| 计及风险并考虑差价合约的发电公司报价策略研究 |
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| 引用本文： | 马新顺,刘建新,文福拴,倪以信,吴复立. 计及风险并考虑差价合约的发电公司报价策略研究[J]. 华北电力大学学报(自然科学版), 2005, 32(1): 37-41 |
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| 作者姓名： | 马新顺 刘建新 文福拴 倪以信 吴复立 |
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| 作者单位： | 华北电力大学,电气工程学院,河北,保定,071003;香港大学,电机电子工程系,香港 |
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| 基金项目： | 高等学校博士学科点专项科研基金资助项目(2000033530)香港大学"种子"基金资助项目. |
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| 摘 要： | 针对有差价合约存在的电力市场,研究了具有不完全信息的发电公司最优报价策略问题。在假设竞争对手的报价策略服从已知概率分布条件下,构造了计及风险并考虑差价合约的发电公司报价策略的随机优化模型,并给出了有效的求解方法。最后,以有6个发电公司参与的电力市场为算例,说明所提出方法的基本特征,并讨论了差价合约电量、发电公司风险规避程度等因素对最优报价策略的影响。
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| 关 键 词： | 电力市场 差价合约 报价策略 风险分析 |
| 文章编号： | 1007-2691(2005)01-0037-05 |
| 修稿时间： | 2004-03-23 |
Development of risk-constrained optimal bidding straegies for generation companies in electricity markets with contract for difference |
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| MA Xin-shun,LIU Jian-xin,WEN Fu-shuan,NI Yi-xin,WU Fu-li. Development of risk-constrained optimal bidding straegies for generation companies in electricity markets with contract for difference[J]. Journal of North China Electric Power University, 2005, 32(1): 37-41 |
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| Authors: | MA Xin-shun LIU Jian-xin WEN Fu-shuan NI Yi-xin WU Fu-li |
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| Abstract: | The focus of this paper is on the development of risk-constrained optimal bidding strategies for generation companies participating in an electricity market where the linear bidding functions and Contract for Difference (CFD) are utilized. Upon given the rivals' bidding probability distribution functions in the competitive conditions with imperfect information, the problem is formulated as a stochastie optimization model and solved by an efficient optimization-based method. A numerical example with six companies participating in this market is used to illustrate the methodological features, and some of the sensitivity analyses are discussed. |
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| Keywords: | electricity market contract for difference bidding strategies risk analysis |
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