电力系统保护与控制Issue(9)：54-59,6.
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
摘要
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 at risk and expected shortfall. The example results show that the forecasting error distribution would have decisive roles on the expectations and value at risks with low credit, but the tail loss with small probability including the expected shortfall and value-at-risk with high degree of confidence would be decided by both distributions of forecasting error and unit outage loss. The results also show that the power grid and insurance company can achieve win-win via the risk aversion of insurance mechanism. This work is supported by the National High Technology Research and Development Program of China (863 Program) (No. 2012AA050204).关键词
备用计划/停电损失/风险评估/风险转移/保险Key words
reserve plan/outage loss/risk evaluation/risk transformation/insurance分类
信息技术与安全科学引用本文复制引用
刘玉娇,王旭,蒋传文,周晓斌..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[J].电力系统保护与控制,2013,(9):54-59,6.基金项目
国家高技术研究发展计划(863计划)(2012AA050204) （863计划）
