Risk Control Optimization Models of Different Power Market Purchasing Combinations of Power Selling Companies

On the basis of risk control in each market, power selling companies comprehensively consider the costs and benefits of all levels of power market, as well as getting the risk and benefit balance strategy by coordinating the proportion of electricity distribution in different markets. In the early stage of the development of the electricity market, the risk and return can be considered to be unequal. In this paper, the definition of skewness in the financial field is introduced. Based on the typical portfolio optimization models of different power market cost, income analysis and risk-return, the optimal model of power purchase risk control with portfolio skewness constraint or maximum skewness is constructed. An example is given to verify the validity of the model.