| 供电公司实行峰谷分时电价的风险价值计算模型 |
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| 引用本文： | 王绵斌,谭忠富,李雪,李亚青,侯建朝,关勇. 供电公司实行峰谷分时电价的风险价值计算模型[J]. 电网技术, 2007, 31(9): 43-47 |
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| 作者姓名： | 王绵斌 谭忠富 李雪 李亚青 侯建朝 关勇 |
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| 作者单位： | 华北电力大学,电力经济研究所,北京市,昌平区,102206;广东电网公司,广东省,广州市,510600 |
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| 基金项目： | 国家自然科学基金，华北电力大学校科研和教改项目，山东滕州供电公司科研基金 |
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| 摘 要： | 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。
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| 关 键 词： | 电力市场 峰谷分时电价 风险评估 风险价值(VaR) 区间数学法 |
| 文章编号： | 1000-3673(2007)09-0043-05 |
| 修稿时间： | 2006-10-28 |
Value of Risk Calculation Model for Power Supply Company Adopting Time-of-Use Electricity Pricing |
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| WANG Mian-Bin,TAN Zhong-Fu,LI Xue,LI Ya-Qing,HOU Jian-Chao,GUAN Yong. Value of Risk Calculation Model for Power Supply Company Adopting Time-of-Use Electricity Pricing[J]. Power System Technology, 2007, 31(9): 43-47 |
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| Authors: | WANG Mian-Bin TAN Zhong-Fu LI Xue LI Ya-Qing HOU Jian-Chao GUAN Yong |
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| Affiliation: | 1. Institute of Electricity Economics, North China Electric Power University, Changping District, Beijing 102206, China 2. Guangdong Power Grid Company, Guangzhou 510600, Guangdong Province, China |
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| Abstract: | 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. |
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| Keywords: | electricity market time-of-use power pricing risk assessment value at risk(VaR) interval method |
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