摘要
2017年底我国将实施碳排放权交易制度,在碳交易市场环境下发电商面临着碳交易价格不确定带来的风险,考虑碳交易风险的发电商低碳调度问题值得研究。借鉴金融领域风险管理的理论,利用条件风险价值(CVaR)为风险计量指标,提出了考虑碳交易风险的发电商低碳调度优化模型。应用该模型对发电商的碳交易组合优化决策进行了计算。同时,分析了发电商风险偏好置信度、碳交易价格变化以及碳排放限额等因素对发电商碳交易风险的影响。算例验证了所提出模型的有效性,发电商可以利用该模型优化发电,平衡利润和风险,对发电商的交易决策具有一定的参考价值和指导作用。
By 2018,China will carry out the national carbon trading policy. In the carbon trading market,the power suppliers are facing with the risk of uncertainty in the carbon trading price. Considering the risks of carbon trading,the lowcarbon dispatch problem of power suppliers is worth studying. Drawing on the theory of risk management in financial field,this paper uses conditional value at risk（ CVaR） as a risk measurement index,and proposes a lowcarbon dispatch optimization model for power suppliers considering the risks of carbon trading. The model is used to calculate the carbon trading portfolio optimization of power suppliers. At the same time,the impacts of power suppliers risk preference confidence,changes in carbon trading prices and carbon emission limits on the carbon trading risks of power suppliers are analyzed. The effectiveness of the proposed model is verified by examples. The power suppliers can optimize the power generation,balance profits and risks by using the model,and the model has a certain reference value and guiding role for the power suppliers business decisions.
出处
《南方电网技术》
北大核心
2017年第11期46-52,共7页
Southern Power System Technology
基金
国家自然科学基金项目(51407030)
国家电网科技项目(面向全球能源互联网的电网调度和交易模式研究)~~
关键词
碳交易
条件风险价值
低碳电力调度
carbon trading
conditional value at risk
low carbon power dispatch
