| 引用本文: | 窦 迅,李 扬,王蓓蓓,薛朝改.电力供应链的收益风险研究[J].电力自动化设备,2012,32(4): |
| DOU Xun,LI Yang,WANG Beibei,XUE Chaogai.Risk distribution of electricity supply chain[J].Electric Power Automation Equipment,2012,32(4): |
|
| 摘要: |
| 分析了电力供应链的特点，在对引入期权交易的售电商主导的电力供应链中，给出了期权定价市场化情况下实现电力供应链整体利润最优的期权价格组合和电量；在此基础上建立了综合考量电力供应链在多级市场的收益最大，同时占电力供应链主导地位的售电商风险最低的双目标规划的电量组合模型。算例表明电力供应链不同风险厌恶程度与收益给电量分配带来不同的影响，为电力供应链的电量组合与风险评估提供了新途径。 |
| 关键词: 电力市场 电力 供应链 风险 CVaR 电量组合 |
| DOI： |
| 分类号: |
| 基金项目:国家自然科学基金资助项目(709071066，70971119， 71001026） |
|
| Risk distribution of electricity supply chain |
|
DOU Xun1,2, LI Yang1, WANG Beibei1, XUE Chaogai3
|
|
1.Southeast University，Nanjing 210096，China;2.Nanjing University of Technology，Nanjing 210009，China;3.Zhengzhou University，Zhengzhou 450001，China
|
| Abstract: |
| The characteristics of electricity supply chain are discussed and the combined option price and quantity of the electricity supply chain dominated mainly by the electricity retailers are determined to realize its optimal profit when the option pricing market changes，based on which，the dual-objective model of power combination is established to realize both the maximum revenue of electricity supply chain in multi-level power market and the minimum risk of electricity retailers. Study case shows that，the risk aversion degree of electricity supply chain and the profit influence the power distribution. The model provides a new way to determine the power combination and risk assessment of electricity supply chain. |
| Key words: electricity market electricity supply chains risk CVaR power combination |
