【作者】 魏颖莉；

【导师】 李庚银；

【作者基本信息】 华北电力大学（河北） ， 电力系统及其自动化， 2008， 硕士

【摘要】 大用户直购电的实施使得大用户有机会从多个市场购电,因此研究大用户购电组合问题就非常必要并具有重要的经济意义。针对大用户购电的特点,将其购电决策分为长期购电决策和短期购电决策,通过长期购电决策确定其远期合同及可中断合同电量,通过短期购电决策确定其在现货市场及自备电厂中的购电量。以大用户在远期合同市场、现货市场中购电,考虑自备电厂及可中断负荷的作用,借鉴现代投资组合理论中的Markowitz模型推导了购电组合的有效前沿。同时引入偏离度的概念,建立考虑大用户购电成本及风险的最优化模型,并针对Markowitz模型的不足引入E-CVaR模型对其进行改进,从而得到大用户购电量在各市场中的分配比例,并通过算例验证。更多还原

【Abstract】 The research on large consumer electricity purchasing strategy is vital and of important economic significance based on the situation that the large consumers have opportunities to purchase electricity directly from different ways.The electricity purchasing decision of large consumers will be divided into long-term and short-term electricity purchasing decision in this paper. The quantity of electricity purchased in long-term contracts and interrupted electricity contracts are determined by long-term electricity purchasing decision. And the others are determined by short-term electricity purchasing decision. Considering purchasing electricity through long-term contracts and from spot markets, as well as taking self-served power plants and interruptible service into account, the efficient frontier is inferred by a Markowitz model based large consumer electricity purchase portfolio model, and a deviation degree based large consumer electricity purchasing decision model is proposed to determine the electricity purchasing-amount in varies markets. And an E-CVaR model is also proposed to improve the inadequacies of Markowitz model. The relevant theoretical analysis and numerical tests are given.更多还原