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Research on Electricity Procurement Strategy for Large Consumers Based on Modern Portfolio Theory

Author: WeiYingLi
Tutor: LiGengYin
School: North China Electric Power University (Hebei)
Course: Proceedings of the
Keywords: Large consumers direct Efficient Frontier Power purchase policy Markowitz model E-CVaR model
CLC: F407.61
Type: Master's thesis
Year: 2008
Downloads: 148
Quote: 3
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Abstract


Implementation of large consumers direct purchase of electricity to large users have the opportunity to purchase of electricity from multiple market therefore study the large users purchasing portfolio is very necessary and has important economic significance . Characteristics of large power purchase power purchase decision-making is divided into long-term power purchase decisions and short-term power purchase decisions , through long-term power purchase decisions determine its long-term contract and interruptible contract power is determined by the short - term power purchase decisions in the spot purchase power in the market and captive power plant . Large users in the long-term contract market , the purchase of electricity in the spot market , consider the role of captive power plant and interruptible load , drawing on modern portfolio theory , the Markowitz model derived power purchase portfolio efficient frontier . While introducing the concept of the degree of deviation , to establish the optimization model considering the large users of power purchase cost and risk , and insufficient for Markowitz model introduced E-CVaR model to improve it , to get the proportion of large users purchase power allocation in each market and by a numerical example .

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CLC: > Economic > Industrial economy > Industrial economic theory > Industrial sector economy > Electrical and electronics industry > Electricity, motor industry
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