【作者】 安学娜； 张少华； 王晛；

【Author】 Xuena An,Shaohua Zhang,Xian Wang School of Mechatronics Engineering and Automation,Shanghai University,Shanghai,200072

【机构】 上海大学机电工程与自动化学院；

【摘要】 计入风险因素的可中断负荷管理决策研究对于供电公司规避批发市场价格风险、改善市场竞争能力具有重要价值。本文研究了一个可中断负荷数量决策模型,其中,把供电公司在电力批发市场中的购电量决策和从可中断用户中购入的可中断负荷数量决策视为一个投资组合问题,采用条件风险价值CVaR来描述和计量供电公司所面临的风险程度,并在决策模型中引入风险约束,来反映供电公司的风险承受程度。基于蒙特卡洛模拟的算例仿真说明了模型的合理性和有效性,并且表明,供电公司对于风险的承受程度越小,则会选择购买较多的可中断负荷数量;当批发电价的不确定程度较大时,供电公司会选择增加可中断负荷的购买量,来规避批发市场的价格风险。更多还原

【Abstract】 Integration of risk factors into decision-making model for interruptible load management plays a valuable role for power suppliers to mitigate price risks and improve their profitability in electricity market environment.A decision-making model is developed for power suppliers to determine the interruptible load volume purchased from interruptible consumers.The power suppliers’ tradeoff between the wholesale market and interruptible load is considered as a portfolio selection problem.The conditional value-at-risk is employed to describe and measure the risk faced by power suppliers.In addition,a risk constraint is added to the decision-making model to take into account the risk preference of power suppliers.The Monte Carlo simulation-based numerical examples are presented to validate the reasonableness and effectiveness of the proposed model.It is also shown that the more averse to the risk,the larger volume of interruptible load the power supplier will choose.Furthermore,in order to hedge the wholesale market risk, the volume of interruptible load increases with increasing uncertainty in the wholesale market price.更多还原