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1.
电力系统和电力市场特殊的技术性约束和结构性约束,使得电力市场中发电商的策略组合可行集与资本市场中投资者的策略组合可行集存在显著差异,而现有的研究对这些差异没有进行系统的探讨,这给发电商多交易策略研究成果应用于实际的发电商决策造成了困难。文中针对目前研究存在的不足,以有效前沿为分析工具,着重探讨电力系统和电力市场的技术性约束和结构性约束对发电商多交易策略可行集的影响,得到了发电商多交易策略有效前沿的形状不同于一般投资市场有效前沿的结论。从理论上阐明了发电商多交易决策中考虑电力市场特殊约束的重要性。  相似文献   

2.
电力市场中各类市场具有不同的价格波动特性和收益率随机变化特性。为了保证年度收益最大且风险最低,发电商需在各个市场上合理分配参与竞价的电量。借鉴金融领域风险管理的理论,以条件风险价值(CVaR)为风险计量指标,综合考虑风险和期望收益率,建立了新的发电商均值-CVaR投标组合优化模型。应用该模型,对发电商在年度合约市场、月度合约市场、日前市场和实时市场4个市场总电量的分配比例和有效前沿进行了计算。计算结果表明,所提出的模型能较真实地反映发电商所面临的市场风险的本质特征,可使发电商在保证一定期望收益率的前提下承担最小的CVaR风险,从而为发电商的投标决策与风险评估提供了新的思路。  相似文献   

3.
在不确定的电力现货市场条件下,讨论了发电商和售电商关于长期合约交易与现货交易之间的最佳选择策略方法,提出一种(随机)二层规划理论模型及其求解算法。根据求解结果,发电商可确定适当的合约电价及合约电量,使公司获得最大利润;售电商能对签订多少合约电量和购买多少现货电量做出最佳决策,使公司获得最大效益。最后给出了结论及需进一步研究的问题。  相似文献   

4.
针对实际运营电力市场的需求,研究发电商在期权市场与现货市场的联合竞争问题,建立了一个考虑输电约束的两阶段古诺博弈模型。该模型是一个具有均衡约束的2层数学模型,可使用非线性互补方法和改进的Levenberg-Marquardt算法求解。结果表明,输电阻塞抑制了发电商参与期权交易的积极性,削弱了期权对电力市场的作用,加强了处于阻塞有利位置的发电商的市场力,发电商可通过策略性竞标剥夺用户和网络所有者的部分或全部收益。  相似文献   

5.
发电商在电力市场中的整个决策过程可分为3个阶段:投资决策、资产组合和策略选择。资产组合与投资决策和策略选择一样,是整个发电商效用最大化问题的重要一环。文中基于证券投资领域近年来的研究成果,提出了一种方法,根据该方法对电力市场重新建模,并对该方法的可信性和有效性进行了全面的验证和考察。为了使结果更有可信度,算例采用实际电力市场(PJM)的真实电价数据。算例和拓展计算的结果反映了该资产组合方法的可信性和有效性,且不同的资产组合会使发电商的收益和风险产生很大的差别。  相似文献   

6.
在电力市场环境下,发电商的策略性投标行为关系到电价风险、市场稳定、市场力滥用行为及发电商自身利润等诸多问题。文中在对发电机组成本/需求的微观经济分析基础上,建立了机组面对需求曲线的公式及求解方法,提出了机组市场价格控制区的新概念。基于经济学中企业经营决策的最大利润原理,阐述了“边际发电成本等于边际发电收入”的机组最优竞价准则,提出了拥有不同市场力的发电商最优竞价策略及算法。  相似文献   

7.
期权是电力市场参与者使用的主要金融工具之一。建立了风险厌恶的购电商以效用最大为目标、风险中立的发电商按Cournot方式竞争的两阶段博弈模型,给出了市场均衡的解析解。结果表明期权对电力市场的作用要强于远期合约,随着购电商等值风险规避指数和现货市场电价波动性的增加,发电商的市场力逐渐加强,为保持较高的收益和现货市场电价,发电商有兴趣维持现货市场电价的高波动性。  相似文献   

8.
为提升电网电能交易收益以及风险识别精准度,提出了基于Hotbooting-Q算法的抽水蓄能电网电能交易风险识别方法.搭建了基于深度Q学习算法的电网电能交易博弈模型,并运用Hotbooting技术求解模型Q值表及V值表,获取最佳交易策略;同时构建了抽水蓄能电网电能交易风险识别模型,将获取的最佳交易策略输入模型,分别求解交...  相似文献   

