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
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
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).
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.
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.