大用户控制购电成本风险的均值ndash;熵权组合优化模型.pdfVIP

第 33 卷 第 11 期 电 网 技 术 Vol. 33 No. 11 2009 年 6 月 Power System Technology Jun. 2009 文章编号：1000-3673 （2009 ）11-0065-06 中图分类号：F407.2 文献标志码：A 学科代码：790·625 大用户控制购电成本风险的均值–熵权组合优化模型 谭忠富，张丽英，王绵斌，关勇，谢品杰 （华北电力大学电力经济研究所，北京市 昌平区 102206 ） An Expectation-Entropy Portfolio Model to Control Electricity Purchasing Cost Risk for Large Consumers Direct Power Purchase TAN Zhong-fu ，ZHANG Li-ying ，WANG Mian-bin ，GUAN Yong，XIE Pin-jie （Institute of Electricity Economics，North China Electric Power University ，Changping District，Beijing 102206 ，China ） ABSTRACT: Large consumer direct power purchase is such a 行求解。算例结果表明，文中的熵权组合模型具有合理性， mode by which large power consumers and gencos carry out 可为确定大用户购电决策提供参考，同时也说明期权市场可 direct bilateral transactions, and its major objective is to 以有效减少大用户的购电风险，期权价格和敲定价格对大用 minimize power purchasing cost under current electricity 户购电决策的影响较大。 market mode in China, therefore it is necessary for them to 关键词：大用户直购电；熵权法；风险度量；期权市场 purchase electricity from the optimal combination of the spot market, the long-term contract market and option market to 0 引言 control power purchasing cost risk. Considering the uncertainty 大用户直购电是电力大用户和发电公司直接 of risk, the continuous information entropy is adopted as 进行双边交易的一种购电模式。作为推进电力市场 measuring factor for large consumer power purchasing 建设的重要内容，大用户直购电对提高用户市场地 combination, the risk minimization is the control objective and based on the theory of investment portfolio an optimal entropy 位、促进电网公平开放、利于地方经济发展具有重 po