基于风险-收益分析的用户侧储能容量经济配置研究

doi:10.11930/j.issn.1004-9649.202007136

摘要/Abstract

摘要： 针对用户侧储能经济容量优化配置问题，充分考虑用户侧储能可参与并获利的市场以及可能面临的风险，构建了基于投资组合理论的储能两阶段经济优化配置模型。第一阶段以储能应用的效益和风险值最优为目标，利用投资组合理论决定储能各时段在不同市场中的容量优化分配。第二阶段以储能净效益最大为目标确定储能最优经济配置容量，由计及储能实际运行寿命测算的全寿命周期成本及运行效益决定。通过对多种情景进行对比分析，结果表明，所提模型在保证储能配置效益的同时有效减小了储能应用可能面临的风险，为用户侧储能经济容量优化配置及运行提供了一定的参考。

关键词: 储能, 经济容量优化, 全寿命周期成本, 风险效益评估, 投资组合理论, 用户侧

Abstract: In view of the optimal configuration of user-side energy storage (ES) capacity, by taking full account of the application markets that ES may participate and gain profits from as well as the potential risks that may be incurred, a two-stage optimal economic configuration model of ES based on portfolio theory was established. In the first stage, the optimization of the benefit and risk with ES applications are set as objective, and by taking advantage of the portfolio theory the optimal capacity allocation during each time period of ES is determined in different markets. In the second stage, the maximization of net profit of ES is taken as objective, which was calculated in terms of the full life cycle cost and operating benefit throughout the actual operating life cycle of ES. The comparison and analysis results of various scenarios show that the proposed model has effectively reduced the risks encountered in ES applications while ensuring the benefit of economic energy storage configuration. Hence it can provide certain reference for the optimal economic capacity configuration and operation for user-side ES.

Key words: energy storage, economic capacity optimization, life cycle cost, risk and benefit evaluation, portfolio theory, user side

周立立, 向月, 陈凌天. 基于风险-收益分析的用户侧储能容量经济配置研究[J]. 中国电力, 2021, 54(9): 187-197.

ZHOU Lili, XIANG Yue, CHEN Lingtian. Research on Economic Allocation of User-Side Energy Storage Capacity Based on Risk-Benefit Analysis[J]. Electric Power, 2021, 54(9): 187-197.

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https://www.electricpower.com.cn/CN/Y2021/V54/I9/187

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