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电网技术  2007 

供电公司实行峰谷分时电价的风险价值计算模型

, PP. 43-47

Keywords: 电力市场,峰谷分时电价,风险评估,风险价值(VaR),区间数学法

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Abstract:

首先采用风险价值(valueatrisk,VaR)方法根据历史数据计算出各月峰谷时段用电量的历史序列,并在一定的置信度下对谷段和峰段的用电量进行预测;然后采用区间数学方法构建了风险评估模型,以便对供电公司实行峰谷分时电价的风险进行衡量;最后采用该模型分析了某供电局的历史数据并衡量了其实施峰谷分时电价的风险,结果表明该模型不仅是有效的,而且还可以使需求侧管理更具可操作性。

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