不确定性电价分析_白利超.pdf

第22 卷 第5 期 中 国 电 机 工 程 学 报 Vol.22 No.5 May 2002 2002 年5 月 Proceedings of the CSEE © 2002 Chin. Soc. for Elec.Eng. 文章编号：0258-8013 (2002) 05-0036-06 不确定性电价分析 白利超，康重庆，夏清，葛睿 (清华大学电机系 北京 100084) ANALYSIS ON THE UNCERTAINTY OF ELECTRICITY PRICE BAI Li-chao, KANG Chong-qing, XIA Qing, GE Rui (Tsinghua University, Beijing 100084, China) ABSTRACT : Electricity price is one of the cores of all the 础，提出了一种合理的分析方法，可直接处理机组报价的不 questions under deregulation environment. Generally, trading 确定性，最终算出在不同的需求下系统边际电价的概率分 process is done in the power pool and System Marginal Price 布，并进一步得到其期望值和方差。这个分析结果将为评价 (SMP) is determined according to the bids of each generation 电力市场的风险提供直接的依据。算例研究表明该文模型和 unit. It should be stressed that the future SMP will be a random 算法的正确性。 variable since it is dependent on the uncertainty associated with 关键词:用电力市场；序列运算理论；边际电价；不确定性； the availability of generation units, system load, etc. Hence it is 风险 of great importance to estimating the probabilistic distribution of SMP. Differing from other works, the concept of uncertain 中图分类号：F031.4；F407.61; TM731 文献标识码：A SMP due to random bidding strategies of generation unit is 1 引言 presented in this paper. Based on the Sequence Operation Theory (SOT), an analytical model and algorithm is proposed 价格是市场配置资源、调节生产与消费的杠杆。 to deal with the uncertainty of the bids. From the view of 在电力市场中，购电电价由交易中心综合发电方报 probability, the distribution function of SMP under different 价与市场需求，同时考虑系统状况得到。它不再像 system demancls can be got. Furthermore, the mea