考虑条件风险价值的虚拟电厂多电源容量优化配置模型

WEI Zhinong

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考虑条件风险价值的虚拟电厂多电源容量优化配置模型

更新时间：2025-08-13

- 考虑条件风险价值的虚拟电厂多电源容量优化配置模型
- Automation of Electric Power Systems Vol. 42, Issue 4, Pages: 39-46(2018)
- 作者机构：
  
  河海大学能源与电气学院,江苏省,南京市,210098
- 作者简介：
- 基金信息：
- DOI：
  CLC：
- Published：2018
- 稿件说明：
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WEI Zhinong. [J]. Automation of electric power systems, 2018, 42(4): 39-46.
DOI：

WEI Zhinong. [J]. Automation of electric power systems, 2018, 42(4): 39-46. DOI：

摘要

虚拟电厂中风、光等可再生能源出力及市场电价的不确定性会导致其收益具有一定的风险性。合理配置虚拟电厂中风电、光伏、储能以及常规机组的容量，能够降低系统成本，使投资者的利益最大化。以投资和运行成本最小为优化目标，采用条件风险价值作为风险量度的指标，建立了一种基于投资组合理论中计及风险量度的虚拟电厂容量优化配置模型。在此基础上，探讨风险偏好对规划虚拟电厂多电源容量配置的影响，以及环境成本、自然资源及负荷之间的相关性对配置结果的影响。以美国德克萨斯州某地区附近的风、光资源，电价及负荷数据为实例，采用场景技术模拟不确定性。算例结果表明了该模型的正确性，可为不同风险偏好的投资商在规划建设虚拟电厂时面对多电源容量配置问题提供定量依据。

Abstract

Output uncertainties of the wind power

photovoltaic and other renewable energy sources

together with the fluctuation of market price will lead to the risk of the profit of the virtual power plant(VPP). The reasonable allocation of the capacity of wind turbine generators

photovoltaic generation

battery and conventional units can improve the reliability of power supply and maximize the interests of investors. This paper proposes a method of optimizing the capacity of units in VPP considering risk measurement based on the investment portfolio theory that both investment and operation cost are included in the objective. The conditional value-at-risk(CVaR)is set as the risk measurement index

and the impact of risk preference on the multi-energy capacity allocation of VPP is investigated. Historical data of wind

photovoltaic resource and market price in Texas of the United States are employed as the representative scenarios

by using the scenario technologies to simulate uncertainties. The results validate the effectiveness of the proposed model

and provides a quantitative basis for the investors with different risk preferences when planning the multi-energy capacity optimal allocation of VPP problem.

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