Low-Carbon Optimal Scheduling of Electric-Heat Integrated Energy System Based on Carbon Market Transaction Risk Valuation
摘要
With the deep participation of integrated energy systems in the carbon trading market, the impact of carbon trading risks on the scheduling of integrated energy systems is increasing. Considering the impact of market-oriented changes in carbon emission rights prices on the scheduling of integrated energy systems, this paper proposes a low-carbon scheduling method for integrated energy systems based on carbon market transaction risk valuation. Firstly, the generalized autoregressive conditional heteroskedasticity model is introduced to preliminarily predict the carbon price on the dispatching day, and the Monte Carlo method is used to quantify the uncertainty of the carbon price on the dispatching day, so as to deal with the white noise interference in the process of predicting the carbon price and improve the prediction accuracy of the carbon price. Secondly, considering the non-measurable problem of predicted carbon price under the probability distribution and the risk decision-making problem of day-ahead carbon trading, the system return risk caused by the uncertainty of carbon price prediction is measured based on the conditional value-at-risk theory. Finally, an integrated energy system optimal scheduling model based on carbon market transaction risk valuation is established and solved. Through simulation analysis, the validity and practicability of the constructed model are verified.