Coal-electricity linkage method based on medium and long term markets and risk assessment method thereof

Abstract

The invention belongs to the field of electrical engineering, and particularly relates to a coal-electricity linkage method based on medium and long term markets and a risk assessment method thereof, on the basis of designing a coal-electricity linkage mechanism, by analyzing the cost composition of a coal-fired unit, a risk assessment model based on CVaR is constructed, and market transaction risks before and after linkage are assessed according to historical data. Firstly, a coal-electricity price linkage mechanism is designed based on existing policy documents and actual unit coal consumption; dividing the power generation cost of the coal-fired unit into two parts, namely fixed cost and fuel cost, and obtaining a cost expression of the coal-fired unit in combination with specific data; constructing a transaction risk model faced by the unit; and finally, analyzing the effectiveness of the linkage method by using actual market transaction data. The method provides a new thought for dredging upstream coal price change to downstream power consumers, and is beneficial for thermal power enterprises to maintain power generation enthusiasm during high coal price period, thereby ensuring national economy development when supply-demand relationship is tense.

Description

technical field [0001] The invention belongs to the field of electrical engineering, and more specifically relates to a coal-electricity linkage method and a risk assessment method based on medium and long-term markets. Background technique [0002] At present, my country's electricity market transactions are still dominated by medium and long-term transactions. Through the medium- and long-term contracts, the "ballast stone" of electricity prices, after locking most of the electricity transaction prices in the market, the upstream fuel price fluctuations will be completely borne by the main body of the power generation side, and cannot be transmitted to users. On the one hand, market transactions lack relevant means to control the risk of fuel price fluctuations. For example, the price of thermal coal in a certain year showed a "V"-shaped curve change. Compared with previous years, the overall level of coal prices in this year was relatively high, thermal power companies suf...

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Problems solved by technology

[0002] At present, my country's electricity market transactions are still dominated by medium and long-term transactions. Through the medium- and long-term contracts, the "ballast stone" of electricity prices, after locking most of the electricity transaction prices in the market, the fluctuations in upstream fuel prices will be completely borne by the main body of the power generation side, and cannot be transmitted to users. On the one hand, market transactions lack relevant means to control the risk of fuel price fluctuations

For example, the price of thermal coal in a certain year showed a "V"-shaped curve change. Compared with previous years, the overall level of coal prices in this year was relatively high, thermal power companies suffered serious losses, market transaction risks increased sharply, and the willingness to generate electricity was extremely reduced. There were difficulties in fulfilling contracts.

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