基于CVaR的供电商多市场购电组合的研究.pdfVIP

基于 CVaR 的供电商多市场购电组合研究 1,2 1 1 1 1 王瑞庆 ，王成 ，马杰 ，王佛雄 ，季文天 （1 海南软件职业技术学院，海南 琼海 517400 ；2 安阳师范学院，河南 安阳 455000 ） On Purchasing Portfolio of Power Suppliers Based on CVaR 1,2 1 1 1 1 Wang Rui-qing , Wang Cheng , Mao Jie , Wang Fu-xong , Ji Wen-tian （1 Hainan Software Professional Institute，Hainan Qionghai 517400 ； 2 Anyang Normal University，Henan Anyang 455000 ） ABSTRACT: Power suppliers are faced with the trade-off 同关心的重要问题。 between benefit and risk when they purchae energy from several IL 作为用户参与市场竞争的一种有效手段，可 sub-markets under electricity market environment. With 以改善需求侧的用电弹性，缓解输电网络阻塞，抑 conditional value at risk (CVaR) as a measuring index for 制发电商的市场力，降低现货电价水平。文献[2]提 market risk, a purchasing model for power suppliers among 出了一种IL 对电力系统短期运行影响的评估方法。 several sub-markets is presented, in which the object function is to minimize the portfolio loss. The impacts of options and 文献[3]提出了一种评估 IL 实施效果的可免新增发 interruptible load (IL) on purchasing portfolio are analyzed. The 电容量 （avoidable additional generating capacity）指 results of numerical examples show that options and IL can 标。文献[4]将 IL 视为一种 ISO （independent system effectively lower portfolio loss, and strike price of options and operator ）可选择的备用服务，建立了一个 IL 参与 IL compensation price have explicit effect on the portfolio 二级备用市场竞争的 ISO 备用优化获取模型，结果 allocation. 表明 IL 可以有效地降低系统对旋转备用的需求。文 KEY WORD: options trading; interruptible load; conditional 献[5]建立了一个供电商现货市场能量获取模型，使 value at risk; assets portfolio theory; electricity market 用基于序列二次规划的分枝界定法进行了求解，表