International Core Journal of Engineering 2020-26 | Page 35
2019 International Conference on Artificial Intelligence and Advanced Manufacturing (AIAM)
Analysis and Evaluation of Settlement Risk in
Power Market based on Triangular Fuzzy Number
Dianning Wu Yang Liu
Kunming Power
Exchange Center
Company Limited
Kunming 650011, China
[email protected] School of Electrical Engineering
Wuhan University
Wuhan 430072, China
[email protected]
Peiheng Duan, Qinggui Chen Xue Cui, Liming Ying, Kaisheng Lin
Kunming Power
Exchange Center
Company Limited
Kunming 650011, China School of Electrical Engineering
Wuhan University
Wuhan 430072, China
[email protected]
Abstract—With the continuous development of China's
power market construction, China's power market has
gradually entered the pattern of combining long-term power
trading with spot market. Aiming at the risk of settlement in
power market, a risk assessment is proposed based on
triangular fuzzy numbers. The risk assessment method consists
identification and rank. The power market settlement risks by
risk identification include data risk, credit risk, tax risk and
policy risk, and the risk ranking is carried out by using
triangular fuzzy numbers to determine the influence degree of
the four risks on the settlement of power market. Finally, an
example is given to verify that the risk ranking method
proposed in this paper. The results show that the method
proposed in paper can evaluate effectively the impact degree of
the risk during settlement. And, the analysis results can
provide the basis for risk effective control. the market risk and its avoidance and settlement mechanism
applicable to China's regional power market are proposed in
[2]. Reference [3] analyzed the risk of power retailers in the
power market and the corresponding risk control methods
from the perspective of power companies. From the
perspective of operation and management, [4] discussed the
risk management of power grid operation in the power
market environment and the corresponding risks, [5]
proposed the framework risk management of the power
market by combining with financial risk management
technology.
Overall, the above researches can be divided into two
categories according to different research contents. One is
the various risks proposed for the power market and the
corresponding risk control method, the other is possible risks
and corresponding risk aversion methods during the power
transaction from the perspective of the power market players.
However, the risks that exist in the process of settlement in
the power market have never been mentioned.
Keywords—power market, settlement risk, triangular fuzzy
number, risk ranking
I. I NTRODUCTION
With the development of China's power market
construction, mid-long term trading rules have been
successively established in various provinces and cities.
China's power market has entered a construction period
combining mid- long power trading with power spot market
transactions. From the perspective of operation and
management of the power market, the settlement system is a
core component and a key link, and is also an important link
to ensure the safe and stable operation of the power market.
However, in the process of power market settlement, there
are often many risks, which may lead to losses in the
settlement of the power market. Therefore, it is urgent to
study the risk of settlement in the power market.
II. P OWER MARKET SETTLEMENT RISK IDENTIFICATION
According to the settlement entity and settlement process,
the power market settlement risk can be divided into four
categories: data risk, credit risk, tax risk and policy risk. At
present, the power market settlement process in China is
shown in Figure 1.
State Grid
Corporation
Power
Generation
At present, the research on the risks related to the power
market mainly stays on the market players. Aiming at the
current situation of power market reform in China, [1]
summarized the methods of risk measurement and risk
control in the power market environment, and reviewed the
main domestic research results and progress. According to
the actual situation of the provinces and cities in the region,
978-1-7281-4691-1/19/$31.00 ©2019 IEEE
DOI 10.1109/AIAM48774.2019.00009
Power Exchange
Center Company
Customer
Power Sale
Corporation
Information flow
Cash flow
Invoice flow
Fig. 1. Flow chart of power market settlement
Figure 1 shows that Power Exchange is the information
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