新电改政策下多视角短期电力市场综合风险评估与分析

新电改政策下多视角短期电力市场综合风险评估与分析摘要随着电力体制改革的推进，电力市场规模进一步扩大，维持电力市场的安全稳定运行意义愈发重大。新能源，因其可再生性和清洁性，被视为实现低碳经济的关键驱动力。然而高比例可再生能源的接入带来的不确定性会给电力市场出清电价和电力系统运行带来风险，使市场主体交易风险增加。对于电力市场市场主体和电力系统而言，这无疑会给其生产、经营以及运输带来风险。因此，开展电力市场下的综合风险评估，建立合理的评估模型，高效地评估和分析电力市场风险，才能维持电力市场的健康有序发展。本文针对电力市场价格波动风险、电力系统运行稳定性风险和电力市场主体信用风险进行风险评估，分别构建各自的风险评价模型以及风险评价指标，通过合理地开展电力市场下的风险评估，在事故发生前采取相应的措施来规避风险，进而保障电力现货市场安全可靠地运行。主要工作包括：1)在电力市场价格波动风险评估中，完成对电力市场价格波动风险评估模型的搭建，根据节点电价和系统电价建立包含节点电价风险评估指标和系统电价风险指标的电力市场价格波动风险指标体系。2)在电力系统运行稳定性风险评估中，完成对电力系统运行风险评估模型的搭建，首先分别建立了系统运行状态概率模型、风电有功出力概率模型、负荷概率模型，之后建立了包含频率越限、节点电压越限、线路有功功率越限和系统失负荷风险的电力系统运行风险指标体系，最后由改进的层次分析法对各指标赋权并引入电力系统综合风险指标。3)电力市场主体信用风险评估中，完成对电力市场主体信用风险评价指标体系的搭建。邀请专家对各指标进行权重赋值，对各个评价指标进行预处理，之后通过熵权法和层次分析法结合的组合赋权方法计算指标的权重，最后计算出各电力市场主体的风险评价指标得分并进行评级。关键词：电力市场：电价风险：运行风险：信用风险ABSTRACTWith the advancement of power system reform,the scale of the electricity market hasfurther expanded,making it increasingly significant to maintain the safe and stableoperation of the market.New energy sources,due to their renewability and cleanliness,areregarded as key drivers for achieving a low-carbon economy.However,the uncertaintybrought by the high-proportion integration of renewable energy poses risks to electricityprices in market clearing and power system operation,thereby increasing transaction risksfor market participants.This undoubtedly brings risks to their production,operation,andtransportation.Therefore,conducting comprehensive risk assessments under the electricitymarket,establishing reasonable evaluation models,and efficiently assessing and analyzingmarket risks are essential to maintain the healthy and orderly development of theelectricity market.This paper conducts risk assessments on price fluctuation risks in the electricitymarket,operational stability risks of the power system,and credit risks of marketparticipants.It separately constructs corresponding risk evaluation models and indicators.By reasonably carrying out risk assessments,corresponding measures can be taken inadvance to avoid risks and ensure the safe and reliable operation of the electricity spotmarket.The main work includes:1.In the assessment of price fluctuation risks,the paper establishes a risk assessmentmodel and builds a price fluctuation risk indicator system that includes node price riskindicators and system price risk indicators based on node prices and system prices2.In the assessment of power system operational stability risks,the paper establishes anoperational risk assessment model.It first establishes probability models for systemoperating states,active wind power output,and load.Then,it builds a power systemoperational risk indicator system that includes risks of frequency limit violation,nodevoltage limit violation,line active power limit violation,and system loss of load.Finally,ituses an improved analytic hierarchy process to weight the indicators and introduces acomprehensive power system risk indicator.I3.In the assessment of credit risks for electricity market participants,the pa