市场机制下考虑风险的售电公司日前电价决策方法
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摘要
售电公司在进行电力零售业务电价决策时需要考虑各种不确定因素引起的收益风险。基于"电网公司-售电公司-用户"三层市场构架,提出了一种基于多代理服务构架的售电公司日前小时电价风险决策方法。该方法在保证用户隐私性的情况下,应用负荷电量电价弹性矩阵对用户侧进行建模,并采用条件风险价值度量售电公司决策风险,构建计及售电收益与潜在收益的售电公司日前小时电价决策模型,通过混沌粒子群算法进行求解。最后通过算例分析验证了所提风险决策方法对协调售电公司利润与风险的效果。
Electricity selling company should consider profit risk caused by several uncertain factors in selling price decision of retail business. Based on the three-layer market structure of "power grid company-electricity selling company-user", a day-ahead hourly pricing decision method considering risk of electricity selling company based on multi-agent system was proposed in this paper. Under the circumstance of ensuring user privacy, an electricity selling price elasticity matrix for user side demand was built. Taking conditional value-at-risk as risk decision evaluation index and considering profit of electricity selling and potential profit, a day-ahead hourly pricing decision model for electricity selling company was constructed, and solved with chaos particle swarm optimization algorithm. Finally, case studies were performed to verify the effect of the proposed method on selling company coordination of profit and risk.
Electricity selling company should consider profit risk caused by several uncertain factors in selling price decision of retail business. Based on the three-layer market structure of "power grid company-electricity selling company-user", a day-ahead hourly pricing decision method considering risk of electricity selling company based on multi-agent system was proposed in this paper. Under the circumstance of ensuring user privacy, an electricity selling price elasticity matrix for user side demand was built. Taking conditional value-at-risk as risk decision evaluation index and considering profit of electricity selling and potential profit, a day-ahead hourly pricing decision model for electricity selling company was constructed, and solved with chaos particle swarm optimization algorithm. Finally, case studies were performed to verify the effect of the proposed method on selling company coordination of profit and risk.
引文
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[13]张钦,王锡凡,王建学.需求侧实时电价下供电商购售电风险决策[J].电力系统自动化,2010,34(3):22-27.Zhang Qin,Wang Xifan,Wang Jianxue.Electricity purchasing and selling risk decision for power supplier under real-time pricing[J].Automation of Electric Power Systems,2010,34(3):22-27(in Chinese).
[14]甘宇翔,蒋传文,白宏坤,等.市场环境下园区售电商的最优报价和运行优化[J].电网技术,2018,42(3):707-714.Gan Yuxiang,Jiang Chuanwen,Bai Hongkun,et al.Optimal bidding strategy and operation of industrial park electricity retailer in electricity market[J].Power System Technology,2018,42(3):707-714(in Chinese).
[15]Fabio B,Giovanni C,Dominic G.基于JADE的多Agent系统开发[M].程志锋等,译.北京:国防工业出版社,2013.
[16]秦祯芳,岳顺民,余贻鑫,等.零售端电力市场中的电量电价弹性矩阵[J].电力系统自动化,2004,28(5):16-19.Qin Zhenfang,Yue Shunmin,Yu Yixin,et al.Price elasticity matrix of demand in current retail power market[J].Automation of Electric Power Systems,2004,28(5):16-19(in Chinese).
[17]Shen Zhao,Zhou Ming.Modeling demand response under Timeof-Use pricing[C]//International Conference on Power System Technology.Chengdu,China,2014.
[18]Federal Energy Regulatory Commission.Settlement intervals and shortage pricing in markets operated by regional transmission organizations and independent system operators[R].Docket No.RM15-24-000,2015.
[19]孙云涛,宋依群,姚良忠,等.售电市场环境下电力用户选择售电公司行为研究[J].电网技术,2018,42(4):1124-1131.Sun Yuntao,Song Yiqun,Yao Liangzhong,et al.Study on power consumers’choices of electricity retailers in electricity selling market[J].Power System Technology,2018,42(4):1124-1131(in Chinese).
[20]康重庆,庄彦,胡江溢,等.售电市场中售电量的风险分析[J].中国电机工程学报,2009,29(19):78-84.Kang Chongqing,Zhuang Yan,Hu Jiangyi,et al.Risk analysis on electricity sales in power sale market[J].Proceedings of the CSEE,2009,29(19):78-84(in Chinese).
[21]Woll O.Mean-risk hedging strategies in electricity markets with limited liquidity[R].Mannheim:Centre for European Economic Research,2015.
[22]Liu B,Wang L,Jin Y H,et al.Improved particle swarm optimization combined with chaos[J].Chaos Solitons&Fractals,2005,25(5):1261-1271.
[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]任艺,周明,李庚银.考虑用户需求响应的售电公司购售电决策双层模型[J].电力系统自动化,2017,41(14):30-36.Ren Yi,Zhou Ming,Li Gengyin.Bi-level model of electricity procurement and sale strategies for electricity retailers considering users demand response[J].Automation of Electric Power Systems,2017,41(14):30-36(in Chinese).
