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计入发电商风险偏好的电力市场古诺均衡分析
Integration of Genco’s Risk Preference in Cournot Equilibrium Analysis of Electricity Markets
【摘要】 大规模的风电并网会增加常规发电商的市场竞争风险,在此环境下,具有不同风险偏好的常规发电商会通过不同的策略性竞争行为协调其市场竞争收益和风险。针对具有风电并网发电的电力批发市场,采用均值–方差效用理论,建立了一个考虑发电商风险偏好的电力市场古诺均衡模型,并给出了其解析解。理论分析着重研究了风电出力的不确定性和常规发电商风险偏好对市场均衡结果的影响。算例仿真验证了上述理论分析的合理性。研究表明:当存在风险厌恶的常规发电商时,风电出力不确定性的增加会使均衡市场价格上升;常规发电商风险厌恶程度的增大也会导致均衡市场价格升高。
【Abstract】 Large-scale grid-connection of wind farms increases genco’s risk of market competition and in this environment conventional gencos with different risk preferences will make tradeoffs between their market profits and risks through different strategic behaviors.In allusion to electricity wholesale market containing grid-connected wind farms,utilizing the mean-variance utility theory,a Cournot equilibrium model of electricity market is built and its analytical solution is given.The impacts of uncertainty of power output from wind farms and the risk preference of conventional gencos on market equilibrium results are emphatically researched in theory.The reasonableness of the theoretical analysis is verified by simulation results of numerical examples.The research shows that when conventional gencos with risk-averse exist,the increase of uncertainty of power output from wind farms makes the price rising in equilibrium market;the intensifying of conventional gencos’ risk-averse extent will also make the price rising in equilibrium market.
【Key words】 electricity market; wind power generation; risk preference; Cournot model; equilibrium analysis;
- 【文献出处】 电网技术 ,Power System Technology , 编辑部邮箱 ,2011年09期
- 【分类号】F224;F426.61
- 【被引频次】19
- 【下载频次】430