电力系统自动化2018，Vol.42Issue(1)：47-54,143,9.DOI:10.7500/AEPS20170522001
售电公司购售电业务决策与风险评估
Decision-making and Risk Assessment of Purchasing and Selling Business for Electricity Retailers
王林炎 1张粒子 1张凡 2金东亚1
作者信息
- 1. 华北电力大学电气与电子工程学院,北京市102206
- 2. 国网能源研究院有限公司,北京市102209
- 折叠
摘要
Abstract
Decision-making and risk assessment of electricity purchasing and selling business is the major activities of electricity retailers in electricity market.In order to enrich the electricity purchasing and selling business modes,the possible power purchasing and selling business are classified and combined to acquire the different business modes in the medium-and long-term and spot electricity market.Some random variables such as spot prices and electricity demand are simulated by the scenario method.The conditional value at risk (CVaR) of profit is used as the financial risk assessment indicator.A comprehensive model of risk decision and assessment for purchasing and selling business is built to maximize the comprehensive utility of the electricity retailer.The influence of different factors on the electricity retailers risk decision and assessment is analyzed with different business models.Three different power purchasing and selling business modes are presented as examples.The validity of the model is verified in the example 1 by analyzing the influence of the risk preference of retailer and different types of selling contracts on the selling behavior and the financial risk.Based on the power purchasing and selling business modes of example 1,example 2 and example 3,the influence of the unit cost and scale on the decision and risk of electricity retailers is assessed when respectively introducing medium-and long-term renewable power business and energy storage leasing business.关键词
购售电/决策/风险评估/条件风险利润/可再生能源/储能/场景法Key words
power purchasing and selling/decision-making/risk assessment/conditional value at risk(CVaR)of profit/renewable energy/energy storage/scenario method引用本文复制引用
王林炎,张粒子,张凡,金东亚..售电公司购售电业务决策与风险评估[J].电力系统自动化,2018,42(1):47-54,143,9.
