As the penetration of new energy sources increases and coal prices become more volatile,coal-fired power producers are facing operational difficulties and need to rationalize coal procurement,weighing fuel costs and risks.A-gainst this background,we proposed a coal procurement decision model based on Conditional Value-at-Risk for time se-ries operation.Firstly,we embedded the simulation of annual 8 760-hour time-series operation into the coal procure-ment optimization of power generation enterprises.Considering load and new energy output changes,we simulated the coal-fired unit output curve with the objective of minimizing regional operating costs.Secondly,we used the generation capacity by accumulating the generation curves and the spot market coal price as exogenous inputs,and constructed a coal combinatorial procurement decision model considering the uncertainty risk of spot market coal price based on Con-ditional Value-at-Risk.This model is to combine the procurement quantity of long contract coal and spot market coal.Finally,the effectiveness of the model is verified through the analysis of the arithmetic case.The results show that the time-series operation coal procurement decision model based on Conditional Value-at-Risk is reasonable and effective,and the company can make coal portfolio procurement according to the finely simulated generation plan,and the expec-ted cost of coal procurement decision can be minimized with the control of risk.Compared to the risk-neutral decision model,the proposed model takes into account the risk appetite of the decision maker and reduces the tail risk of the de-cision outcome,which is more in line with production and operation reality.
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