A Stochastic Programming Power Purchasing Model Considering Energy-Saving Benefit Risk Assessment
Wen Xu1, 2, Yan Wei1, Wang Junmei3, Zhong Lu4, Guo Lin3, Yu Juan1
1. State Key Laboratory of Power Transmission Equipment & System Security and New Technology Chongqing University Chongqing 400030 China; 2. State Grid Chongqing Electric Power on Electric Power Research Institute Chongqing 401123 China; 3. Power Exchange Center of Chongqing Power Grid Chongqing 400014 China; 4. Jiangbei Power Suuply Bureau of Chongqing Electric Power Corporation Chongqing 401147 China
Abstract:To respond to the situation that the deterministic energy-saving assessment can not fully meet the requirements of energy-saving management in stochastic environment, a novel stochastic programming power purchasing model of power grid corporation considering energy-saving benefit risk assessment in energy-saving electricity markets is presented in this paper. Firstly, considering transmission loss and coal consumption in trading,an energy-saving benefit assessment index of unit electric quantity is presented in energy-saving electricity markets; followed by an power purchasing energy-saving benefit risk index of power grid corporation which imports the concept of semi-absolute deviation risk in economics portfolio theory and considers the stochastic behavior of electricity price, hydroelectricity production and load demand in energy-saving electricity markets. Then, a power purchasing model of power grid corporation considering energy-saving benefit risk assessment is built in the framework of stochastic programming theory so as to meet energy-saving benefit risk optimal management in energy-saving electricity markets. The model is solved by a genetic algorithm embedded with Monte-Carlo simulation technique and objective relative dominant strategy. Finally, the simulation results of a real provincial power grid show the effectiveness of the proposed energy-saving benefit risk assessment index and power purchasing model.
[1] 谭忠富, 董力通, 刘文彦, 等. 发电机组污染排放约束下的电量互换合作博弈优化模型[J]. 电工技术学报, 2012, 27(5): 245-251. Tan Zhongfu, Dong Litong, Liu Wenyan, et al. A cooperation game optimization model for energy generating interchange between power generation units with environmental emission constraint[J]. Transactions of China Electrotechnical Society, 2012, 27(5): 245- 251. [2] 耿建, 高宗和, 张显, 等. 节能电力市场设计初探[J]. 电力系统自动化, 2007, 31(19): 18-21. Geng Jian, Gao Zonghe, Zhang Xian, et al. A preliminary investigation on power market design considers social efficiency[J]. Automation of Electric Power Systems, 2007, 31(19): 18-21. [3] 聂江洪, 曾伟民. 考虑节能降耗的湖北省电力市场模式设计[J]. 电力系统自动化, 2008, 32(18): 91-96. Nie Jianghong, Zeng Weimin. Design for hubei province power market considering energy consumption and corresponding emissions saving[J]. Automation of Electric Power Systems, 2008, 32(18): 91-96. [4] 魏学好, 李瑞庆, 陈宇晨. 具有节能减排内核的电力市场新模式[J]. 电力系统自动化, 2009, 33(15): 26-28. Wei Xuehao, Li Ruiqing, Chen Yuchen. A new elec- tricity power market model embedding core function of energy saving and emission reduction[J]. Automa- tion of Electric Power Systems, 2009, 33(15): 26-28. [5] 鲁刚, 文福拴, 马莉, 等. 节能细分电力市场模式[J]. 电力系统自动化, 2010, 34(10): 33-39. Lu Gang, Wen Fushuan, Ma Li, et al. A segment model for energy-saving electricity markets[J]. Automa- tion of Electric Power Systems, 2010, 34(10): 33-39. [6] 温丽丽, 刘俊勇. 混合系统中长期节能调度发电计划的蒙特卡罗模拟[J]. 