Wind power merchant balance market risk decision model considering multiple random quantities of system
A technology of risk decision-making and random quantity, which is applied in the direction of market data collection, information technology support system, communication network with energy trade/energy transmission authority, etc., can solve the problems of occupation and large spare resources, so as to improve applicability and improve Market competitiveness, the effect of increasing the ability to avoid risks
Inactive Publication Date: 2020-02-18
CHANGSHA UNIVERSITY OF SCIENCE AND TECHNOLOGY
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Problems solved by technology
With the rapid development and access of new energy such as wind power, the volatility and randomness of its output bring great risks to wind power companies and even the power spot market, and occupy a large amount of spare resources. How to avoid risks and improve the market of wind power companies Competitiveness, promotion of new energy consumption is the current problem
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[0034] The present invention will be further described below in conjunction with the accompanying drawings and specific embodiments, but the protection scope of the present invention is not limited thereby.
[0035] Such as figure 1 As shown, this embodiment considers the wind power business balance market risk decision-making model with multiple random quantities in the system, and the steps include:
[0036] S1. Based on the historical data of wind power and real-time equilibrium price forecast errors in a certain region, the characteristics of the power spot market and the risks of wind power suppliers participating in the power spot market are analyzed;
[0037] S2. Considering the accuracy of wind power forecasting, real-time equilibrium price, and the relationship between model solution and time scale, and taking options trading as the background, a wind power supplier balance market risk decision-making model that considers multiple random quantities of the system is de...
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The invention discloses a wind power merchant balance market risk decision-making model considering multiple random quantities of a system, and the model comprises the steps: S1, analyzing the characteristics of a power spot market and the risk that a wind power merchant participates in the power spot market based on the wind power prediction error historical data of a certain region; S2, considering the wind power prediction precision, the real-time balance price and the relationship between the model solution and the time scale, and designing a wind power merchant balance market risk decision model considering multiple random quantities of the system by taking option transaction as a background; and S3, applying the model to an electric power spot market in which a certain wind power merchant participates, the market competitiveness of the wind power merchant is improved, and the wind power consumption level is ensured. According to the method, a reference decision-making model is provided for avoiding and balancing market risks of wind power merchants, the model fully excavates the wind power prediction precision, and a proper solving method is adopted for the relationship between model solving and the time scale, so that the market competitiveness of the wind power merchants is improved, and wind curtailment is reduced.
Description
technical field [0001] The invention relates to the technical field of new energy electric power systems and electric power spot markets, and considers a wind power supplier balance market risk decision-making model with multiple random quantities in the system. Background technique [0002] The real-time balance and ready-to-use characteristics of electric power have caused greater risks to the spot market of electric power. In order to avoid risks, futures contracts, forward contracts, contracts for difference and options can be used to manage in the electric power financial market. With the rapid development and access of new energy such as wind power, the volatility and randomness of its output bring great risks to wind power companies and even the power spot market, and occupy a large amount of spare resources. How to avoid risks and improve the market of wind power companies Competitiveness and promotion of new energy consumption are currently facing difficulties. [...
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IPC IPC(8): G06Q30/02G06Q10/06G06Q50/06H02J3/00H02J3/38
CPCG06Q10/0635G06Q10/067G06Q30/0201G06Q30/0202G06Q50/06H02J3/008Y04S50/14
Inventor 周任军潘轩殷旭锋杨洪明李雪芹吴燕榕
Owner CHANGSHA UNIVERSITY OF SCIENCE AND TECHNOLOGY