| 实时电力市场和零售市场电价关联对供电公司决策和利润的影响 |
| |
| 引用本文： | 盛方正,季建华. 实时电力市场和零售市场电价关联对供电公司决策和利润的影响[J]. 现代电力, 2007, 24(6): 71-75 |
| |
| 作者姓名： | 盛方正 季建华 |
| |
| 作者单位： | 上海交通大学安泰经济与管理学院,上海,200052 |
| |
| 摘 要： | 研究了供电公司利用期权合同最优购电决策以及实时电力市场和零售市场电价关联对供电公司利润期望的影响。采用了数学建模求解最优化决策的方法,分别考虑了实时电力市场购电价格、电力零售价格相互独立和相互不独立的两种情况。通过数例仿真发现,随着相关系数绝对值的增加,供电公司购买的期权合同数目减小,但是利润期望值增加。
|
| 关 键 词： | 电力市场 电力零售市场 最优化 期权 |
| 文章编号： | 1007-2322(2007)06-0071-05 |
| 修稿时间： | 2007-03-29 |
Influence of Correlation of Prices of Power Spot Market and Retailing Market on Strategy and Profit of Power Suppliers |
| |
| Sheng Fangzheng,Ji Jianhua. Influence of Correlation of Prices of Power Spot Market and Retailing Market on Strategy and Profit of Power Suppliers[J]. Modern Electric Power, 2007, 24(6): 71-75 |
| |
| Authors: | Sheng Fangzheng Ji Jianhua |
| |
| Abstract: | The optimal sourcing strategy of power supplier with options and the influence of the correlation of prices of power spot market and retailing market on profit expectation are studied.By establishing mathematic model and optimization,the retailing price and the spot price in conditions of independence and dependence are considered respectively.The numerical example shows that with the absolute value of the correlation increasing,the optimal number of option purchased by power supplier will decrease,but the profit expectation will increase. |
| |
| Keywords: | power market power retail market optimization options |
| 本文献已被 CNKI 维普 万方数据 等数据库收录！ |
