基于可动态调整风险偏好因子的发/售电一体型集团公司中长期交易合作博弈决策

doi:10.12204/j.issn.1000-7229.2023.05.015

摘要/Abstract

摘要：

目前,我国电力市场以中长期交易为主,并正逐步过渡到与现货交易并存的市场模式。作为市场新主体,发/售电一体型集团公司面临风、光等可再生能源发电机组出力不稳定、终端用户负荷波动等不确定因素造成利润损失风险的问题。提出了一种风险规避因子连续型动态调整方法,构建了发电、售电公司利润损失风险条件价值模型。在此基础上,以发/售电公司合作博弈下中长期交易利润不小于非合作下的利润为约束,提出考虑利润损失风险的集团公司中长期交易合作博弈决策模型。通过2家发电和1家售电子公司组成的集团公司中长期交易的数值仿真,发/售电的合作联盟方式有效提升了可再生能源发电、火力发电和售电子公司的利润80.93%、58.37%和55.51%;分析了动态调整型风险规避因子与子公司交易利润的关系,并给出了合作博弈的交易电价区间。

关键词: 中长期交易, 发/售电一体型集团公司, 动态调整型风险规避因子, 合作博弈

Abstract:

At present, China’s electricity market is mainly based on medium- and long-term transactions and is gradually transitioning to a market model of long-term transactions and spot transactions. As a new market entity, integrated power generation and trading companies face the risk of profit loss caused by uncertain factors, such as the unstable output of renewable energy generating units and load fluctuation of end users. In this study, a continuous dynamic adjustment method for risk aversion factors is proposed, and a conditional value risk model of profit and loss for power-generating and power-trading companies is developed. On this basis, the medium- and long-term trading profit under the cooperative game between power generation and power trading companies is consistently higher than the profit under the non-cooperative game as a constraint, and a medium- and long-term trading cooperation game decision-making model of integrated companies considering the risk of profit loss and the optimal shareholding ratio of power generation and power trading is proposed. Numerical simulation results show that the alliance transaction effectively improve the profits of all subsidiaries. The relationship between the value of the dynamic adjustment risk aversion factor and subsidiary trading profits is analyzed. The trading price interval for the cooperative game is provided.

Key words: medium- and long-term trading, power-generating and trading integrated company, dynamically adjustable risk aversion factor, cooperative game

中图分类号:

TM73

杨洪明, 吴静斌. 基于可动态调整风险偏好因子的发/售电一体型集团公司中长期交易合作博弈决策[J]. 电力建设, 2023, 44(5): 149-160.

YANG Hongming, WU Jingbin. Medium- and Long-term Trading Cooperation Game Decision of Power Generating & Trading Integrated Company Based on Dynamically Adjusted Risk Aversion Factor[J]. ELECTRIC POWER CONSTRUCTION, 2023, 44(5): 149-160.

图/表 11

图1 发/售电公司组织结构及其中长期交易模式

Fig.1 Medium- and long-term transaction model of the power generating/trading company

图2 发/售电一体型集团公司中长期交易时序路径

Fig.2 Medium- and long-term transaction sequence path of the power generating/trading group

图3 发/售电一体型集团公司中长期交易纳什谈判模型求解流程

Fig.3 Medium- and long-term transaction Nash negotiation model solving process of the power generating/trading group

表1 中长期批发市场交易参数设置

Table 1 Transaction parameter of medium- and long-term wholesale market

图4 典型月发电量曲线聚类场景

Fig.4 Cluster scenario of typical monthly power generation

图5 典型月用电量曲线聚类场景

Fig.5 Cluster scenario of typical monthly power consumption

图6 动态调整型风险规避因子与利润关系

Fig.6 Relationship between transaction profit and the value of dynamic adjustment risk aversion factor

表2 合作博弈前后发/售电一体型集团公司年度交易利润

Table 2 Annual transaction profit of power generating/trading integrated company before and after alliance game

图7 风电子公司交易利润

Fig.7 Transaction profit of the wind power subsidiary

图8 火力发电子公司交易利润

Fig.8 Transaction profit of the thermal power subsidiary

图9 售电子公司交易利润

Fig.9 Transaction profit of the power trading subsidiary

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