基于ARCH模型的电价联动建模研究

在开展电力零售市场竞争前,销售电价与上网电价的联动机制是在销售侧正确地反映电力市场供需状况和供电成本,规避由于发电竞价而引起上网电价波动给电网企业所带来的市场风险的重要手段。文中通过对电价联动机制存在的风险进行分析,提出一种考虑用户需求响应的电价联动机制与建模的新思路。该联动机制中,电价监管者要在一个电价联动期开始前,向电力5用户公布预期的电价联动水平;在该联动期结束后,根据实际上网电价的波动情况和用电情况,及时制定销售联动电价水平,对于实行电价联动的用户,当期按联动后的电价水平进行结算。同时,该文针对销售电价与上网电价联动存在的风险,采用自回归条件异方差(ARCH)模型对联动期内平均上网电价的波动情况进行数学描述,实现了联动模型的具体建模和对联动水平的预测。最后,采用实例数据对联动模型进行实证分析。

Electricity Tariff Linkage Modeling Research Based on ARCH

Before the formation of power retail market,the linkage mechanism of electricity tariff and system marginal price has great significance to the risk reduction of the fluctuation of system marginal price.According to the analysis of the risk,this paper proposes a new method to mechanism modeling that based on the response of customer demands.First,the models provide power customers with prospective linkage degree so that it makes the customers be more active in the linkage progress of electricity tariff.These activities can be more helpful to exert the leverage adjust function of electricity tariff to power demand.This function will regulate the fluctuation of system marginal price and reduce the linkage risk that is induced by the time lag between electricity tariff linkage regulation and the fluctuation of system marginal price.And also considering the risk,this paper provides detailed analysis of the fluctuation of system marginal price using auto regressive conditional heteroskedasticity(ARCH)models.Finally,the paper builds risk linkage analysis model and input related data to the model to do the example analysis.