摘要
基于充分发挥期货合约在风险规避、电价平抑中的积极作用的原则,本文提出了二级电力市场中水电站群期货与现货电量的划分模型;针对水电站的月发电量的不确定性及月间发电量不均匀性,进一步建立基于月发电量序列概率特征分析的年度期货电量分解模型,并给出模型求解算法,为水电站群在电力期货市场中的合约签订及电量分解提供了一种可行方法和依据。在算例中具体给出期货电量划分与分解的计算步骤及结果,阐明结果的内在机理。通过在科研项目中的应用,验证了该方法的有效性和合理性。
For the purpose of making full use of the risk-shelter and price-stabilization function which future contract has made in power market, a new dividing and decomposition model for future hydroelectric quantity in two-level electricity market is proposed. Considering the uncertainty of electric generation and nonuniformity among months, the annual future electric quantity division and decomposition model is established based on the sequential feature of electric quantity with detailed algorithm, which provides a feasible method and enlightenment for the future contract dividing and decomposition. In the example, the calculation procedures and results are given with explanation of internal mechanism to the result. The reasonability and rationality of the model is proved by applications in scientific research project.
出处
《电力系统保护与控制》
EI
CSCD
北大核心
2008年第22期15-19,49,共6页
Power System Protection and Control
基金
国家科技支撑计划项目(2006BAC05B03-02)
国家自然科学基金资助项目(50579019)~~
关键词
电力市场
分解模型
发电量序列概率特征分析
水电年度期货电量
二次调整
power market
division and decomposition model
sequential feature analysis of electric quantity
annual futurehydroelectric quantity
secondary adjustment