考虑电价风险的水电站长期优化调度及风险评估

研究了电价的不确定性给电力市场环境下水电站长期优化调度带来的风险,建立了基于VaR的期望—风险效用函数模型。借鉴于金融学中的VaR风险度量方法计量并评估风险,运用进化规划算法求解模型,并给出算例对模型进行了验证,分析说明如何应用风险评估方法进行风险度量和评估。

Long-term Hydropower Station Scheduling with Electricity Price Risk and Risk Assessment

In the power market,financial risk due to the uncertainty of electricity price should not be neglected.This paper mainly studies the issue of risks for long-term hydropower station scheduling.On consideration of both benefits and risk,this paper establishes expected-risk effect function model.Value-at-Risk approach is commonly used in financial engineering,and in this paper this method is introduced to calculate and assess the risk,and evolutionary programming is used to solve the problem.The numerical example illustrates the effectiveness of the method proposed and show how to apply VaR to calculate and assess risks.