考虑风险因素的两市场购电优化分配问题

不同国家和地区的电力市场通常根据自己的特点采用不同的市场模式,但无论在何种模式下,都存在一个类似于长期市场和短期市场的结构。电力市场中的购电商通常要在长期市场和短期市场进行电力交易,而其中的关键问题之一是如何针对本公司的情况,根据市场信息,寻求一种购电策略,优化两个市场的购电分配,使总的购电费用和风险尽可能得小。文中对这一问题进行了建模和讨论,针对由总费用和风险共同构成的目标函数,研究了两个市场的购电问题,给出了问题的解析解并针对实际市场数据进行了数值仿真,该问题的研究结果不仅有利于购电商分配不同市场的购电量,也为购电商进一步构造竞标曲线奠定了基础。

OPTIMIZATION OF PURCHASE ALLOCATION IN DUAL ELECTRIC POWER MARKETS WITH RISK MANAGEMENT

Although the m arket structures worldwide m ay be quite different in kinds based on peculiarities of different countries,there generally exist long- term forward market and real time m arket.An energy service company in electric power market usually purchases energy from long term market and real tim e market.One key issue in purchase strategy is to allocate purchases among m arkets to minim ize the total purchase costs and the associated risks.This paper discusses the purchase allocation problem of two m arkets with risk m anagem ent.The analytical solution is obtained and the num erical simulation results are presented with the actual market data.This research result is helpful for the market purchasers optimizing his markets allocation and further building bid curves in power market.