消纳保障机制下增量配售电公司的投资组合决策

doi:10.12204/j.issn.1000-7229.2021.10.015

电力建设 ›› 2021, Vol. 42 ›› Issue (10): 139-148.doi: 10.12204/j.issn.1000-7229.2021.10.015

• 电力经济研究 • 上一篇

消纳保障机制下增量配售电公司的投资组合决策

李金城¹(), 蒋轶澄¹, 江海龙², 王海超², 林振智¹, 文福拴¹

1.浙江大学电气工程学院,杭州市 310027
2.安徽电力交易中心有限公司,合肥市 230061

收稿日期:2021-01-11 出版日期:2021-10-01 发布日期:2021-10-09
通讯作者: 林振智 E-mail:zdljc@zju.edu.cn
作者简介:李金城(1995),男,硕士研究生,主要研究方向为电力市场与电力经济、可再生能源消纳,E-mail: zdljc@zju.edu.cn。
蒋轶澄(1995),女,硕士研究生,主要研究方向为电力市场与电力经济、可再生能源消纳。
江海龙(1985),男,硕士,高级工程师,主要研究方向为电力市场建设。
王海超(1978),男,博士,教授级高级工程师,主要研究方向为电力市场管理。
文福拴(1965),男,博士,教授,博士生导师,主要研究方向为电力系统故障诊断与系统恢复、电力市场与电力经济、智能电网与电动汽车等。
基金资助:
国家重点研发计划资助项目(2016YFB0901100)

Portfolio Investment Strategies of Incremental Electricity Distribution and Retail Companies under the Guaranteed Mechanism for Accommodating Renewable Energy Generation

LI Jincheng¹(), JIANG Yicheng¹, JIANG Hailong², WANG Haichao², LIN Zhenzhi¹, WEN Fushuan¹

1. School of Electrical Engineering, Zhejiang University, Hangzhou 310027, China
2. Anhui Power Exchange Center Company Limited, Hefei 230061, China

Received:2021-01-11 Online:2021-10-01 Published:2021-10-09
Contact: LIN Zhenzhi E-mail:zdljc@zju.edu.cn
Supported by:
National Key R&D Program of China(2016YFB0901100)

摘要/Abstract

摘要：

在可再生能源电力消纳保障机制中明确将增量配售电公司纳入消纳责任考核主体。这样,研究消纳责任下增量配售电公司的最优投资决策对其经营发展、消纳保障机制的设计与完善均具有重要意义。在此背景下,文章提出了一种基于投资组合理论和展望理论的增量配售电公司最优组合投资决策方法。首先,对增量配售电公司应对消纳责任的投资决策行为进行成本效益分析,得出各投资行为的收益率和风险。接着,基于投资组合理论构建各投资行为的组合,提出增量配售电公司的组合投资模型。然后,为进一步反映增量配售电公司的真实投资行为,基于展望理论对所提模型进行改进,提出改进组合投资决策模型。最后,以某增量配售电公司为例进行验证分析,算例结果表明所提模型可使其获得最大投资决策效用。

关键词: 可再生能源发电, 消纳保障机制, 投资组合理论, 展望理论, 投资组合决策模型

Abstract:

Incremental electricity distribution and retail companies are imposed the responsibility in the guaranteed mechanism for accommodating renewable energy generation, and it is hence of great significance to study their optimal investment strategies for business development as well as the design and improvement of the guaranteed mechanism. Given this background, the optimal portfolio investment decision-making method and prospect theory are presented for incremental electricity distribution and retail companies. Firstly, the cost-benefit analysis of the investment decision-making behavior of incremental electricity distribution and retail companies in response to accommodation responsibility is performed for attaining the return rate and risk of each investment behavior. Secondly, a portfolio investment decision-making model of incremental electricity distribution and retail companies is developed. Then, an improved portfolio investment decision-making model based on the prospect theory is built for incremental electricity distribution and retail companies so as to more accurately attain their optimal investment behaviors. Finally, case studies on an incremental electricity distribution and retail company are performed to demonstrate the proposed decision-making model. Simulation results show that the proposed strategies for incremental electricity distribution and retail companies could maximize the utility associated with investment decision-making.

Key words: renewable energy generation, guaranteed accommodation mechanism, portfolio theory, prospect theory, portfolio investment decision-making model

中图分类号:

TM73

李金城, 蒋轶澄, 江海龙, 王海超, 林振智, 文福拴. 消纳保障机制下增量配售电公司的投资组合决策[J]. 电力建设, 2021, 42(10): 139-148.

LI Jincheng, JIANG Yicheng, JIANG Hailong, WANG Haichao, LIN Zhenzhi, WEN Fushuan. Portfolio Investment Strategies of Incremental Electricity Distribution and Retail Companies under the Guaranteed Mechanism for Accommodating Renewable Energy Generation[J]. ELECTRIC POWER CONSTRUCTION, 2021, 42(10): 139-148.

图/表 8

图1 增量配售电公司组合投资示意图

Fig.1 A graphical representation of the portfolio investment of an incremental electricity distribution and retail company

图2 增量配售电公司最优组合投资的实现步骤

Fig.2 Steps to realize the optimal portfolio investment strategy of an incremental electricity distribution and retail company

图3 某省各场景下分布式风电出力曲线

Fig.3 Output curves of distributed wind power in considered scenarios of a province

表1 Capital compositions of optimal portfolio investment and non-portfolio investment万元

Table 1

图4 最优组合投资与非组合投资的主要经济指标比较

Fig.4 Comparisons of main economic indicators between optimal portfolio investment and non-portfolio investment

图5 不同风险偏好下的最优组合投资策略

Fig.5 Optimal portfolio investment strategies under different risk preferences

图6 不同消纳责任权重下的最优组合投资策略

Fig.6 Optimal portfolio investment strategies under different accommodation responsibility weights

图7 不同输配电价下的最优组合投资策略

Fig.7 Optimal portfolio investment strategies under different transmission and distribution prices

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消纳保障机制下增量配售电公司的投资组合决策

Portfolio Investment Strategies of Incremental Electricity Distribution and Retail Companies under the Guaranteed Mechanism for Accommodating Renewable Energy Generation

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