【作者】 关勇；

【导师】 乞建勋； 李翔；

【作者基本信息】 华北电力大学（北京） ， 技术经济及管理， 2009， 博士

【摘要】 电力市场化改革给电网企业带来自主权的同时,也增加其经营的风险。本文从提高电能效率的角度,阐述了电网企业在购电侧、售电侧、用户侧所面临的风险,分析这些风险与电能效率之间的关系,并采用分形理论、动力学理论、优化理论、博弈理论、金融理论等对电网企业的风险控制进行研究,本文主要工作如下:针对电网企业购电侧风险进行研究。讨论了非线性电力负荷持久性问题,并在持久性区间利用分形插值算法进行了短期负荷预测。运用分形理论中的重标极差分析方法构造了电力负荷分析模型,揭示了负荷波动变化的持久性,表现出了隐藏于随机性之后的有序性,进而实现高精度的日电力负荷预测。从定量的角度,提出采用VaR指标对风险波动的深度进行评估,采用分形分布特征参数的标准离差率对风险波动的宽度进行评估,采用购电电价的波动频率对风险波动的持久度进行评估,并构建电网企业的购电电价多维风险评估模型。存在水火电发电商的市场环境下,针对电网企业如何在水火电中的联合购电风险进行研究。采用条件风险价值理论,对电网企业在现货市场、长期合约市场和期权市场售电所面临的不确定性风险进行度量;然后,基于投资组合理论,综合考虑电网企业的风险和期望收益,构建均值-条件风险价值的购电组合优化模型。针对电网企业售电侧风险进行研究。在考虑了用户需求弹性、现货市场和合同市场的购电成本以及对用户的补偿等因素基础上,建立了分时电价下电网企业购售电的风险控制模型。通过求解该优化模型,能有效地削峰填谷,同时实现电网企业风险最小、利润最大。运用双方叫价拍卖机制,结合纳什讨价还价理论设计可中断负荷的利益分享机制,通过求解贝叶斯纳什均衡得到发电公司和电网企业的最优报价策略。运用模糊概率表示可中断负荷用户的违约风险概率,在此基础上构建了一套可中断负荷双层决策优化模型,并在约束条件中引入对用户上报真实成本信息的激励因子,获得最优的可中断负荷补偿电价。针对电网企业用户侧的风险进行研究。分析电网企业实行大用户直购电前后的供电成本和供电收益的变化;采用邮票法对转运电费用进行分摊,得出大用户直购电的单位供电成本;根据未来转运费的预测区间构建电网企业的风险度量模型,并结合风险度量结果给出电网企业一些有效规避策略。采用熵值法对电网企业和自备电厂收取并网备用容量费的收益风险进行度量,并对它们的收益风险进行比较;从平衡电网企业与自备电厂收益风险角度,构建它们的收益风险平衡模型,并采用间接搜索法对其进行求解,从而达到控制自备电厂给电网企业带来风险的目的。更多还原

【Abstract】 The power market reform gives the autonomy of power grid enterprises,but also increases their business risks.In this paper,form the perspective of improving energy efficiency,expound the risks of power purchase side,marketing electricity side and users’ side of power grid enterprises and analyze the relationship between these risks and energy efficiency,adopt the fractal theory,dynamics theory,optimization theory,game theory and financial theory to do the researches to control the risks of the power grid enterprises.Do the researches to the power purchase side of power grid enterprises.The durability of non-linear power load is discussed and short-term load forecasting is performed in durability span by fractal interpolation algorithm.By use of rescaled range analysis method in fractal theory,an analytic model of power load is constructed,and this model reveals the durability of load fluctuation,demonstrates the orderliness concealed behind the randomness and proves that the load characteristic is extendable.Form the perspective of the quantity,this paper evaluates the depth of risk fluctuations with value-at-risk index,the width of risk fluctuations with the standard difference rate in the character parameter of the fractal distribution,the lasting degree of risk fluctuations with the fluctuation frequency of on-grid price from the quantitative aspect.And the multi-dimensional assessment model to purchase electricity price is constructed.In power market,do the researches to the power grid enterprises’ risks of joint purchase the hydropower generation and thermal power generation,the uncertain risk faced by the electric power grid company purchasing electricity in spot market,contract market and option market will be measured with conditional value at risk(CVaR) theory Then,the mean-CVaR sale portfolio optimal model is constructed with considering the risk and expectation benefits of this electric power grid company based on investment portfolio theory.Do the researches to the marketing electricity side of power grid enterprises.A risk control model of the power grid enterprise purchasing and solling electricity at the environment of TOU price is constructed with considering customer’s demand elasticity, power purchase cost of spot market and contract market and the compensation to customer.. Through resolving the optimization model,it can shift the peaking load;achieve its minimum risk and maximum profit at the same time.Adopt the mechanism of double auction combined with the theory of Nash Bargaining to design the benefit sharing mechanism between the Generation Company and the Power-Supply Company,in which both the two sides bided their gain and cost of the Interruptible Load Management(ILM) respectively and made the sharing price themselves..At the same time,the bidding strategies of them were also studied, and the optimal strategies were obtained by the calculation of Nash-Beyesian Equilibrium. Adopt the Fuzzy probability to represent interruptible load users’ default risk probabilities, and then a two-layer optimal decision model for interruptible load is built.And the optimal interruptible load price is gotten through minimizing these costs and introducing the incentive factors in constraints for encouraging the customers to report real cost information.Do the researches to the users’ side of power grid enterprises.The change of power-supplying cost and power-supplying income are analyzed before and after practicing direct power-purchase for large consumers.The transmission-distribution cost is apportioned with stamp theory,which can get the unit power-supplying cost of direct power-purchase for large consumers.The risk measure model of power-supplying company is constructed according to the fore cast interval of transmission-distribution cost in the future,and some available evaded strategies are given according to the risk measure result.Measure the income risks of the power grid enterprises and the autonomous power plants implementing the grid-connected reserved capacity fee by using the entropy method and compare their income risks.From the perspective of balancing the income risk between both sides,their income risk balance model is built.Use the indirect search method to solve this model,it can get the objective of controlling the risks which the autonomous power plants bring to the power grid enterprises.更多还原