9.
为了控制交易风险发生概率,规避交易风险,助力收益最大化,提出考虑多时间尺度的梯级水电站组合交易风险自适应感知方法。综合考虑多时间尺度,将梯级水电站交易方式划分为上下两层,各层利用多时间尺度的马尔科夫决策描述梯级水电站的交易过程,搭建梯级水电站组合交易序贯模型,并采用人工蜂群算法求解获取组合交易最佳策略,搭建基于条件在险价值的组合交易风险度量模型,给定置信水平,求解组合交易最佳策略的风险值,实现梯级水电站组合交易风险自适应感知。实验结果表明,所提方法能够选取最佳组合交易决策,决策后的水电出力可满足实际负荷需求,拥有理想的决策性能;能够感知各时间段内组合交易的风险值,且应用该方法后可有效控制交易风险发生概率,应用效果极佳。  相似文献   

10.
合约市场是电力市场的重要组成部分,它通过中长期合约交易降低发电商的市场风险,保证电力系统长期安全平稳运营。文中紧密结合我国现状,充分考虑各发电公司由于历史原因造成的在市场上竞争能力的差异,提出了分组竞价的概念和交易机制,在最大限度上保证各发电公司的公正和公平性。提出了分组竞价的合约市场交易模型和算法,可以同时考虑上升、下降及混合型报价曲线。算例分析表明,这种分组竞价机制能保证交易的经济性和公平性,将对电力市场的稳定运营提供有力的保障。  相似文献   

11.
Call for Papers     
正As the eldest and most distributed professional journal of water industry,Water Wastewater Engineering(W WE)gained very wide acceptance from the colleagues working in this field in this country since start publication in 1964.Now it is administrated by the Ministry of Construction of the People’s Republic of China and sponsored by the China Civil Engineering Society etc.  相似文献   

12.
解析法是库岸边坡地下水浸润线计算中便于实际应用的方法,但该方法须基于若干假定并对潜水运动基本方程线性化后才能求解。针对各假定和线性化过程建立不同的地下水渗流数学模型,用解析法和有限元法解答上述数学模型,分析各误差大小及其规律。结果表明:库岸垂直处理带来的误差要小于方程线性化处理和不考虑非饱和渗流带来的误差,而且它们都随渗透系数变大而减小;在三峡库区库水调度情况下,假定库水位等速变化带来的误差对大多岸坡而言可以忽略;计算库岸边坡地下水浸润线时,解析法只适用于水位变化幅度相比含水层厚度较小,且几何边界规则、岩土结构简单、岩土体渗透性较好时的情况。  相似文献   

13.
Changes in summer irrigated cropland acreage and related water use are estimated from satellite remote sensing and ancillary data in semi-arid Southeastern Turkey where traditionally dry agricultural lands are being rapidly transformed into irrigated fields with the help of water from the Euphrates-Tigris Rivers. An image classification methodology based on thresholding of Landsat NDVI images from the peak summer period reveals that the total area of summer irrigated crops has increased three-fold (from 35,000 ha to over 100,000) in the Harran Plain between 1993 and 2002. Coupled analysis of annual irrigated crop area from remote sensing and potential evapotranspiration based estimates of irrigation water requirements for cotton indicate a corresponding increase in agricultural water use from about 370 million cubic meters to over one billion cubic meters, a volume in accordance with the state estimates. These estimates have important implications for understanding the rapid changes in current agricultural withdrawals in Southeastern Turkey and form a quantitative basis for exploring the changes in future water demands in the region. For example, expansion of irrigated lands have led to a steady decrease in potential evaporation due to increased roughness and decreased humidity deficit in the Harran Plain. Assuming that the changes in future evaporation conditions will be of similar nature, water use for irrigation is expected to decrease over 40 percent in future irrigation sites. Incorporating this decrease in overall planning of the irrigation projects currently under construction should lead to improved management, and by extension, sustainability of water resources in the region.  相似文献   

14.
用Vray三维渲染引擎来渲染三维场景,其质量和速度是由一些影响因素和参数设置决定的,不同的参数和因素,可以得出不同的三维渲染效果.因此,分析、优化三维渲染质量和速度的影响因素,正确、合理的选择参数对提高Vray最后渲染阶段的质量和速度非常重要.  相似文献   

15.
本文从两相流体动力学的守恒方程出发,考虑固相、液相的相对运动,推导了可以考虑场的不均匀性和流体压缩性的统一形式的控制方程,并对方程所基于的物理概念和相互联系进行了必要的分析。通过对方程适当形式的表达,可导出用于大、小变形固结、渗流和沉积的简化方程,显示了在不同领域的三个理论存在一定的统一性。方程推导过程并未对本构关系加以限制,适用范围较广。依据实际问题的要求,作了不同形式的简化。  相似文献   

