一种兼顾风险与收益的发电侧竞价方法

A Generation Side Bidding Method Considering Both Risks and Benefits

竞价策略研究对于发电企业具有重要的意义。为此,提出一种兼顾风险与收益的发电侧竞价方法。首先基于现货价格的概率预测结果利用蒙特卡洛方法生成不同的价格场景;然后在各价格场景下构建最小化风险与利润最大化模型;最后利用双目标法线分解约束法和萤火虫算法,求解所建立的双目标优化模型,从而为发电企业提供最优的日前报价曲线。算例结果表明,所提方法能为发电企业在市场竞争中带来与其愿承担风险相匹配的收入,从而提高其经营、运行和生产效率。

Research on bidding strategy is very important to power generation enterprises.Accordingly,a power generation side bidding method considering both risks and benefits was proposed in this paper.Firstly,based on the results of probabilistic prediction of the spot price,different price scenarios were generated in the Monte Carlo method.Then,a model of minimized risk and maximized profit was constructed for each price scenario.Finally,the established double-object optimization model was solved in the double-object normal decomposition constraint method and the firefly algorithm,so as to provide optimal day-ahead quotation curves for power generation enterprises.Example results showed that the proposed method could bring to generation enterprises such profits as match the risks that they were willing to bear in market competition,thus improving their operation and production efficiency.