电力零售市场零售商购售电收益风险研究.pdfVIP

电力零售市场零售商购售电收益风险研究 邸世辉 （华北电力大学，北京，102206） Research on revenue and risk of power purchasing and selling by REPs in the electricity retail market Shihui DI (North China Electric Power University, Beijing , 102206) ABSTRACT: At the selling side of an open electricity retail 使零售商在满足一定的风险约束前提下具有最大购售电收 market in general there are two kind of market structures, i.e., 益。 one is a long term market structure similar to the forward 关键词：电力零售市场，电力零售商，条件风险价值，最优 trading and the another is a short term market structure similar 组合，风险管理 to the spot transaction. The power suppliers, i.e., Retail Electric 0 引言 Providers, purchase power in these two markets to meet the need from consumers by signing the different kind of 电力工业的市场化是一项艰巨复杂的任务，须 electricity retail contracts. Therefore , at present for REP the 结合电力发展已形成的特点，逐步有序的推进。我 problem to be settled urgently is that how to find the optimal 国电力市场的建立须经历以下阶段：1）发电侧竞 combination of power purchasing in the two market and selling 争的电力市场，单一购买者阶段；2 ）批发竞争、 to consumers with different kind of electricity retail contracts 输电网开放、多个购买者阶段；3 ）零售竞争阶段， to obtain the highest profits and to decrease the risk to the 最终实现完全市场化。 lowest level. According to the conditional value at risk (CVaR) 在电力零售市场阶段，发电、输电、配电资产 theory and the investment risk a mathematical model is 将完全分离，出现自由卖电的电力零售商和自由买 established. Two simulations for the market are carried out. 电的用户。纵观国外电力市场改革，电力零售市场 Calculation results show that using the proposed model the 售电侧放开有一个循序渐进的过程，一般都是逐步 REP can achieve maximum purch