作　　者： ; ; ; ;

机构地区： 西安交通大学电气工程学院

出　　处： 《电力系统自动化》 2008年第13期16-20,66,共6页

摘　　要： 需求侧实时电价(RTP)是电力市场下需求响应的重要手段之一。作为一种理想的需求侧电价机制,通过结合与RTP相关的各类套期保值合同,RTP的价格波动风险可以在市场参与者之间合理分摊。基于各国开展RTP的研究与实践,结合随机电价模型,利用Monte-Carlo模拟法对与RTP相关的各类套期保值合同进行定价。在确定了合同价格后,基于条件风险价值(CVaR)法,以用户购电效用最大化为目标,建立了不同风险喜好的用户选择负荷最优套期保值比例的决策模型。最后通过算例仿真验证了所述方法的有效性,它有利于用户有选择性地规避RTP的价格风险,实现了供电公司与用户之间的良好互动。 Demand side real-time pricing （RTP） is a critical measure of demand response in electricity markets. As an ideal demand side tariff mechanism, the price volatility risk of RTP can be rationally shared among market participants by integrating various RTP-related hedge contracts. Based on RTP researches and experiences around the world, combined with random electricity price model, RTP-related hedge contracts are priced with the Monte-Carlo simulation method. Furthermore, based on CVaR method, a decision model for maximizing customer＇ s electricity purchasing utilities is introduced. Optimal load hedge rates for different risk-preference customers can be obtained by solving the model. Numerical results are finally used to prove the effectiveness of the proposed model, which is beneficial to customers selectively hedging against price volatility risk of RTP and promoting interactions between the power supply company and its customers.

关 键 词： 电力市场 需求响应 实时电价 套期保值合同 风险管理

领　　域： [电气工程] [经济管理]