Under the background of implementing renewable portfolio standards and the ever-improving tradable green certificate scheme,the increasingly environmentally-friendly preference of power users is leading to changes in ...Under the background of implementing renewable portfolio standards and the ever-improving tradable green certificate scheme,the increasingly environmentally-friendly preference of power users is leading to changes in electricity demand,which,in turn,is driving changes in the decision-making behaviors of various actors in the power supply chain.Based on this,with the goal of pursuing maximum profit,consumer-power-demand functions have been introduced with some consideration of the factors of consumer preference to establish an optimal profit model for each trading subject in non-cooperative states of the power supply chain,under the constraints of meeting renewable energy portfolio standards.Here,the optimal strategy of each trading subject is presented by adopting the reverse induction method.Furthermore,examples are used to analyze factors such as the influence of environmental protection preferences,quota ratios,price substitutions,and market demand as well as the optimal profit of each trading subject in view of providing a reference for the decision-making in the power supply chain trading subjects.展开更多
由于市场价格的不确定性和负荷需求的随机性,供电公司在不同市场间购电需要综合考虑风险和收益的均衡问题。借助金融领域的证券组合投资理论,引入一致性风险计量因子条件风险价值CVaR(Conditional Value at Risk),将均值-CVaR风险收益...由于市场价格的不确定性和负荷需求的随机性,供电公司在不同市场间购电需要综合考虑风险和收益的均衡问题。借助金融领域的证券组合投资理论,引入一致性风险计量因子条件风险价值CVaR(Conditional Value at Risk),将均值-CVaR风险收益模型应用于供电公司的购电组合,以一定风险条件下最大化期望收益为目标,建立了供电公司在实时平衡市场、现货市场和远期合同市场间的购电决策模型,并将模型转化为线性规划求解,得到了不同风险条件下的购电分配结果和收益变化情况。算例结果表明,供电公司可利用长期合同规避市场风险,CVaR也能真实地反映供电企业面临的风险大小,所提模型及方法合理、有效。展开更多
基金supported by Project of Philosophy and Social Science Foundation of Shanghai,China(Grant No.2020BGL011).
文摘Under the background of implementing renewable portfolio standards and the ever-improving tradable green certificate scheme,the increasingly environmentally-friendly preference of power users is leading to changes in electricity demand,which,in turn,is driving changes in the decision-making behaviors of various actors in the power supply chain.Based on this,with the goal of pursuing maximum profit,consumer-power-demand functions have been introduced with some consideration of the factors of consumer preference to establish an optimal profit model for each trading subject in non-cooperative states of the power supply chain,under the constraints of meeting renewable energy portfolio standards.Here,the optimal strategy of each trading subject is presented by adopting the reverse induction method.Furthermore,examples are used to analyze factors such as the influence of environmental protection preferences,quota ratios,price substitutions,and market demand as well as the optimal profit of each trading subject in view of providing a reference for the decision-making in the power supply chain trading subjects.
文摘由于市场价格的不确定性和负荷需求的随机性,供电公司在不同市场间购电需要综合考虑风险和收益的均衡问题。借助金融领域的证券组合投资理论,引入一致性风险计量因子条件风险价值CVaR(Conditional Value at Risk),将均值-CVaR风险收益模型应用于供电公司的购电组合,以一定风险条件下最大化期望收益为目标,建立了供电公司在实时平衡市场、现货市场和远期合同市场间的购电决策模型,并将模型转化为线性规划求解,得到了不同风险条件下的购电分配结果和收益变化情况。算例结果表明,供电公司可利用长期合同规避市场风险,CVaR也能真实地反映供电企业面临的风险大小,所提模型及方法合理、有效。
