Risk Evaluation And Control Model Of Energy Purchase And Sale For Power Grid Company Based Improving Electricity Utilization Efficiency

The power market reform gives the autonomy of power grid enterprises,but also increases their business risks.In this paper,form the perspective of improving energy efficiency,expound the risks of power purchase side,marketing electricity side and users' side of power grid enterprises and analyze the relationship between these risks and energy efficiency,adopt the fractal theory,dynamics theory,optimization theory,game theory and financial theory to do the researches to control the risks of the power grid enterprises.Do the researches to the power purchase side of power grid enterprises.The durability of non-linear power load is discussed and short-term load forecasting is performed in durability span by fractal interpolation algorithm.By use of rescaled range analysis method in fractal theory,an analytic model of power load is constructed,and this model reveals the durability of load fluctuation,demonstrates the orderliness concealed behind the randomness and proves that the load characteristic is extendable.Form the perspective of the quantity,this paper evaluates the depth of risk fluctuations with value-at-risk index,the width of risk fluctuations with the standard difference rate in the character parameter of the fractal distribution,the lasting degree of risk fluctuations with the fluctuation frequency of on-grid price from the quantitative aspect.And the multi-dimensional assessment model to purchase electricity price is constructed.In power market,do the researches to the power grid enterprises' risks of joint purchase the hydropower generation and thermal power generation,the uncertain risk faced by the electric power grid company purchasing electricity in spot market,contract market and option market will be measured with conditional value at risk(CVaR) theory Then,the mean-CVaR sale portfolio optimal model is constructed with considering the risk and expectation benefits of this electric power grid company based on investment portfolio theory.Do the researches to the marketing electricity side of power grid enterprises.A risk control model of the power grid enterprise purchasing and solling electricity at the environment of TOU price is constructed with considering customer's demand elasticity, power purchase cost of spot market and contract market and the compensation to customer.. Through resolving the optimization model,it can shift the peaking load;achieve its minimum risk and maximum profit at the same time.Adopt the mechanism of double auction combined with the theory of Nash Bargaining to design the benefit sharing mechanism between the Generation Company and the Power-Supply Company,in which both the two sides bided their gain and cost of the Interruptible Load Management(ILM) respectively and made the sharing price themselves..At the same time,the bidding strategies of them were also studied, and the optimal strategies were obtained by the calculation of Nash-Beyesian Equilibrium. Adopt the Fuzzy probability to represent interruptible load users' default risk probabilities, and then a two-layer optimal decision model for interruptible load is built.And the optimal interruptible load price is gotten through minimizing these costs and introducing the incentive factors in constraints for encouraging the customers to report real cost information.Do the researches to the users' side of power grid enterprises.The change of power-supplying cost and power-supplying income are analyzed before and after practicing direct power-purchase for large consumers.The transmission-distribution cost is apportioned with stamp theory,which can get the unit power-supplying cost of direct power-purchase for large consumers.The risk measure model of power-supplying company is constructed according to the fore cast interval of transmission-distribution cost in the future,and some available evaded strategies are given according to the risk measure result.Measure the income risks of the power grid enterprises and the autonomous power plants implementing the grid-connected reserved capacity fee by using the entropy method and compare their income risks.From the perspective of balancing the income risk between both sides,their income risk balance model is built.Use the indirect search method to solve this model,it can get the objective of controlling the risks which the autonomous power plants bring to the power grid enterprises.