Long Term Optimal Energy Allocating for Hydropower Plant Based on Parameter Adjusting Strategy

曾勇红; 刘柱; 王锡凡; 冯长友

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Long Term Optimal Energy Allocating for Hydropower Plant Based on Parameter Adjusting Strategy

更新时间：2025-12-08

- Long Term Optimal Energy Allocating for Hydropower Plant Based on Parameter Adjusting Strategy
- Vol. 42, Issue 8, Pages: 1010-1014+1058(2008)
- 作者机构：
  
  西安交通大学电气工程学院,西安,710049
- 作者简介：
- 基金信息：
- DOI：
  CLC： TM77
- Online First：10 August 2008，
  
  Published：2008
- 稿件说明：
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曾勇红, 刘柱, 王锡凡, et al. Long Term Optimal Energy Allocating for Hydropower Plant Based on Parameter Adjusting Strategy[J]. 2008, 42(8): 1010-1014+1058.
DOI：

曾勇红, 刘柱, 王锡凡, et al. Long Term Optimal Energy Allocating for Hydropower Plant Based on Parameter Adjusting Strategy[J]. 2008, 42(8): 1010-1014+1058. DOI：

摘要

基于预测市场出清价

结合双边合同市场、现货市场以及备用市场等多种市场交易结构

建立了水电厂效用最大化长期交易模型.采用AR(1)模型预测市场出清价

风险价值指标则用于度量电价的波动性风险.整个模型由大系统分解协调原理求解

上层子问题给出使整体效益最优的合同流量及各时段的最优分配策略

下层子问题对现货市场与旋转备用市场进行优化分配.通过调整模型参数

能得到不同风险偏好的水电厂面对同一电力双边合同或者同一水电厂对于不同价格双边合同的电量优化分配策略.

Abstract

Based on forecast market clearing price

a long term hydroelectricity energy trading model with profit maximization is proposed

where the tradeoff among the bilateral contract market

spot market and reserve market is conducted simultaneously. AR(1)is used for predicting the market clearing price and value at risk measures for the volatile risk of electricity price. The proposed model is solved by the principle of decomposition and coordination for large scale system to obtain the optimal contract discharge to the overall benefit and optimal allocating strategy in the upper sub-problem

and the optimal discharge in spot and spinning reserve market can be considered in the low sub-problem. By adjusting parameters

the model can provide optimal energy allocation for hydropower plants with different risk preference as facing the same electricity contract

or for a certain plant facing contract with various prices.

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references

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