| 引用本文: | 刘玉娇,王旭,蒋传文,等.采用保险机制的含风电电力系统短期备用计划的风险转移[J].电力系统保护与控制,2013,41(9):54-59.[点击复制] |
| LIU Yu-jiao,WANG Xu,JIANG Chuan-wen,et al.Insurance based risk transformation of short-term reserve plan of power system integrated wind energy[J].Power System Protection and Control,2013,41(9):54-59[点击复制] |
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| 摘要: |
| 在大规模风电并网的环境下，许多电力系统使用机会备用约束来代替传统的约束进行备用计划的安排以平衡系统的成本和风险。这种方法在有效的提高风电利用率的同时增加备用计划会面临的巨额小概率损失，因此提出采用保险机制对备用计划的小概率尾部风险进行转移的策略。将风电波动和单位停电损失都视为随机变量，用三种具有代表性的预测误差分布描述系统风电预测误差，用四种具有代表性的损失分布描述系统单位停电损失，以备用风险的期望值、风险价值和期望短缺三个指标来量化评估备用计划的风险。对这十二种组合的风险值和保费都进行了估算，计算结果表 |
| 关键词: 备用计划 停电损失 风险评估 风险转移 保险 |
| DOI：10.7667/j.issn.1674-3415.2013.09.009 |
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| 基金项目:国家高技术研究发展计划(863计划) (2012AA050204) |
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| Insurance based risk transformation of short-term reserve plan of power system integrated wind energy |
| LIU Yu-jiao1,WANG Xu1,JIANG Chuan-wen1,ZHOU Xiao-bin2 |
| () |
| Abstract: |
| With integration of large scale wind generation, many power systems utilize the chance constrained reserve plan instead of the traditional one. It brings not only the high utilization of wind energy but also outage risks. The paper thus proposes a risk transformation method with insurances for reserve risks. This paper considers both forecasting error and unit outage loss as stochastic variables to conduct research based on three types of distributions of forecasting errors and four types of distributions of unit outage loss, and to evaluate the risks with their expectation, value at risk and expected shortfall. The example results show that the forecasting error distribution would have decisive roles on the expectations and value at risks with low credit, but the tail loss with small probability including the expected shortfall and value-at-risk with high degree of confidence would be decided by both distributions of forecasting error and unit outage loss. The results also show that the power grid and insurance company can achieve win-win via the risk aversion of insurance mechanism. |
| Key words: reserve plan outage loss risk evaluation risk transformation insurance |
