计及大小水电发电权交易的风险调度分析

Risk scheduling analysis considering generation rights trade between large and small hydropower plants

大小水电发电权交易是提高水电上网率和解决弃水窝电问题的有效途径之一。然而在双边协商交易模式下,如何匹配交易对象和合理分配年度交易电量一直困扰着水电富集电力市场。为此,构建了一种计及大小水电发电权交易的交易对象选择与风险评估双层模型。首先根据发电权交易中收益、成本等因素确定大水电选择交易对象的指标,用熵权法算出每个指标的权重,综合考虑所有指标的影响并选出最优交易对象。然后根据大水电报价对交易份额的影响,参考计量经济学中市场需求函数建立大水电竞价模型。最后根据CVaR和夏普比率来确定最优合约、现货和发电权交易电量的比例。以我国西南某地区水电站群为研究对象进行实例分析。结果表明,构建的模型能够减少小水电弃水,并在减少风险的前提下,使大水电的收益保持在一个较高的水平,对大水电参与发电权交易和分配电量有重要意义。

Generation rights trading(GRT)of dam-type hydropower plants(known as large plants)and runoff hydropower plants(known as small plants)is one of the effective ways to improve the hydropower grid access rate and solve the problem of water spillage and excess local power generation.However,how to choose trading partners and allocate annual electricity in a bilateral negotiation is always a problem.Therefore,a bi-level model for trading partners selection and risk evaluation considering the GRT between large plant and small plants is proposed.First,from the income,cost and other factors in the GRT,the indices of large plant’s trading partners can be determined.Then considering the impact of all indicators the best trading partner will be selected.Then,from the impact of a large plant’s bidding price on the trading share,we refer to the market demand function in econometrics.Then the bidding model of a large plant can be established.Finally,the proportion of the optimal contract,spot and GRT quantity can be determined by CVaR and the Sharpe ratio.The method is applied to the cascaded hydropower plants located in southwest China.The results indicate that the proposed model can reduce the spill of small plants,and keep the profit of a large plant at a high level while reducing risk.It becomes of significance for a large plant to participate in GRT and power allocation.