引用本文: | 武赓,武庆国,王昊婧,王雨晴,曾博,曾鸣.考虑风险规避的综合能源服务商能源购置策略[J].电力自动化设备,2019,39(6): |
| WU Geng,WU Qingguo,WANG Haojing,WANG Yuqing,ZENG Bo,ZENG Ming.Energy purchasing strategy of multi-energy service provider considering risk aversion[J].Electric Power Automation Equipment,2019,39(6): |
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摘要: |
需求响应是未来综合能源服务商应对上游能源市场价格波动、降低自身经营风险的重要手段。基于未来综合能源服务商的基本运营模式,构建用户不同类型负荷的可响应特性模型;基于条件风险价值模型,以综合能源服务商在不同类型能源市场中的能源购置成本最小为目标,构建用户需求响应资源的两阶段随机调控模型。通过算例仿真,分析需求响应实施、储热设备接入以及天然气分时价格对综合能源服务商经营成本、风险水平以及能源购置策略的影响。 |
关键词: 需求响应 综合能源服务商 风险规避 两阶段随机模型 |
DOI:10.16081/j.issn.1006-6047.2019.06.002 |
分类号:TM761 |
基金项目:国家自然科学基金资助项目(51507061);国家重点研发计划重点专项(2016YFB0101903) |
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Energy purchasing strategy of multi-energy service provider considering risk aversion |
WU Geng1, WU Qingguo2, WANG Haojing3, WANG Yuqing4, ZENG Bo4, ZENG Ming4
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1.China Electric Power Planning and Engineering Institute, Beijing 100120, China;2.Sino-Pipeline International Company Limited, Beijing 100007, China;3.Beijing Electric Power Economic Research Institute, State Grid Beijing Electric Power Company, Beijing 100055, China;4.State Key Laboratory for Alternate Electrical Power System with Renewable Energy Sources, North China Electric Power University, Beijing 102206, China
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Abstract: |
Demand response is an important means for multi-energy service providers to cope with price fluctuation of upstream energy market and reduce its operation risk. The response characteristic model of different types of user loads are built based on the basic operation mode of multi-energy service providers in the future. A two-stage stochastic control model of user demand response resources is built based on the conditional risk-at-value model, which takes the minimum energy purchasing cost of multi-energy service providers in different types of energy market as its objective. The impacts of implementation of demand response, access of thermal energy storage and time-of-use natural gas price on the operation cost, risk level and energy purchase strategy of multi-energy service providers are analyzed through case simulation. |
Key words: demand response multi-energy service provider risk aversion two-stage stochastic model |