摘要
我国电力市场化改革不断推进,使梯级水电如何在市场环境下安排出力计划、合理组织参与各类交易及风险评估成为亟需解决的问题。探讨了梯级水电参与电力市场过程中不确定性因素带来的收益风险,构建了包含中长期调度计划和电量优化分配的决策框架。中长期调度优化年度发电计划为电量分配提供参考;电量优化分配中全面考虑电价波动性、径流随机性导致实发电量不确定性等随机变量信息,采用Va R模型度量收益风险,应用序列运算理论将多随机变量概率性序列归并为交易组合收益概率性序列,从而直观求解收益风险值,过程简单、物理意义明确。最后以某梯级水电站为例,模拟市场交易场景,结果表明：所提方法和模型可方便地求解交易组合收益风险,计算速度和精度均满足工程应用要求。
Progressive marketization reform of China＇s electric power industry makes those problems urgent to solve for hydropower producers,such as arrangement of scheduling plan in a competitive environment,participation in various transactions and risk assessment.In this paper,revenue risk caused by uncertainties in hydropower producer＇s market transaction is discussed,and decision framework containing mid-long term scheduling and electricity optimal allocation is constructed.The mid-long term scheduling optimizes annual generation plan,providing reference for power distribution.In power optimal distribution,stochastic variables are taken into account comprehensively,such as price volatilities and generation uncertainty caused by stochastic runoff.Va R model is utilized to measure revenue risk and sequence operation is applied to merge multiple variables＇ probabilistic sequence into trading portfolio revenue＇s probabilistic sequence,so that the revenue risk value is solved intuitively with concise process and explicit physical sense.Finally,taking a cascade hydropower station as a study case and simulating power market trading scenarios,results show that the proposed approach and model can be used to solve revenue risk for trading portfolio expediently,and the calculation speed and accuracy meets engineering application demand.
出处
《电网技术》
EI
CSCD
北大核心
2018年第3期870-877,共8页
Power System Technology
基金
国家自然科学基金项目(51277071)
教育部中央高校基本科研业务费专项资金资助项目(2017XS033)
国家能源局科研项目(西南水电智能调度及合理消纳机制研究)~~
关键词
梯级水电站
优化调度
电力市场
交易组合
风险评估
序列运算理论
cascade hydropower station
optimal dispatch
power market
transaction portfolio
risk assessment
sequenceoperation theory
