| 刘凌燕,刘晓婕,陈子豪.考虑多种不确定性的虚拟电厂交易策略[J].电力需求侧管理,2020,22(1):21-27 |
| 考虑多种不确定性的虚拟电厂交易策略 |
| Trading strategy for virtual power plant considering various uncertainties |
| 投稿时间：2019-09-25 修订日期：2019-11-06 |
| DOI：DOI:10. 3969 / j. issn. 1009-1831. 2020. 01. 006 |
| 中文关键词: 虚拟电厂 电力市场 不确定性分析 场景分析法 多损失CVaR 投资组合优化 |
| 英文关键词: virtual power plant power market analysis of uncertainty scenario analysis multi⁃loss CVaR portfolio optimiza⁃tion |
| 基金项目:国家重点研发计划（2016YFB0901100） |
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| 摘要点击次数: 2131 |
| 全文下载次数: 736 |
| 中文摘要: |
| 虚拟电厂解决了独立分布式能源发电之间缺乏有效协调控制的问题,随着我国电力市场改革推进,虚拟电厂逐渐作为一种综合型售电商参与到市场竞争中。针对虚拟电厂在市场交易中的多种不确定性及风险,提出了一种考虑虚拟电厂参与各子市场的合理交易策略。首先对虚拟电厂参与市场交易的不确定性因素进行分析,并采用场景分析法建模；分析虚拟电厂在各子市场交易的收益,并采用多损失CVaR法对风险因素进行建模,最终得到虚拟电厂参与交易的投资组合模型；最后通过算例分析了在不同风险偏好程度下,不确定因素对交易的影响程度以及虚拟电厂的交易策略,验证了所提出交易策略的科学合理性,对虚拟电厂参与市场交易具有借鉴意义。 |
| 英文摘要: |
| Virtual power plant solves the problem of lack of effective coordination and control between independent distributed energy generation. With the development of electricity market reform, VPP gradually participates in the market competition as a comprehensive ecommerce. Considering various uncertainties and risks in power transactions, a reasonable trading strategy for VPP trading in power market is proposed. Firstly, the uncertainties of VPP trading in power market are analyzed, and scenario analysis method is used to model the uncertainty factors. The profit of VPP in each sub market is calculated and multi loss CVaR method is used to measure the risk factors. Then the portfolio model of VPP trading in power market is obtained. Finally, the case study is given to demonstrate the impact of uncertainties on VPP trading in power market and give the trading strategy under different risk preferences. The results verify the rationality of the proposed trading strategy and provide a reference for VPP to participate in power market. |
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