基于中长期电量滚动均衡化的售电公司全周期多时间尺度购售电策略
摘要：随着电力市场改革的深入，市场主体日益剧增，且用户的需求随时变化，现货出清价格不确定。售电公司为了提高利润降低风险，需要进行全周期多时间尺度的购售电匹配，例如合约电量、现货、期权期货等，同时充分利用负荷的需求响应特性为用户制定不同的电价套餐。为此，研究了基于中长期电量滚动均衡化的售电公司全周期多时间尺度的购售电策略，首先采用滚动均衡化方法将中长期电量进行分解，建立中长期电量的梯级分解模型；同时设计期货期权合约来规避现货市场的风险，并建立高耗能用户的价格联动机制。然后，以售电公司利润最大为目标构建鲁棒优化的购售电模型。最后算例证明了模型的有效性，使售电公司的购售电决策在一定置信水平下确保利润最大。
Abstract:Along with the development of the electricity market reform and due to the rapid increasing of market entities as well as the change of users’ demands at any time, the spot clearing price becomes uncertain. To increase revenue and decrease risk, the power retailer needs to conduct the matching of full cycle and multi-time scales power procurement and sale, such as contract electricity, spot, option futures, etc., meanwhile the demand response characteristics of the load should be fully utilized to formulate different electricity price packages for users. For this reason, the power retailer’s full-cycle multi-time scale power purchase and sales strategy based on roll-uniformization of mid-long term electric quantity was researched. Firstly, the mid-long term electric quantity was decomposed by roll-uniformization method to establish a cascade decomposition model for the mid-long term power, at the same time, futures-option contracts were designed to avoid the risks of the spot market and establish a price linkage mechanism for high energy-consuming users. Secondly, taking the maximum profit of power retailer as the objective, a robust optimization model of electricity purchase and sale was constructed as the goal of maximizing the profit of the power retailer. Finally, results of computing example show that the constructed model is effective, and using the power purchase and sale decision formulated by the constructed model the maximum profit of power retailer can be ensured under a certain confidence level.
标题：基于中长期电量滚动均衡化的售电公司全周期多时间尺度购售电策略
英文标题：Full Cycle and Multi-Time Scales Power Procurement and Sale Strategies of Power Retailers Based on Roll-Uniformization of Mid-Long Term Electricity
作者：徐赏, 刘继春,
关键词：售电公司, 期权合约, 滚动均衡化, 条件鲁棒利润, 价格联动,
发表日期：2023-08-10
- 文件大小:
- 2.45 MB
- 下载次数:
- 60
-
高速下载
|
|
