| 计入发电商风险偏好的电力市场古诺均衡分析 |
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| 引用本文： | 张少华,王晛,康小宁,李渝曾.计入发电商风险偏好的电力市场古诺均衡分析[J].电网技术,2011,35(9):176-180. |
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| 作者姓名： | 张少华 王晛 康小宁 李渝曾 |
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| 作者单位： | 上海大学自动化系,上海市闸北区,200072 |
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| 基金项目： | 国家自然科学基金项目(70871074,51007052); 上海大学“十一五”211建设项目的资助~~ |
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| 摘 要： | 大规模的风电并网会增加常规发电商的市场竞争风险,在此环境下,具有不同风险偏好的常规发电商会通过不同的策略性竞争行为协调其市场竞争收益和风险.针对具有风电并网发电的电力批发市场,采用均值-方差效用理论,建立了一个考虑发电商风险偏好的电力市场古诺均衡模型,并给出了其解析解.理论分析着重研究了风电出力的不确定性和常规发电商风...
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| 关 键 词： | 电力市场 风力发电 风险偏好 古诺模型 均衡 |
Integration of Genco's Risk Preference in Cournot Equilibrium Analysis of Electricity Markets |
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| ZHANG Shaohua
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WANG Xian
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KANG Xiaoning
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LI Yuzeng.Integration of Genco's Risk Preference in Cournot Equilibrium Analysis of Electricity Markets[J].Power System Technology,2011,35(9):176-180. |
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| Authors: | ZHANG Shaohua WANG Xian KANG Xiaoning LI Yuzeng |
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| Affiliation: | ZHANG Shaohua,WANG Xian,KANG Xiaoning,LI Yuzeng(Department of Automation,Shanghai University,Zhabei District,Shanghai 200072,China) |
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| Abstract: | Large-scale grid-connection of wind farms increases genco's risk of market competition and in this environment conventional gencos with different risk preferences will make tradeoffs between their market profits and risks through different strategic behaviors.In allusion to electricity wholesale market containing grid-connected wind farms,utilizing the mean-variance utility theory,a Cournot equilibrium model of electricity market is built and its analytical solution is given.The impacts of uncertainty of po... |
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| Keywords: | electricity market wind power generation risk preference Cournot model equilibrium analysis |
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