蒙特卡罗实物期权在分布式潮流控制器构建中的应用

2020 IEEE 4th Information Technology, Networking, Electronic and Automation Control Conference (ITNEC) Pub Date : 2020-06-01 DOI:10.1109/ITNEC48623.2020.9084680

Zijue Xie, Qian Yu

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引用次数: 0

摘要

电力市场的不确定性对投资者进行高效、及时的投资提出了很高的要求。本文建立了不确定电力市场下的发电模型和负荷模型。同时，建立了考虑分布式潮流控制器装机容量的发电和输电投资成本模型。并对分布式潮流控制器容量的效益进行了数学描述。将蒙特卡罗实物期权方法应用于分布式潮流控制器的投资。然后，提出了基于蒙特卡罗的投资模型，并详细给出了相应的期权价值计算过程。并通过实例分析比较了所提方法的正确性和有效性

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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Application of Monte Carlo Real Option in the Construction of Distributed Power Flow Controller

Uncertainty in electricity market puts forward high requirements for investors to make efficient and timely investment. In this paper, the generation model and load model in uncertain power market is constructed. Meanwhile, the generation and transmission investment cost model, which considering the installed capacity of distributed power flow controllers, is constructed. And a mathematical description of the benefits of the distributed power flow controller capacity is proposed. The real option method of Monte Carlo is applied to distributed power flow controller investments. Then, the investment model based on Monte Carlo is proposed, and the corresponding option value calculation process is given in detail. And the correctness and effectiveness of the proposed method are analyzed and compared by case study

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来源期刊

2020 IEEE 4th Information Technology, Networking, Electronic and Automation Control Conference (ITNEC)

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