A power grid investment method considering market risks
According to the power grid investment method considering the market risk, the technical problem that the market risk is difficult to evaluate during power grid investment can be solved. The method comprises the following steps: modeling uncertain factors influencing investment income by adopting a...
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Main Authors | , , , , , , , , |
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Format | Patent |
Language | Chinese English |
Published |
25.06.2019
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Subjects | |
Online Access | Get full text |
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Summary: | According to the power grid investment method considering the market risk, the technical problem that the market risk is difficult to evaluate during power grid investment can be solved. The method comprises the following steps: modeling uncertain factors influencing investment income by adopting a probability distribution method, and constructing a scene set considering market risks through a Monte Carlo simulation method; Constructing an expected value model of the power grid investment income under multiple scenes; Carrying out risk assessment on each investment portfolio by adopting a riskvalue assessment model; Establishing a multi-objective optimization model of power grid investment according to the expected revenue and risk; And solving the optimization model by adopting a harmonysearch algorithm to obtain an optimal investment project combination. The uncertainty of influence factors such as electricity price and load in the market environment is considered, a CVaR method isadopted for power grid inv |
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Bibliography: | Application Number: CN201910138990 |