CAJ | 학술논문

阐述了随着电力市场的逐步完善和发展、供求双方的互动不断增强,不确定性因素也极大增加,影响市场收益率的因素呈现多种分布共存的局面.考虑了正态分布和对数正态分布共同影响下,对以往的最优购电组合进行改进,提出了加权条件风险价值(WCVaR)方法.指出在可中断负荷参与电力市场环境下,供电公司如何采取最优的购电策略,以获取风险最小,收益最大化的目标.最后对模型提出了改进思路,并分析了该方法的优点和实际意义.
천술료수착전력시장적축보완선화발전、공구쌍방적호동불단증강,불학정성인소야겁대증가,영향시장수익솔적인소정현다충분포공존적국면.고필료정태분포화대수정태분포공동영향하,대이왕적최우구전조합진행개진,제출료가권조건풍험개치(WCVaR)방법.지출재가중단부하삼여전력시장배경하,공전공사여하채취최우적구전책략,이획취풍험최소,수익최대화적목표.최후대모형제출료개진사로,병분석료해방법적우점화실제의의.
With the gradual development and perfection of electric power market,the interaction between both sides of supply and demand increases ceaselessly as well as the uncertain factors,and a variety of factors influencing market return coexist at the same time. In consideration of the influence of normal distribution and lognormal distribution,weighed conditional value at risk (WCVaR)method is put forward based on improvement of previous optimal purchasing portfolio for electric power. This method shows how electric power corporation can use optimal electric power purchase strategy to achieve the target of risk minimization and return maximization on condition that interruptible load is involved in electric power market. In the end, this article discusses how to improve this model and analyzes the advantages and significance of this method.