[4]刘连光,潘明明,田世明,等.考虑源网荷多元主体的售电竞争非合作博弈方法[J].中国电机工程学报,2017,37(6):1618-1626.Liu Lianguang,Pan Mingming,Tian Shiming,et al.A noncooperative game analysis of an competitive electricity retail considering multiple subjects of source-grid-load[J].Proceedings of the CSEE,2017,37(6):1618-1626(in Chinese).
[5]Nojavan S,Mohammadi-Ivatloo B,Zare K.Robust optimization based price-taker retailer bidding strategy under pool market price uncertainty[J].International Journal of Electrical Power&Energy Systems,2015(73):955-963.
[6]Meng F L,Zeng X J.An optimal real-time pricing for demand-side management:a Stackelberg game and genetic algorithm approach[C]//International Joint Conference on Neural Networks.Beijing,China,2014.
[7]Jia L,Tong L.Dynamic pricing and distributed energy management for demand response[J].IEEE Transactions on Smart Grid,2016,7(2):1128-1136.
[8]孔祥玉,曾意,陆宁,等.基于多智能体竞价均衡的微电网优化运行方法[J].中国电机工程学报,2017,37(6):1626-1633.Kong Xiangyu,Zeng Yi,Lu Ning,et al.Optimal bidding management for agent-based microgrid operation[J].Proceedings of the CSEE,2017,37(6):1626-1633(in Chinese).
[9]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):3300-3308.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):3300-3308(in Chinese).
[10]宋艺航,谭忠富,于超,等.需求侧峰谷分时电价对供电公司购售电风险影响分析模型[J].电工技术学报,2010,25(11):183-190.Song Yi hang,Tan Zhongfu,Yu Chao,et al.Analysis model on the impact of demand-side TOU electricity price on purchasing and selling risk for power supply company[J].Transactions of China Electrotechnical Society,2010,25(11):183-190(in Chinese).
[11]徐辉,陈致宏,鞠立伟,等.多市场分时段下电网公司购售电风险控制优化模型[J].水电能源科学,2014(5):202-206.Xu Hui,Chen Zhihong,Ju Liwei,et al.Period-decoupled electricity purchasing and selling risk control optimization mode for power grid corporation under multi-market[J].Water Resources and Power,2014(5):202-206(in Chinese).
[12]朱文昊,谢品杰.基于CVa R的峰谷分时电价对供电公司购电组合策略影响分析[J].电力系统保护与控制,2015,43(14):16-21.Zhu Wenhao,Xie Pinjie.Influence analysis of CVa R model based TOU electricity price on portfolio strategy[J].Power System Protection and Control,2015,43(14):16-21(in Chinese).
[13]张钦,王锡凡,王建学.需求侧实时电价下供电商购售电风险决策[J].电力系统自动化,2010,34(3):22-27.Zhang Qin,Wang Xifan,Wang Jianxue.Electricity purchasing and selling risk decision for power supplier under real-time pricing[J].Automation of Electric Power Systems,2010,34(3):22-27(in Chinese).
[14]甘宇翔,蒋传文,白宏坤,等.市场环境下园区售电商的最优报价和运行优化[J].电网技术,2018,42(3):707-714.Gan Yuxiang,Jiang Chuanwen,Bai Hongkun,et al.Optimal bidding strategy and operation of industrial park electricity retailer in electricity market[J].Power System Technology,2018,42(3):707-714(in Chinese).
[15]Fabio B,Giovanni C,Dominic G.基于JADE的多Agent系统开发[M].程志锋等,译.北京:国防工业出版社,2013.
[16]秦祯芳,岳顺民,余贻鑫,等.零售端电力市场中的电量电价弹性矩阵[J].电力系统自动化,2004,28(5):16-19.Qin Zhenfang,Yue Shunmin,Yu Yixin,et al.Price elasticity matrix of demand in current retail power market[J].Automation of Electric Power Systems,2004,28(5):16-19(in Chinese).
[17]Shen Zhao,Zhou Ming.Modeling demand response under Timeof-Use pricing[C]//International Conference on Power System Technology.Chengdu,China,2014.
[18]Federal Energy Regulatory Commission.Settlement intervals and shortage pricing in markets operated by regional transmission organizations and independent system operators[R].Docket No.RM15-24-000,2015.
[19]孙云涛,宋依群,姚良忠,等.售电市场环境下电力用户选择售电公司行为研究[J].电网技术,2018,42(4):1124-1131.Sun Yuntao,Song Yiqun,Yao Liangzhong,et al.Study on power consumers’choices of electricity retailers in electricity selling market[J].Power System Technology,2018,42(4):1124-1131(in Chinese).
[20]康重庆,庄彦,胡江溢,等.售电市场中售电量的风险分析[J].中国电机工程学报,2009,29(19):78-84.Kang Chongqing,Zhuang Yan,Hu Jiangyi,et al.Risk analysis on electricity sales in power sale market[J].Proceedings of the CSEE,2009,29(19):78-84(in Chinese).
[21]Woll O.Mean-risk hedging strategies in electricity markets with limited liquidity[R].Mannheim:Centre for European Economic Research,2015.
[22]Liu B,Wang L,Jin Y H,et al.Improved particle swarm optimization combined with chaos[J].Chaos Solitons&Fractals,2005,25(5):1261-1271.