考虑碳交易风险的发电商低碳调度策略

摘要

By 2018,China will carry out the national carbon trading policy.In the carbon trading market,the power suppliers are facing with the risk of uncertainty in the carbon trading price.Considering the risks of carbon trading,the low carbon dispatch problem of power suppliers is worth studying.Drawing on the theory of risk management in financial field,this paper uses conditional value at risk (CVaR) as a risk measurement index,and proposes a low carbon dispatch optimization model for power suppliers considering the risks of carbon trading.The model is used to calculate the carbon trading portfolio optimization of power suppliers.At the same time,the impacts of power suppliers risk preference confidence,changes in carbon trading prices and carbon emission limits on the carbon trading risks of power suppliers are analyzed.The effectiveness of the proposed model is verified by examples.The power suppliers can optimize the power generation,balance profits and risks byusing the model,and the model has a certain reference value and guiding role for the power suppliers business decisions.%2017年底我国将实施碳排放权交易制度,在碳交易市场环境下发电商面临着碳交易价格不确定带来的风险,考虑碳交易风险的发电商低碳调度问题值得研究.借鉴金融领域风险管理的理论,利用条件风险价值(CVaR)为风险计量指标,提出了考虑碳交易风险的发电商低碳调度优化模型.应用该模型对发电商的碳交易组合优化决策进行了计算.同时,分析了发电商风险偏好置信度、碳交易价格变化以及碳排放限额等因素对发电商碳交易风险的影响.算例验证了所提出模型的有效性,发电商可以利用该模型优化发电,平衡利润和风险,对发电商的交易决策具有一定的参考价值和指导作用.