新电改背景下售电公司的购售电策略及风险评估
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摘要
随着我国电力体制改革的深入和能源利用技术的发展,售电公司日渐成为多能量市场的主体。开展多时间尺度购电、合理配置各类能源购电比例及提供差异化售电合同是提高售电公司经营效益和降低风险的核心策略。综合考虑中长期市场及现货市场、可再生能源、分布式电源及储能设备等因素建立多时间尺度的多能量市场购电模型,并基于差异化合同建立售电模型;采用概率场景描述可再生能源出力及负荷预测的随机性,并以条件风险价值作为购售电风险评估指标;通过最大化收益及最小化风险损失最终确定购售电策略。算例分析结果表明,最大程度采购分布式电源电量、科学安排储能设备充放电及提高可再生能源出力预测精度,均能增加售电公司收益,同时减低购售电风险。
With improvement of power system reform and development of energy technology in China, electricity retailing companies become the main bodies in multi-energy market. With respect to risk reduction and management efficiency improvement, electricity purchasing with multitime-scale method, allocation optimization of various electricity purchasing proportions and differentiated selling contract are of central importance. In consideration of the multi-time-scale electricity purchasing model based on medium-and-long-term market, spot market, renewable energy, distributed generation, energy storage equipment, and the electricity selling model based on differentiated contract, this paper describes the uncertainty of load forecast and renewable energy output with scenario analysis method. Furthermore, the electricity business decision and risk assessment are made under guidance of conditional value-at-risk(CVaR), regarded as risk evaluation index. Numerical results demonstrate that maximum utilization of distributed generation and scientific control strategy of energy storage equipment along with improvement of prediction accuracy of renewable energy output can assist electricity retailing company in risk prevention and risk management, thus improving conditional risk earning and business competitiveness.
With improvement of power system reform and development of energy technology in China, electricity retailing companies become the main bodies in multi-energy market. With respect to risk reduction and management efficiency improvement, electricity purchasing with multitime-scale method, allocation optimization of various electricity purchasing proportions and differentiated selling contract are of central importance. In consideration of the multi-time-scale electricity purchasing model based on medium-and-long-term market, spot market, renewable energy, distributed generation, energy storage equipment, and the electricity selling model based on differentiated contract, this paper describes the uncertainty of load forecast and renewable energy output with scenario analysis method. Furthermore, the electricity business decision and risk assessment are made under guidance of conditional value-at-risk(CVaR), regarded as risk evaluation index. Numerical results demonstrate that maximum utilization of distributed generation and scientific control strategy of energy storage equipment along with improvement of prediction accuracy of renewable energy output can assist electricity retailing company in risk prevention and risk management, thus improving conditional risk earning and business competitiveness.
引文
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[17]Wang X,Li Z,Shahidehpour M,et al.Robust line hardening strategies for improving the resilience of distribution systems with variable renewable resources[J].IEEE Transactions on Sustainable Energy,2017(99):1-1.
[18]Sun Qiuye,Huang Bonan,Li Dashuang.Optimal placement of energy storage devices in microgrids via structure preserving energy function[J].IEEE Transactions on Industrial Informatics,2016,12(3):1166-1179.
[19]罗琴.市场环境下售电公司购售电策略研究[D].上海:上海交通大学,2014.
[20]Karandikar R G,Khaparde S A,Kulkarni S V.Strategic evaluation of bilateral contract for electricity retailer in restructured power market[J].International Journal of Electrical Power&Energy Systems,2010,32(5):457-463.
[2]胡晨,杜松怀,苏娟,等.新电改背景下我国售电公司的购售电途径与经营模式探讨[J].电网技术,2016,40(11):3293-3299.Hu Chen,Du Songhuai,Su Juan,et al.Preliminary research of trading approach and management modes of Chinese electricity retail companies under new electricity market reform[J].Power System Technology,2016,40(11):3293-3299(in Chinese).
[3]王林炎,张粒子,张凡,等.售电公司购售电业务决策与风险评估[J].电力系统自动化,2018,42(1):47-54,143.Wang Linyan,Zhang Lizi,Zhang Fan,et al.Business decisionmakings and risk assessment of electricity retail market[J].Automation of Electric Power Systems,2018,42(1):47-54,143(in Chinese).
