可再生能源消纳机制下的售电商购电策略优化

售电侧作为中国电力市场改革的重点,也是承担可再生能源电力消纳的义务主体之一。研究售电商在可再生能源消纳责任机制下的购电决策对于售电商最小化购电成本、降低购电风险具有重要意义。文章针对售电商在电力市场的组合购电决策问题,结合经济学领域中的投资组合理论,考虑电价波动因素的影响,以CVaR模型为风险度量手段量化不同置信度水平下的购电风险,建立不同场景下售电商在各个电力市场的购电成本——风险模型。算例结果表明:随着售电商承受风险能力的提高,售电商在现货市场和风电以及光伏市场的购电量也会随之增加。而随着绿色证书价格机制的成熟,售电商会选择持有更多的绿色证书替代购买可再生能源电力。

As the focus of China's power market reform,the power sales side is also one of the subjects responsible for the consumption of renewable energy power.It is of great significance for power sellers to minimize power purchase cost and reduce power purchase risk by studying the power purchase decision of electricity sellers under the renewable energy consumption responsibility mechanism.Aiming at the decision-making problem of power sellers'combined power purchase in the electricity market,combined with the portfolio theory in the field of economics and considering the influence of electricity price fluctuation,this paper quantifies the power purchase risk under different confidence levels by using CVaR model as a means of risk measurement,and establishes a power purchase cost-risk model of power sellers in each electricity market under different scenarios.The results of numerical examples show that with the improvement of risk tolerance of power sellers,the electricity purchased by power sellers in the spot market,wind power and photovoltaic market will also increase.With the maturity of the green certificate price mechanism,electricity sellers will choose to hold more green certificates instead of purchasing renewable energy electricity.