考虑用户反应的配电公司最优购售电与风险管理策略

上海交通大学学报（自然版） ›› 2012, Vol. 46 ›› Issue (07): 1122-1126.

考虑用户反应的配电公司最优购售电与风险管理策略

黄海伦1，严正2，杨云益1，文锐1，杨佩娟1

(1.中国舰船研究设计中心上海分部，上海 201108；2.上海交通大学电子信息与电气工程学院，上海 200240)

收稿日期:2011-09-21 出版日期:2012-07-30 发布日期:2012-07-30
基金资助:
国家自然科学基金重点资助项目(90612018)

Optimal Strategy for Distribution Companies to Purchase and Sell Electricity and Manage Risk Considering Consumers’ Price Elasticity of Demand

HUANG Hai-Lun-1, YAN Zheng-2, YANG Yun-Yi-1, WEN Rui-1, YANG Pei-Juan-1

(1. China Ship Development and Design Center, Shanghai 201108, China; 2. School of Electronic, Information and Electrical Engineering, Shanghai Jiaotong University, Shanghai 200240, China)

Received:2011-09-21 Online:2012-07-30 Published:2012-07-30

摘要/Abstract

摘要： 以一致性风险指标条件风险值(CVaR)衡量风险，提出一种考虑用户需求价格弹性的配电公司购售电最优策略，以期望售电利润最大化和购电风险最小化为目标，在优化购电结果的同时确定对用户的售电价格.所建立模型是一个随机规划问题，可以通过转化法求解.在此模型中，配电公司通过多种方式购电，如现货市场、远期合约和自备电厂等.仿真结果表明，在考虑售电侧用户的响应及购电侧的现货价格波动后，配电公司的购售电策略更贴近实际情况，为购电商实施购售电综合风险管理提供了一个新的思路.

关键词: 电力市场, 风险管理, 购售电, 条件风险值, 需求价格弹性

Abstract: An optimal strategy for distribution companies to purchase and sell electricity that considering consumers’ price elasticity of demand was proposed. Its objective is to maximize the companies’ expected sale profit and minimize purchase risks, quantified by CVaR. Moreover, it can optimize the procurement structure and determine the sale price to consumers. Because it is a stochastic programming model, transformation method is adopted to solve it. In this model, multiple power supply options are provided, such as spot market, forward contracts, and selfproduction. The simulation results show that the strategy is very close to the actual situation as it simultaneously considers the reflection of consumers on sale price and spot price at the purchase side. This provides a new frame for distribution companies to implement integrated risk management in electricity procurement and sale.

Key words: electricity market, risk management, purchase and sell electricity, CVaR(conditional value at risk), price elasticity of demand

中图分类号:

TM 73

黄海伦1, 严正2, 杨云益1, 文锐1, 杨佩娟1. 考虑用户反应的配电公司最优购售电与风险管理策略[J]. 上海交通大学学报（自然版）, 2012, 46(07): 1122-1126.

HUANG Hai-Lun-1, YAN Zheng-2, YANG Yun-Yi-1, WEN Rui-1, YANG Pei-Juan-1. Optimal Strategy for Distribution Companies to Purchase and Sell Electricity and Manage Risk Considering Consumers’ Price Elasticity of Demand[J]. Journal of Shanghai Jiaotong University, 2012, 46(07): 1122-1126.

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