| 基于风险的火电厂报价策略评估 |
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| 引用本文： | 葛朝强,李扬,唐国庆,施立群.基于风险的火电厂报价策略评估[J].电网技术,2003,27(11):48-51. |
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| 作者姓名： | 葛朝强 李扬 唐国庆 施立群 |
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| 作者单位： | 1. 东南大学电气工程系,江苏省,南京市210096
2. 上海复旦网络股份有限公司,上海200433 |
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| 摘 要： | 提出了一种新的适用于火电厂报价决策的风险度量方法，建立了简化的发电侧电力市场电价与利润模型，提出了基于历史报价数据的相关性分析方法和成交价预测方法，以概率分布的形式表示预测结果，并结合实例分析了如何采用风险评估方法选择最优报价策略。
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| 关 键 词： | 火电厂 报价策略评估 风险 发电侧电力市场 电价 竞价策略 市场竞争 |
| 文章编号： | 1000-3673(2003)11-0048-04 |
| 修稿时间： | 2003年4月27日 |
RISK BASED ASSESSMENT FOR STRATEGIES IN THERMAL POWER PLANT BIDDING |
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| GE Zhao-qiang,LI Yang,TANG Guo-qing,SHI Li-qun.RISK BASED ASSESSMENT FOR STRATEGIES IN THERMAL POWER PLANT BIDDING[J].Power System Technology,2003,27(11):48-51. |
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| Authors: | GE Zhao-qiang LI Yang TANG Guo-qing SHI Li-qun |
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| Affiliation: | GE Zhao-qiang1,LI Yang1,TANG Guo-qing1,SHI Li-qun2 |
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| Abstract: | A novel risk assessment method for decision making of thermal power plant with strategy bidding is presented in which a simplified electricity pricing and profit model for domestic electricity market of generation side is established. A relevance analysis method and a closing cost forecasting method based on historical bidding data are put forward and the forecasting results are represented by the form of probability distribution. With practical examples, the method of how to choose the optimal bidding strategy with risk assessment is analyzed. Comparing with short-term and long-term strategies, the middle-term strategy based on the risk and profit assessment is more suitable. |
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| Keywords: | Electricity market Bidding strategy Risk assessment MCP forecast |
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