电力系统自动化2018，Vol.42Issue(4)：39-46,8.DOI:10.7500/AEPS20170621008
考虑条件风险价值的虚拟电厂多电源容量优化配置模型
Optimal Allocation Model for Multi-energy Capacity of Virtual Power Plant Considering Conditional Value-at-risk
摘要
Abstract
Output uncertainties of the wind power,photovoltaic and other renewable energy sources,together with the fluctuation of market price will lead to the risk of the profit of the virtual power plant(VPP).The reasonable allocation of the capacity of wind turbine generators,photovoltaic generation,battery and conventional units can improve the reliability of power supply and maximize the interests of investors.This paper proposes a method of optimizing the capacity of units in VPP considering risk measurement based on the investment portfolio theory that both investment and operation cost are included in the obj ective.The conditional value-at-risk(CVaR)is set as the risk measurement index,and the impact of risk preference on the multi-energy capacity allocation of VPP is investigated.Historical data of wind,photovoltaic resource and market price in Texas of the United States are employed as the representative scenarios,by using the scenario technologies to simulate uncertainties.The results validate the effectiveness of the proposed model,and provides a quantitative basis for the investors with different risk preferences when planning the multi-energy capacity optimal allocation of VPP problem.关键词
虚拟电厂/条件风险价值(CVaR)/投资组合理论/容量配置优化/不确定性/规划运行一体化Key words
virtual power plant(VPP)/conditional value-at-risk(CVaR)/investment portfolio theory/capacity allocation optimization/uncertainties/integration of planning and operation引用本文复制引用
卫志农,陈妤,黄文进,胥峥,孙国强,周亦洲..考虑条件风险价值的虚拟电厂多电源容量优化配置模型[J].电力系统自动化,2018,42(4):39-46,8.基金项目
国家自然科学基金资助项目(51277052) （51277052）
国家电网公司科技项目(J2017129).This work is supported by National Natural Science Foundation of China(No.51277052)and State Grid Corporation of China(No.J2017129). （J2017129）
