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论文

基于CVaR风险度量的V2G备用合约优化与协调决策

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  • 1. 中山大学岭南(大学)学院, 广东 广州 510275;
    2. 重庆大学经济与工商管理学院, 重庆 400044
黄守军(1985-),男(汉族),安徽马鞍山人,中山大学岭南学院,副研究员,博士,研究方向:电力经济及技术创新管理,E-mail:huangshj29@mail.sysu.edu.cn.

收稿日期: 2016-05-30

  修回日期: 2017-10-30

  网络出版日期: 2018-08-22

基金资助

国家自然科学基金资助项目(71373297);国家社会科学基金重点资助项目(15AZD014)

Optimization and Coordination Decisions for V2G Reserve Contract Based on CVaR Risk Measurement

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  • 1. Lingnan(University) College, Sun Yat-sen University, Guangzhou 510275, China;
    2. School of Economics and Business Administration, Chongqing University, Chongqing 400044, China

Received date: 2016-05-30

  Revised date: 2017-10-30

  Online published: 2018-08-22

摘要

针对单一风险中性电网公司与单一风险规避电动汽车用户所组成的渠道结构,基于考虑V2G备用的备用交易及实践中普通存在的"保底收购,随行就市"合约价格机制,在CVaR风险度量准则下,构建了具有风险规避特性的电动汽车用户电量预留决策模型,先后考察并比较了分散和集成决策下电网公司与电动汽车用户的最优决策行为。研究发现:电动汽车用户的风险规避特性降低了渠道绩效水平,传统的"保底收购,随行就市"价格机制并不能很好地协调此类V2G备用渠道。在此基础上,利用"回购补贴+市场保护价+保证金"联合契约使得合作系统达到完美协调,且渠道双方的利润均得到Pareto改进。算例分析表明了上述提出模型与方法的基本特征。

本文引用格式

黄守军, 杨俊 . 基于CVaR风险度量的V2G备用合约优化与协调决策[J]. 中国管理科学, 2018 , 26(6) : 167 -177 . DOI: 10.16381/j.cnki.issn1003-207x.2018.06.017

Abstract

In view of the channel structure composed of a single risk-neutral grid corporation and a single risk-averse electric vehicle user,the reserved electricity decision model under the CVaR measurement criterion is proposed based on the reserve transaction involving V2G reserve and the popular contract price mechanism of "buying price floor protected,price fluctuation in line with market conditions" in practice. The optimal decision behaviors of the grid corporation and electric vehicle user in the decentralized and integrated decision are investigated successively. The research shows that the risk aversion characteristic of the electric vehicle user reduces the level of channel performance,and the traditional price mechanism of "buying price floor protected,price fluctuation in line with market conditions" cannot coordinate such V2G reserve channel well. On this basis,the perfect coordination of the cooperation system,as well as the Pareto improvement of both channel sides' profits can be achieved with the combined contract of "repurchase subsidy + market protective price + margin". The numerical analysis illustrates the basic characteristics of the above proposed models and methods.

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