供电公司实行峰谷分时电价的风险价值计算模型

首先采用风险价值(value at risk，VaR)方法根据历史数据计算出各月峰谷时段用电量的历史序列，并在一定的置信度下对谷段和峰段的用电量进行预测；然后采用区间数学方法构建了风险评估模型，以便对供电公司实行峰谷分时电价的风险进行衡量；最后采用该模型分析了某供电局的历史数据并衡量了其实施峰谷分时电价的风险，结果表明该模型不仅是有效的，而且还可以使需求侧管理更具可操作性。

Value of Risk Calculation Model for Power Supply Company Adopting Time-of-Use Electricity Pricing

Based on historical data the authors calculate the historical sequence of power consumptions in peak and valley periods of each month by value at risk(VaR) method at first,the power consumptions in peak and valley periods are forecasted under a certain confidence level.Then by use of interval method a risk assessment model is proposed to weigh up the risk of practising time-of-use(TOU) electricity pricing by power supply company.Finally,Using the proposed model the historical data of a certain power supply bureau is analyzed and its risk of practising TOU electricity pricing is weighed up.Calculation results show that not only the proposed model is effective,but also it makes the demand side management(DSM) more operable.