[4]顾伟,任佳依,高君,等.含分布式电源和可调负荷的售电公司优化调度模型[J].电力系统自动化,2017,41(14):37-44.Gu Wei,Ren Jiayi,Gao Jun,et al.The optimal scheduling model of power sales company considering distributed generation and adjustable load[J].Automation of Electric Power Systems,2017,41(14):37-44(in Chinese).
[5]罗琴,宋依群.售电市场环境下计及可中断负荷的营销策略[J].电力系统自动化,2015,39(17):134-139.Luo Qin,Song Yiqun.Marketing strategy in competitive retail market considering interruptible load[J].Automation of Electric Power Systems,2015,39(17):134-139(in Chinese).
[6]Nojavan S,Zare K,Mohammadhvatloo B.Application of fuel cell and electrolyzer as hydrogen energy storage system in energy management of electricity energy retailer in the presence of the renewable energy sources and plug-in electric vehicles[J].Energy Conversion and management,2017(136):404-417.
[7]杨萌,艾欣,唐亮,等.计及风险规避的售电公司平衡市场优化交易策略研究[J].电网技术,2016,40(11):3300-3309.Yang Meng,Ai Xin,Tang Liang,et al.Optimal trading strategy in balancing market for electricity retailer considering risk aversion[J].Power System Technology,2016,40(11):3300-3309(in Chinese).
[8]任艺,李庚银,周明.售电公司购售电决策及风险管理评述[J].现代电力,2017,34(4):79-85.Ren Yi,Li Gengyin,Zhou Ming.A survey on electricity procurement decision-making and risk management for electricity sale company[J].Modern Electric Power,2017,34(4):79-85(in Chinese).
[9]Gabriel S A,Ferudun G M,Balalrishnan S.A simulation approach to balancing annual risk and reward in retail electrical power markets[J].IEEE Transactions on Power Systems,2002,17(4):1050-1057.
[10]葛晓琳.水火风发电系统多周期联合优化调度模型及方法[D].北京:华北电力大学,2013.
[11]王群.风/光经典场景集的生成方法及应用[D].杭州:浙江大学,2015.
[12]杜松怀.电力市场[M].北京:中国电力出版社,2008.
[13]M Ghofrani,R Azimi,M Najafabadi.A new day-ahead hourly electricity price forecasting framework[C]//2017 North American Power Symposium(NAPS).2017:1-6.
[14]曾鸣,孙晓菲,李娜,等.电力市场环境下可再生能源政策制定[J].科技和产业,2012,12(4):14-18.Zeng Ming,Sun Xiaofei,Li Na,et al.Renewable energy policy in electricity market environment[J].Science Technology and Industry,2012,12(4):14-18(in Chinese).
[15]IRC P.Power purchase agreements(PPAs)and energy purchase agreements(EPAs)[R].Washington,DC:World Bank Group,2017.
[16]张奇,王官庆,翟慧娟.我国分布式电源的发展及综合效益指标体系分析[J].华东电力,2012,40(7):1248-1251.Zhang Qi,Wang Guanqing,Zhai Huijuan.The development of the distributed generation in our country and the index system of comprehensive benefit analysis[J].East China Electric Power,2012,40(7):1248-1251(in Chinese).
[17]Wang X,Li Z,Shahidehpour M,et al.Robust line hardening strategies for improving the resilience of distribution systems with variable renewable resources[J].IEEE Transactions on Sustainable Energy,2017(99):1-1.
[18]Sun Qiuye,Huang Bonan,Li Dashuang.Optimal placement of energy storage devices in microgrids via structure preserving energy function[J].IEEE Transactions on Industrial Informatics,2016,12(3):1166-1179.
[19]罗琴.市场环境下售电公司购售电策略研究[D].上海:上海交通大学,2014.
[20]Karandikar R G,Khaparde S A,Kulkarni S V.Strategic evaluation of bilateral contract for electricity retailer in restructured power market[J].International Journal of Electrical Power&Energy Systems,2010,32(5):457-463.