摘要
日前现货市场环境下,合理申报段电量和段电价是提高发电企业利润的重要报价策略。为了制定满足风险要求的这一策略,从发电企业的角度出发,通过分析历史预测出清价的误差,统计其概率分布,最后得到误差在不同置信度下的VaR值,并且通过VaR值来指导发电企业进行段电量和段电价的申报。计算实例表明,该法不仅满足独立发电企业所要求的简单、实用原则,并且能够满足日前现货市场竞价要求。
Under the day-ahead electricity market, it is an important producer by reasonably bidding the block electric quantity and price. requirement, this paper presents a new method to bid block electric strategy to improve the profit of an electricity In order to present the strategy that satisfy risk quantity and price. The method analyses MCP forecasted error at first, and then calculate its probability distribution. At last, the VaRs of error under different confidence are obtained, which could guide IPP to submit block electric quantity and price. The results declare that the method is not only satisfies the request of simple and practicality, but it also meets all the conditions of day-ahead power market.
出处
《四川大学学报（工程科学版）》
EI
CAS
CSCD
北大核心
2007年第3期57-61,共5页
Journal of Sichuan University (Engineering Science Edition)
基金
国家自然科学基金资助项目(50539140)
关键词
电力市场
竞价
出清价
在险值
段电价
electric power market
bidding
Market Clearing Price （MCP）
Value at Risk （VaR）
block price
