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基于改进GA的配电商多市场购电策略研究

WANG Rui-qing,HUANG Gao-feng,WANG Fu-xiong,JI Wen-tian

Power System and Clean Energy（2009）

Cited 23|Views2
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Abstract
引入条件风险价值(conditional value at risk,CVaR)作为市场风险的度量因子,建立了以最大化期望收益为目标的配电商多市场购电决策模型,分析了期权和可中断负荷(interruptible load,IL)对购电组合的影响。算例结果表明:期权和IL能有效地降低配电商的购电损失,期权价格、IL补偿价格和配电商的风险厌恶态度对购电组合策略有显著影响,CVaR作为一致性的风险测量工具,可较好地应用于电力市场中的风险管理。
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Key words
interruptible load,electricity market,genetic algorithm,conditional value at risk,options trading
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