基于MCP预测误差VaR值的日前现货市场竞价模型研究

日前现货市场环境下，合理申报段电量和段电价是提高发电企业利润的重要报价策略。为了制定满足风险要求的这一策略，从发电企业的角度出发，通过分析历史预测出清价的误差，统计其概率分布，最后得到误差在不同置信度下的VaR值，并且通过VaR值来指导发电企业进行段电量和段电价的申报。计算实例表明，该法不仅满足独立发电企业所要求的简单、实用原则，并且能够满足日前现货市场竞价要求。

Research on Day-ahead Power Market Bidding ModelBased on VaR of MCP Forecasted Error

Under the day-ahead electricity market, it is an important strategy to improve the profit of an electricity producer by reasonably bidding the block electric quantity and price. In order to present the strategy that satisfy risk requirement, this paper presents a new method to bid block electric quantity and price. The method analyses MCP forecasted error at first, and then calculate its probability distribution. At last, the VaRs of error under different confidence are obtained, which could guide IPP to submit block electric quantity and price. The results declare that the method is not only satisfies the request of simple and practicality, but it also meets all the conditions of day-ahead power market.