电力系统自动化
電力繫統自動化
전력계통자동화
Automation of Electric Power Systems
2015年
22期
59-67
,共9页
邹波%文福拴%周盈%金小明%董楠%吴鸿亮
鄒波%文福拴%週盈%金小明%董楠%吳鴻亮
추파%문복전%주영%금소명%동남%오홍량
跨省区输电交易%两部制输电价格%容量费用比例%不完全信息%谈判%条件风险价值(CVaR)
跨省區輸電交易%兩部製輸電價格%容量費用比例%不完全信息%談判%條件風險價值(CVaR)
과성구수전교역%량부제수전개격%용량비용비례%불완전신식%담판%조건풍험개치(CVaR)
trans-provincial transmission trading%two-part transmission price%capacity charging ratio%incomplete information%negotiation%conditional value at risk (CVaR)
为促进跨省区输电交易的健康与可持续发展,针对联网送电的跨省区输电工程,宜采用两部制输电定价。对在两部制输电定价过程中如何确定容量费用所占比例的问题,现有方法一般根据经验确定,不能很好应对由于实际输电量不确定而导致的收益过大或不足的风险。在此背景下,发展了不完全信息情形下由输电公司和受电方协商确定两部制输电价格中容量费用比例的风险谈判模型。首先,根据经营期方法确定输电工程的年准许收入,进而分析在实际输电量不确定的情况下,给定不同容量费用比例时双方的期望收益以及用条件风险价值(CVaR)所量度的风险损失。之后,构建了不完全信息情形下的风险谈判模型,双方以保留收益率为约束,以自身面临的风险损失最小为目标,通过估计对方的风险承受能力和谈判策略来确定自身的最优谈判策略。最后,以南方区域西电东送实际输电工程为例说明了所构造模型的基本特征。
為促進跨省區輸電交易的健康與可持續髮展,針對聯網送電的跨省區輸電工程,宜採用兩部製輸電定價。對在兩部製輸電定價過程中如何確定容量費用所佔比例的問題,現有方法一般根據經驗確定,不能很好應對由于實際輸電量不確定而導緻的收益過大或不足的風險。在此揹景下,髮展瞭不完全信息情形下由輸電公司和受電方協商確定兩部製輸電價格中容量費用比例的風險談判模型。首先,根據經營期方法確定輸電工程的年準許收入,進而分析在實際輸電量不確定的情況下,給定不同容量費用比例時雙方的期望收益以及用條件風險價值(CVaR)所量度的風險損失。之後,構建瞭不完全信息情形下的風險談判模型,雙方以保留收益率為約束,以自身麵臨的風險損失最小為目標,通過估計對方的風險承受能力和談判策略來確定自身的最優談判策略。最後,以南方區域西電東送實際輸電工程為例說明瞭所構造模型的基本特徵。
위촉진과성구수전교역적건강여가지속발전,침대련망송전적과성구수전공정,의채용량부제수전정개。대재량부제수전정개과정중여하학정용량비용소점비례적문제,현유방법일반근거경험학정,불능흔호응대유우실제수전량불학정이도치적수익과대혹불족적풍험。재차배경하,발전료불완전신식정형하유수전공사화수전방협상학정량부제수전개격중용량비용비례적풍험담판모형。수선,근거경영기방법학정수전공정적년준허수입,진이분석재실제수전량불학정적정황하,급정불동용량비용비례시쌍방적기망수익이급용조건풍험개치(CVaR)소량도적풍험손실。지후,구건료불완전신식정형하적풍험담판모형,쌍방이보류수익솔위약속,이자신면림적풍험손실최소위목표,통과고계대방적풍험승수능력화담판책략래학정자신적최우담판책략。최후,이남방구역서전동송실제수전공정위례설명료소구조모형적기본특정。
The two-part transmission pricing mechanism is suggested for trans-provincial transmission proj ects orientating for network interconnection and power transmission,so as to promote the healthy and sustainable development of trans-provincial transmission trading.In implementing a two-part transmission pricing mechanism,how to appropriately determine the capacity charging ratio is an issue not well solved,while in the existing two-part mechanisms,the capacity charging ratios are mostly designated by the decision-maker”s preference without solid theoretical j ustification,and uncertainties associated with actual transmission trading electric quantity are seldom taken into consideration.Given this background,a conditional value at risk (CVaR) based negotiation model is developed for a transmission company and a power purchaser under incomplete information for achieving an agreeable capacity charging ratio.First,the annual allowed income for a trans-provincial transmission proj ect is determined using the well-established operation period method,and then the expected profit and risk loss measured by CVaR under different capacity charging ratios are analyzed considering the uncertainty of actual transmission trading electric quantity. Then,a CVaR-based negotiation model is presented under incomplete information,the obj ective for each side of the two negotiators is to minimize its risk loss under a given lowest expected profit constraint and the estimations of the opponent”s risk tolerance ability and negotiation strategy,and then to determine an optimal offer.Finally,the west-to-east power transmission proj ect in the southern region of China is employed to demonstrate the basic characteristics of the proposed model.