考虑碳排放权交易和电价风险的发电商优化调度

总量管制的碳排放权交易体系下,发电商在机组优化调度过程当中应将碳交易成本在模型中一并加以考虑.电力市场环境下,发电商还面临着电价不确定性带来的风险.借鉴风险价值和条件风险价值方法刻画电价风险,并定义鲁棒利润和条件鲁棒利润描述发电商的利润,提出考虑碳排放权交易和电价风险的发电商优化调度模型.借助蒙特卡罗方法模拟电价场景,将所建模型转化为混合整数二阶锥规划进行求解.通过10机24时段系统的算例仿真,验证了所建模型和求解方法的有效性.发电商可以利用该模型优化发电,平衡利润和风险,根据碳排放权价格的高低做出出售配额或购买配额策略.

Self-scheduling of generation company considering carbon trading and electricity price risk

Under carbon cap emission trading system, generation company (GENCO) should consider carbon trading cost together in the optimal unit scheduling process. In the electricity market environment, GENCO also face the risk of price uncertainty. The carbon trading risk self-scheduling (CTRSS) model of GENCO was proposed in the electricity price uncertainty environment. The risk was described by value at risk (VaR) and conditional value at risk (CVaR), and the profit was defined by robust profit (RP) and conditional robust profit (CRP) in the proposed model. Furthermore the different price scenarios were simulated by Monte Carlo method. The proposed CTRSS model was transformed as a mixed integer second-order cone programming (MISOCP) formulation solved efficiently. Finally, the effectiveness and validity of proposed model and method were illustrated by 10-unit 24-period system. GENCO can use the model to optimize power generation, balance between profit and risk, and sell or buy quota strategy according to the carbon price.