电力系统保护与控制2011，Vol.39Issue(18)：32-37,6.
基于CVaR模型的大用户直购电决策分析
Research on direct-power-purchasing decision of large consumers based on CVaR model
摘要
Abstract
In the direct- power-purchasing electric market, when the electric quantity of the large consumers' demand is not equal to the quantity of contract, the large consumers will be at the risk of penalty by the grid. Suppose the electric quantity of the large consumers' demand is random variable, this paper takes the CVaR as risk measurement index to construct the optimal direct-purchasing model for large consumers and gives the optimal electric quantity of contract. The simulation analysis shows that the list price and feed-in tariffs have a positive correlation with the direct-power-purchasing contract electric quantity, while the increase of feed-in tariffs has a weaker and weaker influence on the direct-power-purchasing contract electric quantity, and the increase of list price has a stronger and stronger effect on it. The more accurate the forecast of power demand made by large consumers is, the less sensitive to the national price adjustment the direct-power-purchasing contract electric quality is.关键词
电力市场/直购电/电价/余缺调剂/条件风险价值( CVaR)Key words
electricity market/ direct-power-purchasing/ electricity price/ quantity balancing/ conditional value at risk (CVaR)分类
信息技术与安全科学引用本文复制引用
郭兴磊,张宗益,亢娅丽,汪锋..基于CVaR模型的大用户直购电决策分析[J].电力系统保护与控制,2011,39(18):32-37,6.基金项目
国家自然科学基金资助项目(70941029) （70941029）
中央高校基本科研业务费(CDJSK100067) （CDJSK100067）
