售电公司购售电业务决策与风险评估

购售电业务的决策和风险评估是售电公司适应电力市场的关键。为丰富售电公司购售电业务,在中长期加现货交易的市场模式下,对售电公司可能的购售电业务进行分类,组合得到不同购售电业务模式。采用场景法对模型中的现货价格和用电需求等风险随机变量进行模拟,以条件风险利润作为风险评估指标,以售电公司风险和预期收益综合效用最大化为目标,建立购售电业务综合决策与风险评估模型。探究在不同购售电业务模式下不同因素对购售电业务决策和风险水平影响。算例选取了3种购售电业务模式进行分析。模式1分析了售电公司的风险偏好和不同类型的售电合同对售电公司购售电行为以及风险的影响,初步验证了模型的有效性。模式2和模式3在模式1购售电业务模式的基础上,分别引入可再生能源中长期购电业务和储能租用业务,评估其单位成本和规模对售电公司购售电决策和风险的影响。

Decision-making and Risk Assessment of Purchasing and Selling Business of Electricity Retailers

Decision-making and risk assessment of electricity purchasing and selling business is the major activities of electricity retailers in electricity market. In order to enrich the electricity purchasing and selling business modes, the possible power purchasing and selling business are classified and combined to acquire the different business mode in the medium and long term and spot electricity market. Some random variables such as spot prices and electricity demand are simulated by the scenario method. The conditional value at risk(CVaR)of profit is used as the financial risk assessment indicator. A comprehensive model of risk decision and assessment for purchasing and selling business is built to maximize the comprehensive utility of the electricity retailer. The influence of different factors on the electricity retailers risk decision and assessment is analyzed with different business models. Three different power purchasing and selling business mode are presented as examples in this paper. The validity of the model is verified in the example 1 by analyzing the influence of the risk preference of retailer and different types of selling contracts on the selling behavior and the financial risk. Based on the power purchasing and selling business modes of example 1, example 2 and example 3, the influence of the unit cost and scale for the decision and risk of electricity retailers is assessed when respectively introducing medium- and long-term renewable power business and energy storage leasing business.