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确定性电量分解算法实证分析
引用本文:陈建华,张宁,戴铁潮,叶炯,杨莉,甘德强.确定性电量分解算法实证分析[J].电力系统自动化,2008,32(2):21-25.
作者姓名:陈建华  张宁  戴铁潮  叶炯  杨莉  甘德强
作者单位:浙江大学电气工程学院,浙江省杭州市,310027;浙江省电力公司发展策划部,浙江省杭州市,310007
摘    要:确定性电量分解算法是一种直观、简单的分解方法,但相关实证性研究较少。文中提出平均合同电量比例、平均合同电量比例与电价相关性2项公平性评估指标,采用期望、标准差和半标准差评估年度基数合同对电厂的收益和风险的影响。选用华东区域市场实际数据,分析结果表明确定性电量分解算法公平地对待发购电双方,电厂签订年度基数合同可有效降低其风险。

关 键 词:合同分解  公平性  风险  电力市场
收稿时间:2007-06-07
修稿时间:2007-08-31

Empirical Analysis on the Deterministic Contract Decomposition Algorithm
CHEN Jianhu,ZHANG Ning,DAI Tiechao,YE Jiong,Yang Li,GAN Deqiang.Empirical Analysis on the Deterministic Contract Decomposition Algorithm[J].Automation of Electric Power Systems,2008,32(2):21-25.
Authors:CHEN Jianhu  ZHANG Ning  DAI Tiechao  YE Jiong  Yang Li  GAN Deqiang
Abstract:An analysis on the deterministic contract decomposition algorithm of East China electricity market is presented. Two indices of the average contract quantity proportion, the correlation of contract quantity proportion and price are adopted to evaluate the equity of the algorithm. Expectation, standard deviation and half standard deviation are used to evaluate the income and risk of generators. An empirical analysis is undertaken based on the historical data of East China electricity market. By use of the algorithm, the results indicate that the buyer and generators are treated equally and the generator risk is reduced effectively.
Keywords:contract decomposition  equity  risk  electricity market
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