出力不确定下基于保险机制的风电供应链 最优交易决策

随着新一轮电力体制改革的日益推进,参与电力市场竞争是消纳风电等可再生能源的必经之路。由于风电出力受风速等自然条件影响,出力具有较强不确定性,导致其实际出力难以预测,使得风电商参与电力市场面临巨大的收益风险。合理地转移风电商的市场风险,引入有效的风险规避机制,对提高风电商收益稳定性具有重要意义。因此本文基于电量损失保险机制,建立了风电商、售电公司以及保险公司的Stackelberg博弈模型,通过逆向递归法求解纳什均衡,分析保险费率与市场三方利润之间的关系,得出市场主体风电商、售电公司以及保险公司的最优交易决策。最后通过具体算例分析验证得出,引入电量保险机制,制定适当的保险费率,能够使风电商、售电公司以及保险公司三方利益实现共赢。

Optimal Trading Decision of Wind Power Supply Chain based on Insurance Mechanism under Uncertainty Output

With the new round of power system reform, the participation in the power market competition is the only way to eliminate renewable energy such as wind power. Due to wind power output is affected by natural conditions such as wind speed, the output has strong uncertainty, which makes its actual output difficult to predict, which makes wind power suppliers face huge profit risks in participating in the power market. Reasonably transferring the market risk of wind power providers and introducing effective risk aversion mechanisms are of great significance to improving the stability of wind power providers" returns. Therefore, based on the power loss insurance mechanism, this paper establishes the Stackelberg game model of wind power suppliers, electricity sales companies and insurance companies, solves the Nash equilibrium by inverse recursive method, analyzes the relationship between insurance premium rate and market tripartite profit, and obtains the market subject wind power. Optimal trading decisions for commerce, electricity sales companies and insurance companies. Finally, through the analysis of specific examples, it is concluded that the introduction of the electricity insurance mechanism and the establishment of appropriate insurance rates will enable the interests of wind power suppliers, power sales companies and insurance companies to achieve a win-win situation.