基于卖方灵活电力合约的风电中长期交易策略

风力发电商在一些发达国家已作为独立的主体参与电力市场交易。文章构建了风电交易的灵活电力合约模型,并提出了风电商在中长期市场基于卖方灵活电力合约的交易策略。风电商可以在各阶段开始时刻根据市场状况和自身出力预测情况灵活安排阶段内各时段的合约电量,以使自身收益最大化。文章着重研究了合约电量的优化决策问题,提出了基于随机动态规划的模型和求解方法。算例中使用时间序列法进行风速和电价的模拟和预测,通过几种交易方案的比较,说明卖方灵活电力合约能够显著提升风电商的收益水平,同时有效控制收益风险。

A Wind Power Long-Term Trading Strategy Based on Seller-Side Flexible Electricity Contract

Wind power producers have begun to participate in electricity market in some developed countries. This paper builds a model for wind power flexible electricity contract and proposes a wind power long-term trading strategy based on seller-side flexible electricity contract. Wind power producers can flexibly schedule the contract energy during each period according to market condition and wind power prediction in order to maximize their profits. This paper focuses on the optimal decision of contract energy, proposes the model based on stochastic dynamic programming and its solving method. In examples, we use time series method for the simulation and prediction of wind speed and electricity price. The comparison of three different trading strategies shows that a well scheduled seller-side flexible electricity contract can significantly enhance the income of wind power producer and effectively control financial risk at the same time.