售电公司与用户之间灵活合同风险决策模型

Risk decision-making model for flexible contract between electricity retail company and customer

在基于实时定价的电力零售市场中,电价波动剧烈且具有较大不确定性,用户需要采用合适的风险管理工具来规避或控制利益风险。首先,提出一种售电公司与用户之间结合期权交易思想的灵活合同,其中,用户可根据自己购电意愿确定合同敲定价(即愿意支付的最高市场价格)。该灵活合同不仅能使用户回避零售市场价格不利波动的风险,而且能保留市场价格有利波动时的获利机会。其次,为了确定灵活合同的风险溢价即权利金并鼓励合同双方参与合同交易,从用户角度,引入考虑用户类型的用电效益函数来描述不同用户的用电意愿,通过有灵活合同时的用电净效益不小于无合同时的用电净效益来确定权利金的上限值;从售电公司角度,考虑权利金上限值的约束,提出了一个考虑风险偏好的灵活合同权利金决策模型。最后,算例仿真验证了模型的合理性和有效性。

In the electricity retail market based on real-time pricing,the electricity price is highly volatile and uncertain.Customers need to adopt appropriate risk management tools to avoid or control risk.First,a flexible contract was proposed based on the idea of optional contract between an electricity retail company and a customer,in which the customer can set the strike price of the flexible contract as the highest market price it is willing to pay.The flexible contract can not only enable the customer to avoid the risk of adverse price fluctuations in the retail market,but also remain the opportunities for the customer to make profit when the market price fluctuates favorably.Second,in order to determine the risk premium of the flexible contract and encourage both parties to participate in the contract transaction,a utility function considering customer type was introduced to describe the electricity consumption willingness of different customers,and the upper limit of the premium was determined under the condition that the customer’s net utility with the flexible contract was not less than that without the contract.From the viewpoint of the retail company,a risk decision-making model considering the upper limit of the premium was also proposed to determine the premium.Finally,an example was given to verify the reasonableness and effectiveness of the proposed model.