期刊文献+

计及风险规避的售电公司平衡市场优化交易策略研究 被引量:49

Optimal Trading Strategy in Balancing Market for Electricity Retailer Considering Risk Aversion
下载PDF
导出
摘要 由于市场价格具有波动性和不确定性,售电公司在平衡市场的直接交易面临较大风险。引入用户侧负荷作为平衡资源,提出了包含可中断负荷/电量收购和关键负荷电价两类需求响应项目参与的平衡市场优化交易策略,以规避市场风险。采用条件风险价值度量交易策略风险,并建立了基于随机规划的非线性数学模型。利用双层规划思想,以售电公司收益最大、风险损失最小为上层目标,以用户满意度最大为下层目标,采用自适应遗传算法和二代非劣排序遗传算法进行模型求解。最后通过算例分析了风险偏好和市场电价波动程度对售电公司收益和风险损失的影响,对比证明了所提模型可显著优化售电公司的收益并降低风险损失。 Electricity retailer is confronted with high risk when trading in balancing market due to volatility and uncertainty in market price. Therefore, user side load is regarded as balancing resources in this paper where an optimal trading strategy considering interruptible load, power acquisition and critical load price is proposed for purpose of risk aversion. A model of non-linear model trade strategy is built based on stochastic programming where conditional value at risk is adopted as a method of trade risk evaluation. Based on idea of bi-level programming, the paper sets maximization of electricity retailer profit and minimization of risk loss as upper level objective while maximization of user satisfaction as lower level objective. Adaptive genetic algorithm and the second generation of inferior sorting genetic algorithm are introduced to solve the model. Finally, a case is studied to analyze effect of risk preference and market price volatility on electricity retailer profit and loss, demonstrating the model's feasibility on optimizing retailer profit and reducing risk loss.
出处 《电网技术》 EI CSCD 北大核心 2016年第11期3300-3308,共9页 Power System Technology
基金 国家863高技术基金项目(2015AA050102) 国家自然科学基金项目(513111122)~~
关键词 平衡市场 需求响应 风险规避 双层规划 balancing market demand response risk aversion bi-level programming
  • 引文网络
  • 相关文献

参考文献14

二级参考文献89

共引文献299

同被引文献423

引证文献49

二级引证文献346

;
使用帮助 返回顶部