基于改进GA的配电商多市场购电策略研究

引入条件风险价值（conditional value at risk, CVaR）作为市场风险的度量因子，建立了以最大化期望收益为目标的配电商多市场购电决策模型，分析了期权和可中断负荷（interruptible load, IL）对购电组合的影响。算例结果表明：期权和IL能有效地降低配电商的购电损失，期权价格、IL补偿价格和配电商的风险厌恶态度对购电组合策略有显著影响，CVaR作为一致性的风险测量工具，可较好地应用于电力市场中的风险管理。

Research on Purchasing Strategies of Distribution Companies Based on Improved GA

With conditional value at risk (CVaR) as a measuring index for market risk, a purchasing model for distribution companies (Discos) among several sub-markets is presented, in which the object function is to maximize the expected benefit of Discos. The impacts of options and IL on purchasing portfolio are analyzed. The results of numerical examples show that options and IL can effectively lower portfolio loss, and strike price of options, IL compensation price and risk evaded mentalities of Discos have explicit effect on the portfolio allocation. As a consistency risk measuring tool, CVaR can be better applied to risk management in electricity markets.