16.
该文分析了四川省及重庆市几座中型水电站的调查材料表明:四川省及重庆市中型水电站不仅在川渝主网和地方电网中起着很大的作用,并具有巨大的社会效益,同时还有综合利用效益,说明修建中型水电站的优越性.  相似文献   

17.
Reports concerning the influence of dams on river hydrology vary among researchers, interest groups and government agencies. These often contradicting statements may occur because changes in hydrology caused by dams are distinct for each dam and river watershed. The objective of this research was to use site specific techniques to determine if the 1967 installation of the Carlyle Dam, lower Kaskaskia River, Illinois, altered flood frequency and duration within the forested floodplain located below the dam. Results indicated a decrease in flood duration and frequency, and a decrease in annual flood frequency variation at a site 6.4 km below the dam. Pre‐dam versus post‐dam differences in flood frequency and duration at the site 32.2 km below the dam were related to climate rather than dam effects. Although dam impacts are a concern, this research shows that distance downstream from the dam and downstream tributary and watershed characteristics should be considered before assuming that the dam has changed hydrologic parameters for portions of rivers. This research also indicates that areas of the lower Kaskaskia River may still maintain hydrologic ecological integrity, and could be targeted for restoration and adaptive management purposes. Hydrologic modelling combined with river gage and on‐site well measurement techniques presented in this study could provide detailed flood frequency and duration information for land use, sociological and geomorphological questions in focus areas within river floodplains. Copyright © 2008 John Wiley & Sons, Ltd.  相似文献   

18.
Suitable thermal fish habitats are constrained by both maximum and minimum temperature tolerances. A multivariate and geostatistical approach was developed to estimate stream thermal characteristics at the river segment scale. Data from 22 temperature‐monitoring stations during summer 2007 were used to estimate monthly maximum temperature as well as thermal characteristics such as the number of events, the cumulative degree–days and the associated duration over specific temperature thresholds of 19 and 21°C. The probability of exceeding these temperature thresholds has also been interpolated. The methodology relies on the construction of a multivariate space using physiographic and hydrological characteristics of gauging stations as inputs in a canonical correlation analysis (CCA). A geostatistical interpolation technique, ordinary kriging, was subsequently used to perform interpolation in the physiographical space constructed using CCA. Results from this study were obtained for thermal characteristics estimated into two different interpolation spaces: (1) a 7 metrics space, and (2) an 8 metrics space. Cross‐validation technique has been performed and satisfactory results were obtained. Kriging thermal characteristics (magnitude and duration) into the 7 metric space for a 19°C threshold exceedance leads to best results with Relative Root Mean Square Error (RRMSE) ranging between 9.66 and 15.08%. The study shows that kriging in a multivariate space is a promising tool for water resources managers, especially in cases where risk mapping for lethal or sub‐lethal temperature thresholds may be required for a specific fish species. Copyright © 2010 John Wiley & Sons, Ltd.  相似文献   

19.
利用MgO膨胀剂的延迟微膨胀效应能显著提高大体积混凝土的力学性能,产生的预压应力还能有效提高大体积混凝土抵抗温度开裂的能力,但目前对其微观机理研究不多。采用宏观与微观相结合的方式,研究了不同活性指数、不同掺量的MgO混凝土的力学性能,利用SEM/EDS微观分析手段揭示了MgO对混凝土性能影响的作用机理。试验结果表明:MgO取代部分水泥掺入混凝土中,混凝土的力学性能降低;掺量为4%~5%时,活性指数为100s的MgO混凝土的膨胀率大于活性指数为50 s的MgO混凝土;MgO混凝土的膨胀特性与Ca,Si,Mg,Al等元素的分布情况有关,掺入的MgO将改变界面区Ca,Si,Mg元素的富集特性,Ca元素和Mg元素更易于在界面区富集,导致混凝土宏观力学性能的降低。  相似文献   

20.
基于武汉地铁名都站深基坑工程与水文地质勘察资料,建立了三维工程地质仿真计算模型。依据名都站深基坑开挖支护方案,利用有限元软件MIDAS的摩尔-库仑本构模型,对武汉地铁名都站深基坑施工过程中,不同施工工序下每步开挖之后,基坑的变形情况做仿真模拟计算,并对比分析其对基坑稳定性的影响。结果表明:基坑围护结构的变形情况与施工工序有很大的关系,施工工序越合理,上部土体变形越小,反之越大。因此,在基坑工程的施工过程中,要注重施工步骤的划分与合理安排,从而保证基坑工程的安全。研究成果为以后武汉地区基坑工程的施工设计提供了值得借鉴的经验。  相似文献   

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