分布式能源2023，Vol.8Issue(6)：42-48,7.DOI:10.16513/j.2096-2185.DE.2308606
基于金融储能权的市场风险规避方法
Market Risk Hedging Approach Based on Financial Storage Rights
冯胤鑫 1韩冬1
作者信息
- 1. 上海理工大学电气工程系,上海市 杨浦区 200093
- 折叠
摘要
Abstract
With the increasing penetration of renewable energy in the distribution network,the uncertainty and volatility of its power generation are increasing,which leads to a series of problems such as line blocking.The fluctuation of marginal price of power market nodes due to line congestion brings additional uncertainty risk to market participants.Therefore,according to the characteristics of China's power market,a blocking risk avoidance mechanism based on financial energy storage rights is proposed.This mechanism allows market participants to obtain the right to use energy storage settled by node marginal price through financial energy storage right trading,so as to effectively avoid the blocking risk caused by node marginal price fluctuations.Then,a blocking risk avoidance model based on financial energy storage rights is designed,which combines node marginal price and blocking price to optimize the charging and discharging strategy of energy storage and the trading strategy of financial energy storage rights,aiming to maximize the profit of financial energy storage rights and help market participants effectively avoid the risks caused by line blocking.Taking an extended IEEE 33-node distribution network as a simulation case,the simulation results demonstrate the effectiveness of the proposed congestion risk avoidance mechanism and model.关键词
金融储能权/节点边际电价/电力市场/风险规避/阻塞管理Key words
financial storage rights/locational marginal price/electricity market/risk hedging/congestion management分类
能源科技引用本文复制引用
冯胤鑫,韩冬..基于金融储能权的市场风险规避方法[J].分布式能源,2023,8(6):42-48,7.
