划下的最优项目组合决策,并基于随机性样本数据进行了算例分析,分析结果证明了相对鲁棒CVaR模型兼具鲁棒性和随机性,相对能够减少投资决策的保守性。本文构建了以电网企业最大投资能力评估模型、输配电价与电网投资计划的动态仿真模型、项目级电网投资组合优化模型为主体的电网精准投资体系。在输配电价改革的背景下,首先,可合理评估电网企业未来各年度最大投资能力;其次,在明晰输配电价与电网投资计划关系的基础上,可确定符合电网企业可持续发展目标的电网投资计划;最后,在总体投资计划下,可通过配套的项目组合决策优化方法确定效益最优的电网投资项目组合。通过构建上述精准投资体系及方法,以期为电网企业的投资决策提供一定的科学依据。更多还原

【Abstract】 With the continuously promote of the new round of power system reform,in order to reasonably the restrain of the grid enterprises in terms of cost recovery mechanism,the National Development and Reform Commission and the National Energy Administration jointly issued "The Transmission and Distribution Pricing Cost Supervision Measures".Through the formulation of scientific and effective transmission and distribution prices,the electricity consumption behaviour of customers and the operation behaviour of grid enterprises are guided reasonably,to ensure that grid enterprises provide safe and reliable electricity that meets the needs of social development and the national economy;and to guarantee the accurate linkage between transmission and distribution costs and transmission and distribution prices for different voltage levels and different types of customers,so that customers can enjoy quality transmission and distribution services at the lowest possible transmission and distribution prices.Ultimately,it promotes the recovery of reasonable costs for grid enterprises to generate reasonable returns that support sustainable development.The monitoring and pricing costs of transmission and distribution are closely related to the investment activities of grid enterprises.Under the situation of transmission and distribution price reform,it is urgent to carry out research on simulation models reflecting the dynamic relationship between grid investment and transmission and distribution prices,as well as the optimization model of grid accurate investment portfolio,so as to provide a decision-making basis for the scientific formulation of transmission and distribution prices and the accurate investment of grid.Firstly,this paper analyzes and sorts out the relevant theories and optimization methods of power grid enterprise investment.Secondly,the paper analyzes the factors influencing the maximum investment capacity of power grids under the new powerreform based on the transmission and distribution price pricing method and the explanatory structure model,constructs a model for assessing the long-term maximum investment capacity of grid enterprises under the new power reform,and conducts an empirical analysis.Thirdly,in order to systematically demonstrate the dynamic relationship between transmission and distribution prices and grid investment,the paper constructs a system dynamic simulation model of transmission and distribution prices and grid investment plans considering the maximum investment capacity constraint,taking into account the transmission and distribution price apportionment mechanisms of different voltage levels.The results of the dynamic simulation of the variation of transmission and distribution prices for each voltage level of a provincial grid with the variables of grid investment plan further validate the validity of the model.At the same time,different scenarios are set up based on the changes in key variables,and the differences in the changes in grid investment plans and transmission and distribution prices for each voltage level are analysed under different scenarios.Finally,the paper considers the investment risk and constructs a relatively robust CVaR-based grid investment project portfolio optimisation model,which is used for optimal project portfolio decision under the grid investment plan,and conducts an arithmetic analysis based on stochastic sample data.The analysis results prove that the relatively robust CVaR model is both robust and stochastic,and can relatively reduce the conservativeness of investment decisions.In summary,this paper constructs an accurate investment system for power grids with a maximum investment capacity assessment model,a dynamic simulation model of transmission and distribution prices and grid investment plans,and a project-level grid investment portfolio optimisation model as the main components.Under the background of transmission and distribution tariff reform,firstly,the research in this paper can reasonably assess the maximum investment capacity of grid enterprises in future years.Secondly,on the basis of clarifying the relationship between transmission and distribution tariff and grid investment plan,it determines the grid investment plan that meets the sustainable development objectives of grid enterprises.Finally,the project portfolio optimisation method can be used to determine the most efficient grid investment project portfolio under the overall investment plan.By constructing the above precise investment system and methods,it can provide a certain scientific basis for the investment decisions of the grid enterprises.更多还原