南方电网技术2017，Vol.11Issue(11)：46-52,7.DOI:10.13648/j.cnki.issn1674-0629.2017.11.008
考虑碳交易风险的发电商低碳调度策略
Low Carbon Power Dispatch Strategy for Power Suppliers Considering the Risks of Carbon Trading
摘要
Abstract
By 2018,China will carry out the national carbon trading policy.In the carbon trading market,the power suppliers are facing with the risk of uncertainty in the carbon trading price.Considering the risks of carbon trading,the low carbon dispatch problem of power suppliers is worth studying.Drawing on the theory of risk management in financial field,this paper uses conditional value at risk (CVaR) as a risk measurement index,and proposes a low carbon dispatch optimization model for power suppliers considering the risks of carbon trading.The model is used to calculate the carbon trading portfolio optimization of power suppliers.At the same time,the impacts of power suppliers risk preference confidence,changes in carbon trading prices and carbon emission limits on the carbon trading risks of power suppliers are analyzed.The effectiveness of the proposed model is verified by examples.The power suppliers can optimize the power generation,balance profits and risks byusing the model,and the model has a certain reference value and guiding role for the power suppliers business decisions.关键词
碳交易/条件风险价值/低碳电力调度Key words
carbon trading/conditional value at risk/low carbon power dispatch分类
管理科学引用本文复制引用
孙旻,刘莉莉,喻洁,李鹏,陈梵,张天宝..考虑碳交易风险的发电商低碳调度策略[J].南方电网技术,2017,11(11):46-52,7.基金项目
国家自然科学基金项目(51407030) （51407030）
国家电网科技项目(面向全球能源互联网的电网调度和交易模式研究).Supported by the National Natural Science foundation of China (51407030) （面向全球能源互联网的电网调度和交易模式研究）
State Grid Science and Technology Project (Research on power grid scheduling and transaction model for global energy Internet). （Research on power grid scheduling and transaction model for global energy Internet）
