智能电网下需求响应期权分析

Analysis of Demand Response Options in Smart Grid

虽然实施需求响应(DR)的效益已有较明确的分类,但如何对DR的效益进行公平合理地量化以满足各利益相关方的要求,是一个亟待解决的问题。智能电网的兴起极大地促进了DR项目的计量与核实。在智能电网的背景下,提出了多种DR期权,包括针对用户不同响应方式而设计的4种价格型DR期权,以及针对用于DR与风电进行配合而设计的风电型DR期权。详细阐明了DR期权的设计原理、交易形式与期权价值,并利用Monte Carlo模拟法对智能电网下的DR期权进行了定价。

Although the benefits of implementing demand response（DR） have already been classified clearly,it is urgent to fairly and reasonably quantify the benefits of DR in order to meet the interests of all stakeholders.The upsurge of smart grid has greatly promoted the measurement and verification of DR programs.In the context of smart grid,a variety of DR options have been put forward,including DR options of four different types of prices concerning different responding schemes of customers,and wind type DR options concerning the coupling between DR and wind power.The design principle,transaction obligations and option values of DR options are discussed in detail,and Monte Carlo simulation method is then adopted to price DR options in smart grid.