电力系统保护与控制, 2008, 36(24): 24-31. Wen Lili, Liu Junyong. Monte Carlo simulation of medium and long-term generation plan in hybrid power system based on environmental economic dispatch[J]. Power System Protection and Control, 2008, 36(24): 24-31. [7] 文旭, 颜伟, 王俊梅, 等. 考虑跨省交易能耗评估的区域节能电力市场与随机规划购电模型[J]. 电网技术, 2013, 34(11): 56-62. Wen Xu, Yan Wei, Wang Junmei, et al. Regional energy-saving electricity market and stochastic program- ming power purchasing model considering assessment on energy consumption in trans-provincial transaction [J]. Power System Technology, 2013, 34(11): 56-62. [8] 张世帅, 张学松, 王文, 等. 发电权交易下的节能减排指标设计及应用分析[J]. 电网技术, 2010, 34(11): 156-160. Zhang Shishuai, Zhang Xuesong, Wang Wen, et al. Design and application analysis of two indices of energy-saving and emission-reducing based on genera- tion right trading[J]. Power System Technology, 2010, 34(11): 156-160. [9] 周明, 聂艳丽, 李庚银, 等. 电力市场环境下长期购电方案及风险评估[J]. 中国电机工程学报, 2006, 26(6): 116-122. Zhou Ming, Nie Yanli, Li Gengyin, et al. NI long- term electricity purchasing scheme and risk assessment in power markets[J]. Proceedings of the CSEE, 2006, 26(6): 116-122. [10] 张宗益, 亢娅丽, 郭兴磊. 基于谱风险度量的大用户直购电组合模型分析[J]. 电工技术学报, 2013, 28(1): 266-271. Zhang Zongyi, Kang Yali, Guo Xinglei. Model analysis of large consumers’ power purchase portfolio based on spectral measuer of risk[J]. Transactions of China Electrotechnical Society, 2013, 28(1): 266-271. [11] 玉华, 周任军, 韩磊, 等. 基于CVaR的风电并网发电风险效益分析[J]. 电力系统保护与控制, 2012, 40(4): 43-49. Yu Hua, Zhou Renjun, Han Lei, et al. Analysis on risk and economic benefits of grid-connected wind farm based on CVaR[J]. Power System Protection and Control, 2012, 40(4): 43-49. [12] 刘瑞花, 刘俊勇, 何迈, 等. 半绝对离差购电组合优化策略及风险管理[J]. 电力系统自动化, 2008, 32(23): 9-15. Liu Ruihua, Liu Junyong, He Mai, et al. Power purchasing portfolio optimization and risk measure- ment based on semi-absolute deviation[J]. Automation of Electric Power Systems. 2008, 32(23): 9-15. [13] 文旭, 颜伟, 黄淼, 等. 计及绿色能源出力不确定性的输电网线损率概率评估[J]. 电力系统保护与控制, 2013, 41(1): 21-27. Wen Xu, Yan Wei, Huang Miao, et al. Probabilistic transmission loss rate evaluation under green energy generation uncertainty[J]. Power System Protection and Control, 2013, 41(1): 21-27. [14] 谢俊, 陈星莺, 廖迎晨, 等. 构造供电公司最优购电分配策略的CCP方法[J]. 电力系统及其自动化学报, 2009, 19(3): 42-46. Xie Jun, Chen Xingying, Liao Yingchen, et al. Optimal purchase allocation strategy for distribution companies based on chance constrained program- ming[J]. Proceedings o f the CSU-EPSA, 2009, 19(3): 42-46. [15] 关勇, 王东海, 张蓉, 等. 基于机会约束规划的购电商长期购电策略[J]. 电网技术, 2009, 33(13): 96-99. Guan Yong, Wang Donghai, Zhang Rong, et al. Long- Term electricity purchasing strategy of energy purchaser based on chance-constrained programming[J]. Grid Power System Technology, 2009, 33(13): 96-99. [16] 雷霞, 刘俊勇, 张力. 基于二层优化的配电网交易整合模型[J]. 电工技术学报, 2011, 26(2): 195-200. Lei Xia Liu Junyong Zhang Li. Integrated model of ttrading in distribution net based on bilevel program- ming[J]. Transactions of China Electrotechnical Society, 2011, 26(2): 195-200. [17] 李文沅. 电力系统风险评估: 模型、方法和应用[M]. 北京: 科学出版社, 2006. [18] 徐绪松, 杨小青, 陈彦斌. 半绝对离差证券组合投资模型[J]. 武汉大学学报(自然科学版), 2002, 48(3): 297-300. Xu Xusong, Yang Xiaoqing, Chen Yanbin. Portfolio model with semi-deviation risk measure[J]. Wuhan University Journal(Natural Science Edition), 2002, 48(3): 297-300. [19] 林烨. 发输电设备检修计划及其安全校核的优化方法[D]. 重庆: 重庆大学, 2011. [20] 张富强, 周浩. 电力市场中的电价分布问题[J]. 电力系统自动化, 2006, 30(4): 22-28. Zhang Fuqiang, Zhou Hao. Probability distribution of prices in electricity market[J]. Automation of Electric Power Systems, 2006, 30(4): 22-28.