| 考虑了负荷和天然气价格影响的电价模型 |
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| 引用本文： | 倪波,黄民翔,孙志明. 考虑了负荷和天然气价格影响的电价模型[J]. 电力系统及其自动化学报, 2003, 15(5): 39-42,63,76 |
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| 作者姓名： | 倪波 黄民翔 孙志明 |
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| 作者单位： | 浙江大学电力系统及其自动化,杭州,310027 |
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| 摘 要： | 分析了负荷、价格的一些特性以及电价和天然气价格之间的关系。由于电价主要依赖于负荷和天然气价格，本文建立了基于这两个因素的电价模型，采用几何平均回归布朗运动模型来描述负荷过程，而用几何布朗运动模型来描述天然气价格，然后详细推理了基于负荷模型和天然气价格模型的价格随机过程模型，同时解决了参数估计的方法。最后提出了一些解决模型的方法。
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| 关 键 词： | 电力系统 负荷模型 天然气价格 电价模型 电力市场 电力工业 |
THE ELECTRICITY PRICES MODEL WITH CONSIDERATION OF LOAD AND GAS PRICES EFFECTS |
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| Ni Bo,Huang Minxiang,Sun Zhiming. THE ELECTRICITY PRICES MODEL WITH CONSIDERATION OF LOAD AND GAS PRICES EFFECTS[J]. Proceedings of the CSU-EPSA, 2003, 15(5): 39-42,63,76 |
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| Authors: | Ni Bo Huang Minxiang Sun Zhiming |
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| Abstract: | This paper analyzes some characteristics of the electricity load and price and t he relationship between electricity price with load and gas (fuel) prices.Becaus e electricity price are strongly load-and gas price-dependent,we construct the model for electricity price based on the effects of these two factors.We use th e Geometric Mean Reversion Brownian Motion (GMRBM) model to describe the electri city load process,and the Geometric Brownian Motion (GBM) model gas prices.Then we deduce the price stochastic process model based on the load model and gas pri ce model in details.In this paper we also give out methods for parameters estima tion.At last we propose some methods to solve the model. |
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| Keywords: | electricity market stochastic pr ocess |
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