西安交通大学电气工程学院,西安,710049
网络首发:2008-08-10,
纸质出版:2008
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曾勇红, 刘柱, 王锡凡, 等. 基于参数调整策略的水电厂长期电量优化分配[J]. 西安交通大学学报, 2008,42(8):1010-1014+1058.
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.
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.
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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KANG Chongqing, BAI Lichao, XIA Qing, et al. Risk decision-making of generators in electricity market[J]. Proceedings of the CSEE, 2004, 24(8): 1-6.
张验科,王丽萍,李安强,等.水电厂竞价电量的风险分析模型及应用[J].水电自动化与大坝监测,2006,30(6):27-30.
ZHANG Yanke, WANG Liping, LI Anqiang,et al. Risk analysis model of bidding energy for hydropower plants and its application [J]. Hydropower Automation and Dam Monitoring, 2006, 30(6): 27-30.
LASDON L S. Optimization theory for large systems[M]. New York, USA:Courier Dover Publications, 2002.
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