不确定性电价分析

ANALYSIS ON THE UNCERTAINTY OF ELECTRICITY PRICE

电价是电力市场中核心问题之一。交易中心执行交易过程,根据机组报价数据确定系统边际电价。值得注意的是,未来的系统边际电价是一个随机变量,这是由于未来时间机组可用率、系统负荷等不确定性因素的存在。因此,从概率角度考察电力市场中的电价分布规律是非常合理而且也十分必要的。与其他研究不同的是,该文提出了由机组报价的概率性而直接导致的不确定性电价这一新问题。鉴于这个问题的复杂性,该文以序列运算理论为基 础,提出了一种合理的分析方法,可直接处理机组报价的不确定性,最终算出在不同的需求下系统边际电价的概率分布,并进一步得到其期望值和方差。这个分析结果将为评价电力市场的风险提供直接的依据。算例研究表明该文模型和算法的正确性。

Electricity price is one of the cores of all the questions under deregulation environment. Generally, trading process is done in the power pool and System Marginal Price (SMP) is determined according to the bids of each generation unit. It should be stressed that the future SMP will be a random variable since it is dependent on the uncertainty associated with the availability of generation units, system load, etc. Hence it is of great importance to estimating the probabilistic distribution of SMP. Differing from other works, the concept of uncertain SMP due to random bidding strategies of generation unit is presented in this paper. Based on the Sequence Operation Theory (SOT), an analytical model and algorithm is proposed to deal with the uncertainty of the bids. From the view of probability, the distribution function of SMP under different system demancls can be got. Furthermore, the mean and variance of SMP can be calculated. Such results will provide powerful evidence to evaluate the risk of electricity market. A numerical example is given and the result shows the efficiency of the proposed model and algorithm.