一个分布强大的双层优化模型,用于批发零售电力市场的设计
Scientific reports
|January 13, 2026
概括
这项研究引入了电力关税设计的新模式,在不确定性下平衡消费者福利,零售商利和系统风险. 实时定价提供了最高的福利,但增加了消费者账单的变化,而使用时间的关税提供了一个稳定的妥协.
科学领域:
- 能源经济学 能源经济学
- 运营研究 运营研究
- 金融工程是金融工程.
背景情况:
- 增加可再生能源的透率和不稳定的批发电价在关税设计和零售商采购方面造成了不确定性.
- 传统的定价方法往往低估了风险,无法确保公平的成本分配.
- 现有法规缺乏消费者福利,零售商利能力和不确定性下系统财务风险的综合机制.
研究的目的:
- 为关税设计提出一种新的两级优化模型,最大限度地提高风险调整后的社会福利.
- 将分配稳定性和现实的金融风险管理策略纳入关税设定.
- 解决消费者福利,零售商利能力和系统级金融风险之间的紧张关系.
主要方法:
- 开发了一种两级模型,监管机构最大限度地调整风险的社会福利,零售商优化利.
- 嵌入式随机需求弹性和对冲投资组合 (期货,期权).
- 利用瓦瑟斯坦的模两可的集合来实现分布稳定性,并将模型重新制定为一个混合整数程序,使用Benders分解.
主要成果:
- 实时定价产生了最高的预期福利,但增加了消费者账单的变化率 (25-30%).
- 使用时间关税提供了一个平衡的妥协,改善了15%的福利,而不是带有可管理的尾部风险的固定价格.
- 套期策略随着关税的设计而有很大差异,从固定关税的前期期货到实时定价的期权.
结论:
- 拟议的模型提供了一种可处理和可扩展的方法,用于在不确定性下的关税设计.
- 关税设计显著影响经济效率,消费者福利和金融风险.
- 平衡效率和公平性需要仔细考虑关税结构和对冲策略,特别是在波动的市场条件下.
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