能量市场和AGC市场中水电优化调度及风险评估

准确评估因径流和电价的不确定性带来的风险，是水电厂在多市场联合调度中必须考虑的一个重要问题。由于对方差衡量风险的置疑，文中引入风险价值（VaR）作为风险测度指标，对水电厂在能量市场和自动发电控制（AGC）市场间的短期联合优化调度计划进行了电价和径流的联合风险评估。评估过程中考虑了不同市场电价间的相关性，针对电价和径流的概率分布未知的特点，用蒙特卡罗模拟法求解。评估结果可以作为发电商选择风险因子（权重因子）的参考，从而完善调度计划的制定过程。

Short-term Coordinative Dispatching and Risk Assessment for Hydropower Plants in Energy and AGC Market

It is important for hydropower plants to assess the risk from the uncertainty of inflow and power price in the coordinative dispatching of multi markets. Because of the doubt about variance used in risk assessment, the value at risk (VaR) is taken as the risk measurement index to assess the risk in the coordinative dispatching of energy and AGC market. The relativity of power price in different markets is also considered since the probability distribution of inflow and power price is hard to be acquired, the Monte-Carlo method is used for the risk assessment. The results of risk assessment can help power producers choose appropriate risk factors (weight factors), so as to perfect the dispatching process.