在我国深化电力市场改革背景下,抽水蓄能等多元主体参与现货市场是大势所趋,但电价的不确定性导致抽水蓄能电量收益面临极大风险,如何制定出力申报策略以保障稳定盈利水平是当前研究难点.因此,首先,围绕调度模式、风险来源等角度,分析抽水蓄能参与现货市场面临的主要风险;其次,采用信息间隙决策理论(information gap decision theory,IGDT)描述电价不确定性,并构建"保守型"与"投机型"报量决策模型;最后,选取实例数据对模型的准确性与合理性进行验证,并对收益偏差系数进行敏感性分析.结果表明,IGDT模型能够根据决策者的风险偏好进行差异化决策,在保障期望收益的情况下,降低电价不确定性的影响,研究有利于为抽水蓄能的日前报量方案选择提供决策参考与依据.
A Model for Pumped Storage Bidding Decision Considering Different Risk Preference in Electricity Spot Market
Under the background of China's deepening power market reform,it is a general trend for pumped storage and other diversified subjects to participate in the spot market,but the uncertainty of electricity price leads to the great risk of pumped storage revenue,and how to formulate the declaration strategy to guarantee the profit level is the difficult point.Firstly,we analyze the main risks faced by pumped storage in the spot market from the perspectives of scheduling mode and risk sources;secondly,we adopt information gap decision theory(IGDT)to describe the tariff uncertainty,and construct the"conservative"and"speculative"strategies.Secondly,IGDT is used to describe the tariff un-certainty and construct the"conservative"and"speculative"quoting decision models;finally,the accuracy and reasonableness of the models are verified by selecting example data,and the sensitivity analysis is performed on the return deviation coefficient.The results show that the IGDT model can differentiate the decision according to the risk preference of the decision maker,and reduce the impact of tariff uncertainty under the condition of guaranteeing the expected return,and the study is conducive to providing decision-making references and bases for the selection of day-ahead reporting options for pumped storage.
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万方数据
