论文部分内容阅读
为促进跨省区输电交易的健康与可持续发展,针对联网送电的跨省区输电工程,宜采用两部制输电定价。对在两部制输电定价过程中如何确定容量费用所占比例的问题,现有方法一般根据经验确定,不能很好应对由于实际输电量不确定而导致的收益过大或不足的风险。在此背景下,发展了不完全信息情形下由输电公司和受电方协商确定两部制输电价格中容量费用比例的风险谈判模型。首先,根据经营期方法确定输电工程的年准许收入,进而分析在实际输电量不确定的情况下,给定不同容量费用比例时双方的期望收益以及用条件风险价值(CVaR)所量度的风险损失。之后,构建了不完全信息情形下的风险谈判模型,双方以保留收益率为约束,以自身面临的风险损失最小为目标,通过估计对方的风险承受能力和谈判策略来确定自身的最优谈判策略。最后,以南方区域西电东送实际输电工程为例说明了所构造模型的基本特征。
In order to promote the healthy and sustainable development of trans-provincial electricity transmission transactions, a trans-provincial power transmission project for interconnection transmission should adopt a two-part transmission pricing scheme. As to how to determine the proportion of capacity costs in the two-part transmission pricing process, the existing methods are usually determined empirically and can not deal with the risks of excessively large or insufficient returns caused by the actual transmission volume uncertainties. Under this background, a risk negotiation model is developed in which the transmission company and the power receiving party negotiate to determine the proportion of the capacity costs in the two-unit transmission price under incomplete information. First of all, the annual allowable income of power transmission projects is determined according to the method of operation period, then the expectation return and the risk loss measured by the conditional VaR (CVaR) are given under the condition of different capacity cost ratios when the actual power transmission is uncertain. . Afterwards, the risk negotiation model under the condition of incomplete information is constructed. The two sides take the retention rate of return as the constraint and aim at the minimum risk loss they face as the objective. By estimating the counterparty’s risk tolerance and negotiation strategy, the two sides can determine their own optimal negotiation strategy . Finally, the basic characteristics of the constructed model are illustrated by taking the actual transmission project from west to east in the southern area as an example.