考虑结算规则的多尺度市场耦合下梯级水电站中期运行风险分析方法

Risk Analysis Method of Cascade Hydropower Station Operation in Medium Term Under Multi-scale Market Coupling and Settlement Rules

因为径流时空分布不均和不确定性,水电、火电为主的电力市场之间存在极大的不同,如何评估梯级水电参与电力交易风险是亟待解决的问题。该文结合西南某水电居主导地位的电力市场交易规则,构建了耦合月度交易和日前增量交易的梯级水电站参与市场交易的风险分析方法:采用Copula-Monte Carlo方法生成日径流和日前增量交易出清电价的组合场景,利用增强精英保留策略遗传算法计算所有场景的发电收益,获得给定置信水平下相应的条件风险价值。提出的方法综合考虑了径流、电价的不确定性,也计及了结算规则中各交易品种结算顺序和偏差考核标准,能直观求解收益风险值,过程简单、物理意义明确。以某电网梯级水电参与电力市场的实际资料为例,进行结果的仿真分析,结果表明所提方法可方便地求解交易组合风险价值,与单独考虑电价和径流相比能更合理的评估收益风险价值。

Due to the uneven and uncertain distribution of runoff in time and space, hydropower is greatly different from the electricity market dominated by thermal power. Therefore, how to evaluate the risks of cascade hydropower in power trading is an urgent problem to be solved. In this paper, the risk analysis method of cascade hydropower station participating in the market transaction coupled with monthly transaction and day-ahead incremental transaction was constructed by combining the power market transaction rules of a hydropower station in Southwest China, which plays a leading role: Copula-Monte Carlo was used to generate the combined scenario of daily runoff and clearing price, and the enhanced elite retention strategy genetic algorithm was used to calculate the generation income of all scenarios, and the corresponding conditional value-at-risk value(CVaR) was obtained according to the confidence level. The proposed method takes into account the uncertainty of runoff and electricity price, as well as the settlement order and deviation assessment of each transaction in the settlement rules, and can directly solve the return and risk value. The process is simple and the physical meaning is clear. Taking the actual data of a grid cascade hydropower participating in the electricity market as an example, the results of the simulation analysis show that the proposed method can easily solve the transaction portfolio risk value, and can more reasonably evaluate the return risk value compared with the single consideration of electricity price and runoff.