Research on Competition Strategy of Integrated Energy Service Provider under the Pool-based Market Mechanism

doi:10.11930/j.issn.1004-9649.201903025

Abstract

Abstract: With the strengthening of multi-energy coupling and the advancement of energy reform, the integrated energy market has been gradually established, and severe energy price fluctuations in the integrated energy spot market have brought great risks to integrated energy service providers (IESP). Aiming at this problem, a cooperative game based risk aversion strategy of IESP's in spot market is proposed in this paper. Firstly, a risk assessment model of spot market transaction based on Value at Risk (VaR) is established. Secondly, a cooperative alliance between IESP is established in order to reduce the overall alliance's spot market trading risks. Finally, the Shapley value method is used to decide the allocation of risk among the members of the alliance, and a trading rule for the risk allocation result is proposed. Simulation results show that the IESP can effectively reduce the risks of participating in the spot market by forming alliances. Meanwhile, the risk allocation method based on Shapley value could ensure the fairness of allocation and the stability of the alliance, and the effectiveness and feasibility of the model is verified.

Key words: integrated energy spot market, integrated energy service provider, cooperation game, value at risk, Shapley value

CLC Number:

TM-9

GUO Zuogang, YU Lei, HU Yang, ZHOU Changcheng, LEI Jinyong, HE Shuai, LIU Nian. Research on Competition Strategy of Integrated Energy Service Provider under the Pool-based Market Mechanism[J]. Electric Power, 2019, 52(11): 28-34.

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URL: https://www.electricpower.com.cn/EN/10.11930/j.issn.1004-9649.201903025

https://www.electricpower.com.cn/EN/Y2019/V52/I11/28

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