基于参数分布的辅助服务市场风险计算方法

摘要

市场环境下辅助服务的运营机制发生重大变化,市场中不确定因素的增加,如辅助服务的价格、需求波动等,导致辅助服务市场的风险增大.为了保障电网的安全、稳定和经济运行,从辅助服务的风险量化方面展开论述,引入VaR理论,建立基于参数分布的辅助服务市场风险分析VaR模型.算例结果表明:该模型能够量化评价电网公司在不同时刻购买辅助服务时可能遭受的风险损失,从而为其做出优化的市场决策提供辅助参考.%Under market environment,major changes have been brought in the ancillary service market's operation mechanism.The growth of uncertainty factors,such as the ancillary service's price and demand fluctuations,lead to risk increasing.In order to protect the power grid's security,stability and economy,risk quantitative analysis of ancillary service markets was discussed in this paper.VaR theory was introduced to formulate a risk assessment model for ancillary service market based on parameter distribution.An example analysis results showed that the proposed model could quantify the potential loss of grid company during the ancillary service purchasing procedure,thus provided support for optimal decision.