Page 88 - 《中国电力》2026年第3期

第 59 卷 第 3 期 Vol. 59, No. 3
2026 年 3 月 ELECTRIC POWER Mar. 2026

引用格式：蔺国欣, 张超, 冯凯, 等. 考虑多周期序贯交易风险的年度购电决策方法[J]. 中国电力, 2026, 59(3): 84−93.
Citation: LIN Guoxin, ZHANG Chao, FENG Kai, et al. Annual power purchase strategy considering multi-period sequential trading risks[J]. Electric
Power, 2026, 59(3): 84−93.

考虑多周期序贯交易风险的年度购电决策方法

蔺国欣 ，张超 ，冯凯 ，马佳豪 ，张宁 1
2
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3
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(1. 清华大学 电机工程与应用电子技术系，北京 100084；2. 国网山西省电力有限公司，山西 太原 030021；
3. 中国电力科学研究院有限公司，江苏 南京 210003)
Annual power purchase strategy considering multi-period sequential trading risks
1
2
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LIN Guoxin , ZHANG Chao , FENG Kai , MA Jiahao , ZHANG Ning 1
(1. Department of Electrical Engineering, Tsinghua University, Beijing 100084, China; 2. State Grid Shanxi Electric Power Company,
Taiyuan 030021, China; 3. China Electric Power Research Institute, Nanjing 210003, China)

Abstract: As a result of the sequential trading process, the the annual power purchase cost by 1.65% and the annual power
decision-making of power purchasers is intercoupled across purchase risk by 1.41%.
different trading periods. Therefore, power purchasers need to This work is supported by Science and Technology Project of
consider the trading risks in each period comprehensively and SGCC (No.5108-202455365A-3-1-DG).
make power purchase decisions sequentially. However, the Keywords: conditional value-at-risk (CVaR); medium- and
current power purchase strategies fail to consider the long-term electricity market; multi-period trading; sequential
differences in the risks of power purchase costs across multiple trading; trading risks
trading periods, nor do they consider the intercoupling of multi-
摘 要：电力交易序贯开展，购电主体各交易周期决策
period power purchase decisions in the sequential trading
耦合，须综合考虑各周期购电成本的风险，对电量在各
process. To address this issue, this paper proposes an annual
周期的分配进行序贯决策。当前购电策略未能考虑各交
power purchase strategy considering the risks of multi-period
易周期购电成本的风险差异以及序贯交易过程中多周期
sequential trading for power purchasers with a certain capacity
购电决策耦合。为此，面向具有一定灵活调节能力的电
for flexible regulation. Firstly, a set of multi-period scenarios is
力用户，提出考虑多周期序贯交易风险的年度购电决策
constructed, and the multi-period sequential trading risks are
方法。首先，构建多周期典型场景集，基于多周期序贯
characterized based on the coupling relationships of multi-
交易的耦合关系刻画购电成本的风险；其次，基于山西
period sequential trading. Then, in accordance with the relevant
电力市场相关规定，建立考虑多周期序贯交易风险的年
provisions of the Shanxi electricity market, an annual electricity
度购电决策模型；最后进行算例分析，研究多周期交易
purchase decision-making model considering the risks of multi-
机制下灵活性资源降低购电成本、规避风险的作用，并
period sequential trading is established. Finally, a case study is 分析灵活性资源规模对各交易周期电量分配的影响。结
conducted to investigate the role of flexible resources in 果表明：相比于按固定比例在各交易周期分配电量的策
reducing electricity purchase costs and avoiding risks under the 略，所提决策方法可降低全年购电成本 1.65%，降低全年
multi-period trading mechanism, as well as to analyze the 购电风险 1.41%。
impact of the scale of flexible resources on the allocation of 关 键 词 ： 条 件 风 险 价 值 ； 电 力 中 长 期 市 场 ； 多 周 期 交
electricity volume in each trading period.The results show that, 易；序贯交易；交易风险
compared with the strategy of allocating power volume among DOI：10.11930/j.issn.1004-9649.202508012

trading periods at a fixed ratio, the proposed strategy can reduce
0 引言
收稿日期：2025−08−07； 修回日期：2026−01−09。
基金项目：国家电网有限公司科技项目（5108-202455365A- 中国电力交易序贯开展，目前已实现覆盖多
3-1-DG）。 年、年度、月度、月内（旬、周、多日）、日度

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