大用户购电组合策略研究

Research on Combined Strategy for Large Consumer Electricity Purchasing

针对大用户在多个市场上的购电组合问题,综合考虑大用户购电量及现货市场电价的随机性,从预期购电成本和风险的角度分析了大用户购电最优组合策略。以大用户在长期合同市场及现货市场中购电为研究对象,同时考虑了自备电厂及可中断负荷的作用,借鉴现代投资组合理论中的Markowitz模型,建立了大用户购电成本及风险最小的双目标优化模型,推导出购电组合的有效前沿。最后通过算例对上述模型进行了验证。

For electricity purchasing combination of large consumer in multi-markets, by means of comprehensively considering the electricity amount purchased by large consumer and the probability of electricity price in spot market, the optimal combined electricity purchasing strategy of large consumer is analyzed from the viewpoint of expected electricity purchasing cost and risk. Taking the electricity purchasing of large consumer in long-term contract market and spot market as research object, meanwhile considering the effects of self-supply power plant and interruptible load and drawing lessons of Markowitz model in modern portfolio theory, a dual-objective optimal model with minimum electricity purchasing cost and minimum risk is built, and the effective frontier of electricity purchasing combination is derived. The proposed combined strategy is validated by calculation example,.