Abstract
Price fluctuation in the electricity market brings risk to electricity purchase. To reduce the risk effectively, this paper established a mean-variance risk measurement model for six in-and-out-of-province electricity markets based on the portfolio theory and the analysis of the distribution of provincial power gird market. On this basis, a risk optimization model for power purchasing was established and solved to get the reasonable allocation ratio of yearly electricity volume, monthly electricity volume and day-ahead electricity volume. Finally, through the calculation analysis using the model and simulation data from one provincial gird company, this paper proved the validity and practicability of the model.
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Tan, L., Zheng, H., Li, X. (2011). Research on Electricity-Purchase Risk Optimization Model of Provincial Grid Companies in Provincial and Regional Markets Considering Price Fluctuations. In: Wan, X. (eds) Electrical Power Systems and Computers. Lecture Notes in Electrical Engineering, vol 99. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-21747-0_49
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DOI: https://doi.org/10.1007/978-3-642-21747-0_49
Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-642-21746-3
Online ISBN: 978-3-642-21747-0
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