基于预测-校核机制的发电侧煤电联动

通过引入用于预测普通商品价格的较成熟的几何布朗运动模型建立了燃煤市场的煤价波动模型。通过分析火电企业生产成本与煤价之间的关系，依据Ito引理将燃煤市场的煤价波动引入电厂生产成本的波动中，建立了电厂生产成本的波动模型。通过求取一段时间内电厂生产成本的波动期望值，对政府职能部门提出了依据该期望值对电厂上网电价进行调整的建议。考虑到政府职能部门提前对电厂上网电价进行调整可能存在风险的实际情况，提出了构建煤电联动预测&;#65533;校核机制的思路，为上述模型的应用提供了保障。最后举例说明了该模型的使用步骤并验证了其合理性与可行性。

Research on Forecasting-Checking Mechanism Based Linking of Electricity Price to Coal Price at Generation Side

By means of introducing ripe geometrical Brown movement model for common commodity price forecasting a coal price fluctuation model of coal market is established. Through analyzing the relation between production cost of coal-fired power plant and coal price and according to Ito lemma the fluctuation of coal price is led into the fluctuation of power plant production cost, thus a fluctuation model of power plant production cost is built. By means of solving for the fluctuating expected value of power plant production cost within a period of time, a suggestion for functional department of the government is put forward, i.e., adjusting power plant’s offering price according to this expected value. Considering actual condition that there may exist risk in the adjustment of power plant’s offering price by government’s functional department in advance and for the purpose of ensuring the application of above-mentioned models, a thinking of constructing a forecasting-checking mechanism for the linking of electricity tariff to coal price is proposed. The procedures of using the proposed models are illustrated and both rationality and feasibility of the proposed method are verified.