计及需求侧电量电价弹性矩阵与风险的供电公司周市场购电优化决策模型

An Optimal Decision-Making Model for Power Supply Company's Power Purchase in Weekly Market Considering Price Elasticity Matrix of Demand Side and Risk

根据供电公司购售电业务的工作需要提出了周市场的概念,首次将分时电价下需求侧电量电价弹性矩阵(E矩阵)对购电决策的影响引入供电公司周市场购电优化中,并建立了计及需求侧E矩阵与风险的周市场购电多目标随机优化模型。该模型可用于优化供电公司未来某周内的长期合同分解、短期合同签订量、现货市场购电量分配、自有电厂生产及参加现货市场计划等问题,同时引入了风险态度因子以衡量市场风险接受能力。蒙特卡罗仿真结果表明,本文所提模型能够充分考虑各种因素,使优化结果更具有效性与实用性,对供电公司开展购售电业务具有辅助决策意义。

According to the requirement of power supply company, the authors propose a concept of weekly market by which the impact of price elasticity matrix of demand side on power purchase decision-making under time-of-use （TOU） price is led into the optimization of power supply company＇s power purchase from weekly market, and a multi-objective stochastic optimization model for power purchase from weekly market in which the price elasticity matrix of demand side and risk are considered. By use of the proposed model, following items of power supply company can be optimized, they are： partition of long-term contact in a certain future week, amount of short-term contacts signed, distribution of purchased power from spot market, generation of self-owned power plants and the plan to participate spot market and so on; at the same time, the risk attitude factor is led into measure the receptive ability of market risk. Results of Monte Carlo simulation show that the proposed model can fully consider various factors to make the optimization result more effective and practicable, thus the proposed model can be used as an auxiliary decision-making tool for power purchase and retail of power supply company.