计及电力保险的电力市场主体最优决策

王腾飞; 王辉; 冷亚军; 陈波波; 王军杰; 赵文会

doi:10.7500/AEPS20190426003

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计及电力保险的电力市场主体最优决策

学术研究 | 更新时间：2025-06-16

- 计及电力保险的电力市场主体最优决策
- Power Insurance Based Support Optimal Decision of Electricity Market Subjects
- 电力系统自动化-方正平台 2020年44卷第12期页码：56-63
- 作者机构：
  
  1. 上海电力大学经济与管理学院，上海市 200090
  2. 上海电力设计院有限公司，上海市 200025
- 作者简介：
  
  王腾飞(1992—)，男，硕士研究生，主要研究方向：电力市场、综合能源服务。E-mail：805079360@qq.com
  王辉(1980—)，女，通信作者，博士，副教授，硕士生导师，主要研究方向：电力市场、能源互联网。E-mail：whhelen_1980@163.com
  冷亚军(1980—)，男，博士，讲师，硕士生导师，主要研究方向：电力系统能够稳定性分析与控制。E-mail:huayi2001@163.com
- 基金信息：
  
  国家自然科学基金资助项目(71601109);教育部人文社会科学研究一般项目(18YJAZH138)
- DOI：10.7500/AEPS20190426003
  中图分类号：
- 收稿日期：2019-04-26，
  
  修回日期：2020-01-11，
  
  网络出版日期：2020-04-20，
  
  纸质出版日期：2020-06-25
- 稿件说明：
移动端阅览
王腾飞,王辉,冷亚军等.计及电力保险的电力市场主体最优决策[J].电力系统自动化,2020,44(12):56-63.

WANG Tengfei,WANG Hui,LENG Yajun,et al.Power Insurance Based Support Optimal Decision of Electricity Market Subjects[J].Automation of Electric Power Systems,2020,44(12):56-63.
王腾飞,王辉,冷亚军等.计及电力保险的电力市场主体最优决策[J].电力系统自动化,2020,44(12):56-63. DOI： 10.7500/AEPS20190426003.

WANG Tengfei,WANG Hui,LENG Yajun,et al.Power Insurance Based Support Optimal Decision of Electricity Market Subjects[J].Automation of Electric Power Systems,2020,44(12):56-63. DOI： 10.7500/AEPS20190426003.

摘要

为转移可再生能源出力不确定导致的收益风险，引入产出性电力保险，同时考虑可再生能源配额制（RPS）要求，探讨电力市场主体最优交易决策。针对捆绑式可再生能源电力购售，构建了引入条件风险价值的可再生能源发电商与售电公司博弈最优利润模型，并利用逆向归纳法求解在有无电力保险下的最优交易决策。另外，根据RPS要求与用户效益，设计了非捆绑式可再生能源电力的交易策略。算例分析结果表明，引入产出性电力保险能有效促进可再生能源发电商投产积极性，节约售电公司成本，降低绿色证书价格波动对售电公司的影响，对售电公司完成RPS要求具有较强的促进作用。

Abstract

In order to transfer the benefit risk caused by the uncertainty of renewable energy (RE) output

the output power insurance is introduced

and the requirement of renewable portfolio standard (RPS) is considered to discuss the optimal trading decision of the electricity market entities. Aiming at the bundled electricity trading of RE

the optimal gaming profit model of RE generators and power retailers are established with the conditional value at risk (CVaR)

and the optimal trading decision with and without power insurance is solved by backward induction. In addition

according to the RPS requirements and user benefits

trading strategy of non-bundled electricity of RE is designed. The results of the cases show that the introduction of output power insurance can effectively promote the motivation of RE generators to put into production

save the cost of power retailers

reduce the impact of green certificates price fluctuations on the power retailers

and strongly encourage power retailers to meet RPS requirements.

关键词

Keywords

references

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