基于动态RPN的电力市场价格风险柔性化防范技术
Dynamic RPN-Based Flexible Prevention Technology for Electricity Market Price Risk
尚处发展初级阶段的中国电力市场亟需合理有效的价格风险防范技术。首先,采用半监督支持向量机-序关系-熵权(semi-supervised support vector machine-order relation-entropy weight,SSVM-OR-EW)算法量化了机组个体和市场总体的动态风险系数。其次,研究了“事中防范+事后处置”的双保险风险防控技术,构建了“演化博弈-优化出清”双层模型。根据动态风险系数,事中柔性化防范价格风险,事后风险处置则引入盖然性理论,构建专家逻辑推演系统,进一步挖掘机组风险可能性,为监管机构法规化处置提供现实依据。最后,以某地区现货市场数据进行算例分析,结果表明防范体系在有效处置风险的同时避免了价格刚性监管的弊端,实现了闭环防控。
China's electricity market, which is still in the early stage of development, is in dire need of reasonable and effective price risk prevention techniques. Firstly, the SSVM-OR-EW algorithm is used to quantify the dynamic risk coefficients of individual units and the market as a whole. Secondly, the double-insurance risk prevention and control technology of "ex-ante risk prevention & ex-post risk disposal" are studied. A two-layer model of "evolutionary game-optimization clearing" is constructed. According to the dynamic risk coefficients, soften the ex-ante risk prevention, and introduce the theory of caprice to ex-post risk disposal, and construct an expert logic deduction system to further improve the price risk prevention and control. The expert logic deduction system is constructed to further explore the possibility of unit risk and provide a realistic basis for the regulatory agencies to deal with it in accordance with the regulations. Finally, an example analysis is carried out with the data of a regional spot market, and the results show that the preventive system effectively disposes of risks while avoiding the drawbacks of rigid price regulation and realizing closed-loop prevention and control.
电力市场 / 逻辑推理机 / 演化博弈 / 事后风险处置 / 事中风险防范 / 柔性化防范
electricity market / logical reasoning machine / evolutionary game / ex-post risk disposal / ex-ante risk prevention / flexibility prevention
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