Electricity Market Prices Forecasting And Risk Assessment And Analysis Under High Proportion Of Renewable Energy

With the advance of power system reform,the construction of power market system has achieved initial results.with the further expansion of market scale,it is of great significance to maintain the safe and stable operation of power market.Under this.the uncertainty brought by the high proportion of renewable energy access also brings greater fluctuations and risks to the electricity market.For market players.market risk will undoubtedly bring risks to their production and operation;for market operators,electricity market supervision is becoming more and more complex and professional with the development of electricity market.Therefore,this paper carries on the market electricity price forecast and risk assessment and analysis,the main research contents are as follows:First of all,a high proportion market electricity price forecasting model is established,which is based on random forest algorithm,through adaptive monitoring concept drift algorithm,through online learning method and the analysis results of historical information,the forecasting results of electricity price under the background of high proportion of renewable energy are obtained.The model can well adapt to the situation of large fluctuation of electricity price under high proportion of renewable energy,and can also accurately identify the concept drift phenomenon when the market state changes.After verification,the electricity price forecasting result of the model proposed in this paper is better than that of the existing forecasting methods.Then,the risk identification and evaluation model of electricity price in electricity market is established.firstly,the price outliers with large deviation are identified based on the method of probability statistics,and then the outliers of electricity price related indicators are identified based on isolated forests.Then,aiming at the electricity price risk scene in the electricity market,this paper establishes the relevant electricity price risk assessment index system,and combines the subjective and objective weighting method to weight the index and comprehensively evaluate the electricity price risk.Finally,combined with outlier identification and risk comprehensive assessment,the results of electricity price risk analysis are obtained.However,the actual electricity market risk is much wider than the electricity price risk,and the electricity price is only a part of the electricity market risk.Therefore,on the basis of the above research,we hope to carry out comprehensive risk management for the electricity market for the evaluation of the electricity market.A multilevel and multi-time-scale power market risk management system is proposed,which starts at the end of the whole cycle before,during and after the event.We propose a market clearing model considering conditional value at risk,which takes into account the risk of renewable energy fluctuations and can well reduce the fluctuation of market electricity prices caused by renewable energy fluctuations.In this paper,the research on electricity price forecasting,electricity price risk identification and assessment,power market risk management and regulation can provide great help for power market risk management and provide great guarantee for the safe and stable operation of power market.