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计及电力保险的电力市场主体最优决策
作者:
作者单位:

1.上海电力大学经济与管理学院,上海市 200090;2.上海电力设计院有限公司,上海市 200025

作者简介:

通讯作者:

基金项目:

国家自然科学基金资助项目(71601109,71403163);教育部人文社会科学研究一般项目(18YJAZH138)。


Optimal Decision of Electricity Market Subjects Based on Power Insurance Support
Author:
Affiliation:

1.College of economics and management, Shanghai University of Electric Power, Shanghai 200090, China;2.Shanghai Electric Power Design Institute Co. Ltd., Shanghai 200025,China

Fund Project:

This work is supported by National Natural Science Foundation of China (No.71601109, No. 71403163) and General projects of Humanities and social sciences of the Ministry of Education (No. 18YJAZH138).

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    摘要:

    为转移可再生能源出力不确定导致的收益风险,引入产出性电力保险,同时考虑可再生能源配额制(RPS)要求,探讨电力市场主体最优交易决策。针对捆绑式可再生能源电力购售,构建了引入条件风险价值的可再生能源发电商与售电公司博弈最优利润模型,并利用逆向归纳法求解在有无电力保险下的最优交易决策。另外,根据RPS要求与用户效益设计了非捆绑式可再生能源电力的交易策略。算例分析结果表明,引入产出性电力保险能有效促进可再生能源发电商投产积极性,节约售电公司成本,降低绿色证书价格波动对售电公司的影响,对售电公司完成RPS要求具有较强的促进作用。

    Abstract:

    In order to transfer the benefit risk caused by the uncertainty of renewable energy (RE) contribution, the output power insurance is introduced, and the requirement of renewable energy quota system (RPS) is considered to discuss the optimal trading decision of the electricity market subjects. Aiming at the electricity trading of bundled RE, the optimal benefit model of RE generators and power retailers are established with the conditional value at risk (CVaR), and the optimal trading decision with and without power insurance is solved by backward induction. In addition, according to the RPS requirements and user benefits, trading strategy of non-bundled electricity of RE is designed. The results of the cases show that the introduction of output power insurance can effectively promote the enthusiasm of RE generators to put into production, save the cost of power retailers, reduce the impact of green certificates price fluctuations on the power retailers, and play a strong role in promoting the completion of RPS requirements for power retailers.

    图1 RE发电商利润Fig.1 Profits of RE generators
    图2 不同绿证价格及配额指标下售电公司总利润Fig.2 Total profit of power retailer with different quota targets and green certificates prices
    图3 绿证购买量Fig.3 Purchase amount of green certificates
    图 RPS下电力市场交易架构Fig. Electricity market structure under RPS
    Fig. Output electricity insurance process
    Fig. Renewable energy source generation
    Fig. Order Price
    Fig. Retail price of bundled RES electricity
    Fig. Retail price of non-bundled RES electricity
    Fig. Profit of bundled RES electricity
    Fig. Profit of non-bundled RES electricity
    Fig. Profit of general energy electricity
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引用本文

王腾飞,王辉,冷亚军,等.计及电力保险的电力市场主体最优决策[J/OL].电力系统自动化,http://doi.org/10.7500/AEPS20190426003.
WANG Tengfei,WANG Hui,LENG Yajun,et al.Optimal Decision of Electricity Market Subjects Based on Power Insurance Support[J/OL].Automation of Electric Power Systems,http://doi.org/10.7500/AEPS20190426003.

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  • 收稿日期:2019-04-26
  • 最后修改日期:2020-04-16
  • 录用日期:2020-02-01
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