分段线性考核机制下售电公司购电策略优化

Optimization of electricity purchase strategy of electricity sales company under piecewise linear evaluation mechanism

中文关键词: 电力市场  售电公司  偏差考核  购电优化  风险规避  条件风险价值

英文关键词: electricity market  electricity sales company  deviation assessment  electricity purchase optimization  risk aversion  conditional value-at-risk

中文摘要:

      为降低售电公司因电量偏差考核造成大量损失的风险，在现有单段式电量偏差考核机制的基础上优化提出分段线性电量考核机制。考虑双边合约市场、集中竞价市场、自主发电、需求侧响应4种购电方式，提出售电公司购售电优化模型。利用条件风险价值法，基于分段线性电量考核机制提出风险规避优化模型，分析售电公司在考虑风险规避因素的情况下的最优购电组合。

英文摘要:

      In order to reduce the risk of large losses caused by power deviation assessment, a piecewise linear power assessment mechanism is proposed. Considering the four power purchase modes of bilateral contract market, centralized bidding market, independent power generation and demand side response, the power purchase and sales optimization model of power sales companies are put forward. Using the conditional value-at-risk method, a riskaversion optimization model is proposed to analyze the optimal power purchase combination of power sales companies considering risk aversion factors.