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电网技术  2007 

基于预测-校核机制的发电侧煤电联动

, PP. 22-26

Keywords: 电力市场,煤电联动,预测?,校核机制,几何布朗运动,Ito引理

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Abstract:

通过引入用于预测普通商品价格的较成熟的几何布朗运动模型建立了燃煤市场的煤价波动模型。通过分析火电企业生产成本与煤价之间的关系,依据Ito引理将燃煤市场的煤价波动引入电厂生产成本的波动中,建立了电厂生产成本的波动模型。通过求取一段时间内电厂生产成本的波动期望值,对政府职能部门提出了依据该期望值对电厂上网电价进行调整的建议。考虑到政府职能部门提前对电厂上网电价进行调整可能存在风险的实际情况,提出了构建煤电联动预测?校核机制的思路,为上述模型的应用提供了保障。最后举例说明了该模型的使用步骤并验证了其合理性与可行性。

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