基于市场风险和风险偏好的购电商最优决策研究

Optimal Decision of Electricity Retailers Based on Market Risk and Risk Appetite

结合前景理论刻画了购电商风险规避度,并在此基础上构建了考虑电力用户随机需求的购电商决策模型。通过求解和分析购电商的最优决策,量化分析了决策者风险偏好、市场风险、零售价格、批发价格、购电商成本对最优决策的影响,为风险规避型购电商在市场风险下的最优决策提供了新的指导和参考。

The degree of risk aversion for electricity retailer is characterized with prospect theory under stochastic demand,and a decision model for optimal decisions is established for electricity retailer.Quantitative analysis is shown that the effect of decision-maker′s risk appetite,market risk,retail price,wholesale price and the cost of electricity retailer on optimal decision.The conclusion provides a new way of optimal decision for the risk-averse electricity retailer in market risk.