| 基于电价预测风险下的发电商最优售电研究 |
| |
| 引用本文： | 刘刚,马光文. 基于电价预测风险下的发电商最优售电研究[J]. 水力发电, 2006, 32(10): 80-82 |
| |
| 作者姓名： | 刘刚 马光文 |
| |
| 作者单位： | 四川大学,四川,成都,610065 |
| |
| 摘 要： | 远期市场和现货市场的电价和风险是不相同的。对发电商而言,最关键的问题是针对本公司的情况,依据市场信息,寻求两市场发电容量优化分配的售电策略,使得发电商在最小风险下获得最大收益。研究提出了基于电价预测风险下发电商在两个市场的最优售电问题。通过引入Markowitz投资风险理论,得出了该问题的解析解,并以算例分析了电价预测风险对两市场最优售电的影响。
|
| 关 键 词： | 电量分配 预测精度 风险决策 电价 电力市场 |
| 文章编号： | 0559-9342（2006）10-0080-03 |
| 收稿时间： | 2006-04-04 |
| 修稿时间： | 2006-04-04 |
Research on Optimal Allocation of Generation Company Based on the Electricity Price Prediction Risk |
| |
| Liu Gang,Ma Guangwen. Research on Optimal Allocation of Generation Company Based on the Electricity Price Prediction Risk[J]. Water Power, 2006, 32(10): 80-82 |
| |
| Authors: | Liu Gang Ma Guangwen |
| |
| Affiliation: | Sichuan University, Chengdu Sichuan 610065 |
| |
| Abstract: | The electricity prices in forward market and spot market are not the same.One key issue for a generation company is,according to its practical status and market information,to seek an optimal allocation of generation capacity between forward market and spot market to maximize the total revenue and minimize the associated risks.Based on the electricity price predict precision risk,a generation company optimal allocation of capacity between two market is present in this paper.By introducing the Markovitz theory,the analytical solution is obtained,and the numerical simulation example is given.The result shows the precision risk of electricity price has important influence on optimal allocation. |
| |
| Keywords: | capability allocation model precision risk decision-making electricity price electricity market |
| 本文献已被 CNKI 维普 万方数据 等数据库收录！ |
|
