电网技术2011，Vol.35Issue(9)：176-180,5.
计入发电商风险偏好的电力市场古诺均衡分析
Integration of Genco's Risk Preference in Cournot Eouilibrium Analysis of Electricity Markets
摘要
Abstract
Large-scale grid-connection of wind farms increases genco's risk of market competition and in this environment conventional gencos with different risk preferences will make tradeoffs between their market profits and risks through different strategic behaviors. In allusion to electricity wholesale market containing grid-connected wind farms, utilizing the mean-variance utility theory, a Cournot equilibrium model of electricity market is built and its analytical solution is given. The impacts of uncertainty of power output from wind farms and the risk preference of conventional gencos on market equilibrium results are emphatically researched in theory. The reasonableness of the theoretical analysis is verified by simulation results of numerical examples. The research shows that when conventional gencos with risk-averse exist, the increase of uncertainty of power output from wind farms makes the price rising in equilibrium market; the intensifying of conventional gencos' risk-averse extent will also make the price rising in equilibrium market.关键词
电力市场/风力发电/风险偏好/古诺模型/均衡Key words
electricity market/wind power generation/risk preference/Cournot model/equilibrium analysisKEY WORDS:分类
信息技术与安全科学引用本文复制引用
张少华,王晛,康小宁,李渝曾..计入发电商风险偏好的电力市场古诺均衡分析[J].电网技术,2011,35(9):176-180,5.基金项目
国家自然科学基金项目(70871074,51007052). （70871074,51007052）
