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多市场交易量分配问题是电力市场参与者竞标决策中的重要问题之一。研究了考虑电价风险的情况下,Price—taker购电商在两个市场之间的交易量优化问题。讨论了购电商在两市场中优化分配问题的建模及解析解,引入风险因子概念,并用条件概率模型反映电价的不确定性,目标是总费用及风险均较低。用美国加州电力市场的实际数据进行了仿真。
The issue of allocation of multi-market trading volume is one of the important issues in the bidding decision of power market participants. In the case of consideration of electricity price risk, Price-taker purchases electricity suppliers to optimize the transaction volume between the two markets. The modeling and analytical solution to the problem of optimal distribution of the electricity supplier in the two markets are discussed. The concept of risk factor is introduced, and the conditional probability model is used to reflect the uncertainty of electricity price. The goal is that the total cost and risk are low. Simulations were performed using actual data from the California electricity market.