摘要
传统的市场风险评估一般侧重于售电侧,忽略了市场风险的成因与内在规律,不能如实反映出购售电主体所面临的风险。文中利用序列运算理论建立了购售电主体报价行为的不确定性模型,基于市场模拟的方法,分析其他购售电主体报价策略的可能变化及其对被评估市场主体成交结果产生的影响,并依据效用函数建立了相应的风险评估指标,从成交电价与成交电量2个方面综合地评估市场风险;最后利用具体算例验证了所提出的方法的合理性。
Conventional market risk assessment methods mainly focus on the sellers＇ side, but ignore the inherent causes and economic principles. This cannot reflect the actual risks facing the electricity buyers and sellers. The paper proposes a stochastic model for the bidding behaviors of electricity buyers and sellers based on sequence operation theory. The market players bidding strategies and impacts on the bidding results are simulated. Risk assessment index is also derived from the utility function to comprehensively evaluate the risks from both the trading energy volume and prices. A case study in a deregulated electricity market validates the proposed method.
出处
《电力系统自动化》
EI
CSCD
北大核心
2008年第4期15-19,97,共6页
Automation of Electric Power Systems
基金
国家自然科学基金资助项目(50777031)
新世纪优秀人才支持计划资助项目(NCET-07-0484)~~
关键词
风险评估
序列运算理论
不确定性
电力市场
risk assessment
sequence operation theory
uncertainty
power market
