需求侧峰谷分时电价对供电公司购售电风险影响分析模型

Abstract
Figure/Table
References
Related Citation (15)

Download: PDF (329 KB) HTML (1 KB)
Export: BibTeX | EndNote (RIS)

Abstract The risk of purchasing electricity for power supply company is mainly expressed in the uncertainty of price in the spot market, and the risk of selling electricity in the uncertainty of time-of-use (TOU) electricity price and its impact on load changes and sales of electricity. In general, the spot market price and demand-side load are positively correlated. The higher load level is, the higher the spot market price is. TOU electricity price can decrease load demand for the peak periods, thereby reducing electricity price for the peak periods and the cost of purchasing electricity for power supply companies. But TOU electricity price cuts down electricity sales of power supply companies for the peak periods, which results in sales income falling. All these uncertainty bring a risk to the purchasing and selling electricity of power supply companies. The mathematical models are established in this paper to analyze the impact of this risk. A numeric example shows that fixing on the reasonable price gap and purchasing proportion of contract market can avoid market risks and improve operational efficiency for supply companies.

Key words： Time-of-use (TOU) electricity price purchasing and selling electricity risk analysis model

Received: 22 December 2008 Published: 04 March 2014

PACS:	TM9
	F407.6

	Service

	E-mail this article
	Add to my bookshelf
	Add to citation manager
	E-mail Alert
	RSS
	Articles by authors
	Song Yihang
	Tan Zhongfu
	Yu Chao
	Jiang Haiyang

Cite this article:

Song Yihang,Tan Zhongfu,Yu Chao等. Analysis Model on the Impact of Demand-Side TOU Electricity Price on Purchasing and Selling Risk for Power Supply Company[J]. Transactions of China Electrotechnical Society, 2010, 25(11): 183-189.

URL:

http://dgjsxb.ces-transaction.com/EN/ OR http://dgjsxb.ces-transaction.com/EN/Y2010/V25/I11/183

[1] 庄丽蓉, 蔡金锭, 李天友. 电力市场条件下地区电网日购电优化模型与算法研究[J]. 电力自动化设备, 2006, 26(12): 13-17.
[2] 杨文佳, 康重庆, 夏清. 不确定条件下日前购电计划的风险评估方法[J]. 继电器, 2007, 35(18): 34-40.
[3] 刘友波, 刘俊勇, 唐杰明. 计及需求侧电量电价弹性矩阵与风险的供电公司周市场购电优化决策模型[J]. 电网技术, 2008, 32(18): 18-24.
[4] 周明, 聂艳丽, 李庚银, 等. 电力市场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.
[5] 刘亚安, 管晓宏. 考虑风险因素的两市场购电优化分配问题[J]. 电力系统自动化, 2002, 26(9): 41-46.
[6] Rabih A Jabr. Self-scheduling under price uncertainty using conditional value-at-risk[J]. IEEE Transactions on Power Systems, 2005, 20(4): 1852-1858.
[7] 黄志伟, 陈允平, 严正, 等. 单一卖方电力市场及供电公司竞价策略研究[J]. 电工技术学报, 2004, 19(4): 101-106.
[8] 陈星莺, 谢俊. 计及风险的输配分离电力市场供电公司最优竞价策略[J]. 电力系统自动化, 2005, 29(1): 13-17.
[9] 陈晓林, 刘俊勇, 宋永华, 等. 利用差价合同和金融输电权的组合规避电力市场风险[J]. 中国电机工程学报, 2005, 25(10): 75-81.
[10] 王剑辉. 电力市场中购电风险模型分析[J]. 电网技术, 2005, 29(9): 46-49.
[11] 朱兆霞, 邹斌. 市场环境下配电公司的风险模型及负荷率的影响分析[J]. 继电器, 2007, 35(12): 56-60.
[12] 任震, 黄福全, 黄雯莹, 等. 电力市场中的发电厂投标组合策略[J]. 电力系统自动化, 2002, 26(2): 14-17.
[13] 刘敏, 吴复立. 电力市场环境下发电公司风险管理框架[J]. 电力系统自动化, 2004, 28(13): 2-6.
[14] 王剑辉. 电力市场中购电风险模型分析[J]. 电网技术, 2005, 29(9): 46-49.
[15] 张少华, 李渝曾, 王长军, 等. 结合期权理论的双边可选择电力远期合同模型[J]. 电力系统自动化, 2001, 25(21): 28-32.
[16] 朱兆霞, 邹斌. PJM日前市场电价的统计分析[J]. 电力系统自动化, 2006, 30(23): 53-57.
[17] Gao Yan, Lygeros J, Quincampoix M, et al. On the control of uncertain impulsive system: approximate stabilization and controlled invariance[J]. International Journal of Control, 2004, 77(16): 1393-1407.