华东区域市场月度购电决策模型实证比较

华东区域电力市场中，电力公司在月度市场中报价，日前市场中只申报负荷需求，以管制价格对用户售电。各个市场中竞价电量的分配以及报价直接影响到电力公司的收益和市场稳定。文中基于投资组合理论，对电力公司考虑风险的月度购电策略进行了研究。首先对3种风险计量指标的购电决策模型从实际应用角度进行了分析，其中基于半方差的购电模型为首次提出；其次针对购电侧分段报价规则，提出了利用分段降低风险的月度分段报价模型；最后结合实际数据对各种模型进行了实证分析。

Empirical Comparison on Monthly Purchasing Models for East China Regional Market

In East China Regional Market, the transmission company acts as a load service provider, which has the mandate to supply electricity with regulated price. The load service provider can meet some of its future requirements through the monthly trading and the day-ahead market, and the remainder through the adjustment of the self-generation. The optimal monthly purchase allocation problem has become a major concern of the demand side. Based on modern Portfolio theory, models with different risk measurement indices are proposed and compared. Furthermore, a systematic framework for monthly purchasing decision is developed employing step-wise bidding rules. The mean semi-variance model for purchaser is proposed. The data of East China Regional Market is used to illustrate the proposed methods.