Risk Assessment Model Of Purchasing Electricity For Power Grid Based On Profit At Risk Constraint

In the current electricity market model that grid corporation to buy electricity from generators as a single purchaser and sell to customers, power grid companies is faceing many previously unavailable risks. For the problem, this paper focuses on power grid companies to purchase electricity risk, analysis risk factors in the process of purchase of electricity comprehensive, and integrate this factors in the concept of comprehensive risk influence factor; apply the new assessment indicators that Profit at Risk(PaR), this indicator takes into account a more exhaustive non-market prices factors such as power risk and liquidity risk factors; based on this, built up the electricity purchase risk assessment model, maximize Profit at Risk as the optimization objective, and apply a marginal risk benefit balance model between the generating company and power grid company as the risk constraint, and realized the optimization by intellect algorithm. Select Henan electric power company as the investigated subject to validate the model results, and propose the corresponding risk prevention measures. Hope that this proposed method and model can provide a new way of ideas for the power grid company to electricity purchase optimization and risk research.