多市场分时段下电网公司购售电风险控制优化模型

Period-decoupled Electricity Purchasing and Selling Risk Control Optimization Model for Power Grid Corporation under Multi-market

针对发电侧竞价上网、售电侧价格管制导致中国电网公司的收益空间存在不确定性的问题,为进行电网公司购售电风险控制优化,引入用户需求弹性,采用效用函数方法,建立了电网公司购售电风险控制优化模型,分析了电力公司在合约市场和实时市场购电量优化分配。结果表明,电网公司的风险偏好程度决定了购电量的分配;峰谷分时电价的电价差率和用户需求弹性均影响电网公司的购售电风险;实施峰谷分时电价有利于系统削峰填谷,尤其是在缺电的情况下可以减少电网公司经济损失以降低经营风险。

The cost of China Power Grid Company＇s purchasing power is influenced by the impact of price fluctuations in the power purchase market and the terminal sales price controlled by the government, which makes the income space of power grid corporation uncertainty. This paper studies the grid company risk control optimization problems of purchasing and sailing electricity, introducing user demand elasticity, using the utility function method and establishes a share sale of electricity grid company risk control optimization model, analyzing the power company purchase electricity optimization distribution in the contract market and real-time market. The case shows that the risk appetite of the grid company decides purchase electricity distribution; the slip of TOU price tariff and user demand elasticity influence power grid corporation income from electricity sales. The implementation of TOU pricing is conducive to system peak load shifting, especially in the case of electricity lack, which can reduce grid company economic losses, decreasing business risk.