采用保险机制的含风电电力系统短期备用计划的风险转移 Insurance based risk transformation of short-term reserve plan of power system integrated wind energy.pdfVIP

第41 卷 第9 期 电力系统保护与控制 Vol.41 No.9 2013 年5 月1 日 Power System Protection and Control May 1, 2013 采用保险机制的含风电电力系统短期备用计划的风险转移 1 1 1 2 刘玉娇 ，王 旭 ，蒋传文 ，周晓斌 (1.上海交通大学电气工程系，上海 200240；2.英大长安保险经济有限公司，上海 200025 ） 摘要：在大规模风电并网的环境下，许多电力系统使用机会备用约束来代替传统的约束进行备用计划的安排以平衡系统的成 本和风险。这种方法在有效的提高风电利用率的同时增加备用计划会面临的巨额小概率损失，因此提出采用保险机制对备用 计划的小概率尾部风险进行转移的策略。将风电波动和单位停电损失都视为随机变量，用三种具有代表性的预测误差分布描 述系统风电预测误差，用四种具有代表性的损失分布描述系统单位停电损失，以备用风险的期望值、风险价值和期望短缺三 个指标来量化评估备用计划的风险。对这十二种组合的风险值和保费都进行了估算，计算结果表明风电预测误差分布对风险 损失的期望有着决定性的因素，而小概率的尾部损失（期望短缺和高置信度的风险价值）和保费则由风电预测误差分布和单 位损失共同决定，而通过保险机制的风险转移策略可使电力系统和保险公司达到双赢。 关键词：备用计划; 停电损失; 风险评估; 风险转移; 保险 Insurance based risk transformation of short-term reserve plan of power system integrated wind energy 1 1 1 2 LIU Yu-jiao , WANG Xu , JIANG Chuan-wen , ZHOU Xiao-bin (1. Department of Electrical Engineering, Shanghai Jiaotong University, Shanghai 200240, China; 2. Yingda Chang’an Insurance Brokers Co., Ltd, Shanghai 200025, China) Abstract: With integration of large scale wind generation, many power systems utilize the chance constrained reserve plan instead of the traditional one. It brings not only the high utilization of wind energy but also outage risks. The paper thus proposes a risk transformation method with insurances for reserve risks. This paper considers both forecasting error and unit outage loss as stochastic variables to conduct research based on three types of distributions of forecasting errors and four types of distributions of unit outage loss, and to evaluate the risks with their expectation, value