考虑条件风险价值和阶梯碳交易的综合能源系统优化调度

为进一步提升综合能源系统环境效益，减少新能源出力不确定性所带来的潜在风险，提出了计及条件风险价值(conditional value at risk, CVaR)以及阶梯碳交易的综合能源系统优化调度模型。考虑到系统风电和光伏出力不确定性可能带来的影响，采用条件风险价值量度不确定性带来的潜在风险，并将碳捕获技术、电转气设备以及阶梯式碳交易机制引入系统调度模型，构建了综合考虑系统运行成本和碳交易成本的优化调度目标函数，由于所建立模型为混合整数规划问题，采用CPLEX求解器进行求解，设置4种场景进行验证分析，算例表明所提模型可有效减少二氧化碳排放，在兼顾经济性和环境性的同时引入CVaR,可避免由于忽略风光不确定性所带来的较为乐观的调度结果，使系统最终调度结果更为合理。

Optimal dispatch of integrated energy systems considering conditional value at risk and ladder carbon trading

In order to further improve the environmental benefits of the integrated energy system and reduce the potential risks caused by the uncertainty of new energy output, an optimal dispatch model of the integrated energy system considering the conditional value at risk (CVaR) and ladder carbon trading is proposed. Considering the potential impact of the uncertainty of wind power and photovoltaic output, a conditional value at risk is used to measure the potential risk caused by the uncertainty, and carbon capture technology, electricity to gas equipment and ladder carbon trading mechanism are introduced into the system scheduling model. An optimal scheduling objective function that takes into account system operating costs and carbon trading costs is developed.The proposed model is a mixed-integer programming problem, which is solved using the CPLEX solver. Four scenarios are set up for validation analysis, and the examples show that the proposed model can effectively reduce CO2 emissions, and the introduction of CVaR can avoid the optimistic scheduling results brought about by ignoring scenery uncertainty while taking into account the economic and environmental aspects, making the final scheduling results of the system more reasonable.