EN考虑多周期序贯交易风险的年度购电决策方法
Annual power purchase strategy considering multi-period sequential trading risks
- 中国电力 2026年59卷第3期 页码：84-93
- 作者机构：
1. 清华大学 电机工程与应用电子技术系,北京,100084
2. 国网山西省电力有限公司,山西,太原,030021
3. 中国电力科学研究院有限公司,江苏,南京,210003
- 作者简介：
- 基金信息：国家电网有限公司科技项目（5108-202455365A-3-1-DG）。
DOI：10.11930/j.issn.1004-9649.202508012
中图分类号：-
网络首发：2026-03-16，
纸质出版：2026-03-16
- 稿件说明：
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蔺国欣, 张超, 冯凯, 马佳豪, 张宁. 考虑多周期序贯交易风险的年度购电决策方法[J]. 中国电力, 2026, 59(3): 84-93.
LIN Guoxin, ZHANG Chao, FENG Kai, et al. Annual power purchase strategy considering multi-period sequential trading risks[J]. 2026, 59(3): 84-93.
蔺国欣, 张超, 冯凯, 马佳豪, 张宁. 考虑多周期序贯交易风险的年度购电决策方法[J]. 中国电力, 2026, 59(3): 84-93. DOI： 10.11930/j.issn.1004-9649.202508012.
LIN Guoxin, ZHANG Chao, FENG Kai, et al. Annual power purchase strategy considering multi-period sequential trading risks[J]. 2026, 59(3): 84-93. DOI： 10.11930/j.issn.1004-9649.202508012.
摘要
电力交易序贯开展，购电主体各交易周期决策耦合，须综合考虑各周期购电成本的风险，对电量在各周期的分配进行序贯决策。当前购电策略未能考虑各交易周期购电成本的风险差异以及序贯交易过程中多周期购电决策耦合。为此，面向具有一定灵活调节能力的电力用户，提出考虑多周期序贯交易风险的年度购电决策方法。首先，构建多周期典型场景集，基于多周期序贯交易的耦合关系刻画购电成本的风险；其次，基于山西电力市场相关规定，建立考虑多周期序贯交易风险的年度购电决策模型；最后进行算例分析，研究多周期交易机制下灵活性资源降低购电成本、规避风险的作用，并分析灵活性资源规模对各交易周期电量分配的影响。结果表明：相比于按固定比例在各交易周期分配电量的策略，所提决策方法可降低全年购电成本1.65%，降低全年购电风险1.41%。
Abstract
As a result of the sequential trading process
the decision-making of power purchasers is intercoupled across different trading periods. Therefore
power purchasers need to consider the trading risks in each period comprehensively and make power purchase decisions sequentially. However
the current power purchase strategies fail to consider the differences in the risks of power purchase costs across multiple trading periods
nor do they consider the intercoupling of multi-period power purchase decisions in the sequential trading process. To address this issue
this paper proposes an annual power purchase strategy considering the risks of multi-period sequential trading for power purchasers with a certain capacity for flexible regulation. Firstly
a set of multi-period scenarios is constructed
and the multi-period sequential trading risks are characterized based on the coupling relationships of multi-period sequential trading. Then
in accordance with the relevant provisions of the Shanxi electricity market
an annual electricity purchase decision-making model considering the risks of multi-period sequential trading is established. Finally
a case study is conducted to investigate the role of flexible resources in reducing electricity purchase costs and avoiding risks under the multi-period trading mechanism
as well as to analyze the impact of the scale of flexible resources on the allocation of electricity volume in each trading period.The results show that
compared with the strategy of allocating power volume among trading periods at a fixed ratio
the proposed strategy can reduce the annual power purchase cost by 1.65% and the annual power purchase risk by 1.41%.
关键词
Keywords
references
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