考虑现货市场价格不确定性的市场化用户中长期合同电量曲线分解策略A curve decomposition strategy for medium-to-long term contract energy of market-based customers considering price uncertainty in spot market
陆雯,王舒颦,章丽娜,蒋榆桐,侯验秋,杨宁
LU Wen,WANG Shupin,ZHANG Lina,JIANG Yutong,HOU Yanqiu,YANG Ning
摘要(Abstract):
随着我国电力市场化改革的逐步推进,市场化用户不仅可以参与中长期市场,还能根据缺额购电需求参与到现货市场中,其中长期购电合同的电量分解方案将与现货市场的购电决策直接关联。为了对用户中长期电量曲线进行合理分解以降低市场化用户的用电总成本,提出考虑现货市场价格不确定性的市场化用户中长期合同电量曲线分解策略。基于信息间隙决策理论,根据市场化用户对市场价格预测风险的偏好,分别提出风险规避和风险追逐两类不确定性分析模型,从而建立起市场化用户的用电总成本与现货市场价格预测精度之间的量化关系。算例结果表明,所提出的分解策略可以在考虑现货价格不确定性的前提下有效支撑用户的电量分解决策。
As China's electricity market reform progresses, market-based customers can not only participate in medium-to-long-term markets but also engage in the spot market based on their electricity procurement needs. The decomposition strategy for long-term contract energy is directly related to electricity purchasing decisions in the spot market. To rationalize curve decomposition of medium-to-long-term energy of market-based customers and reduce their overall electricity costs, this paper proposes a curve decomposition strategy for medium-to-long term contract energy of market-based customers considering price uncertainty in spot market. Drawing upon information gap decision theory(IGDT), it proposes two types of uncertainty analysis models—risk-averse models and risk-seeking models—to establish a quantitative relationship between the total electricity costs of market-based customers and the accuracy of spot market price predictions. Case study results demonstrate that the proposed strategy can effectively support energy decomposition decisions for customers while considering price uncertainty in spot market.
关键词(KeyWords):
现货市场价格不确定性;电量合同分解;信息间隙决策理论;风险规避模型;风险追逐模型
price uncertainty in spot market;energy contract decomposition;IGDT;risk-averse model;risk-seeking model
基金项目(Foundation): 国网浙江省电力有限公司科技项目(SGZJHZ00YXWT1901664)
作者(Author):
陆雯,王舒颦,章丽娜,蒋榆桐,侯验秋,杨宁
LU Wen,WANG Shupin,ZHANG Lina,JIANG Yutong,HOU Yanqiu,YANG Ning
DOI: 10.19585/j.zjdl.202407014
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- 现货市场价格不确定性
- 电量合同分解
- 信息间隙决策理论
- 风险规避模型
- 风险追逐模型
price uncertainty in spot market - energy contract decomposition
- IGDT
- risk-averse model
- risk-seeking model