对市场电价的统计分析有助于掌握电价的分布规律,并为发电厂投资、市场风险评估等研究提供依据。文中基于美国PJM(Pennsylvania—New Jersey—Mary land)日前市场的实际数据,采用K-S(Kolmogorov—Smirnove)检验法对电价的统计性质进行了验证,得出如下结论:首先,PJM日前市场的年电价服从对数正态分布;其次,以负荷高低水平将电价进行分类,在中高等负荷时段,电价服从对数正态分布,而低负荷时段电价服从正态分布;最后,在不同负荷的情形下,负荷与其对应电价的均值、标准差之间存在着一种近似的线性关系。
The statistical properties of electricity price are important information for generator investment and evaluating the market risk. The statistical properties of day-ahead prices in Pennsylvania-New Jersey Maryland(PJM) market are discussed by Kolmogorov-Smirnove method in this paper. The conclusions are as follows: First of all, the probability density function on day-ahead loeational marginal prices (LMPs) in PJM market in every year obeys log-normal distribution; Second, by classifying the electricity prices in different levels according to its load, the LMPs show the log-normal distribution when load is in middle level or in high level, but if the load is in low level, the LMPs show the normal distribution; At last, the relations of load with average and root mean square of corresponding LMPs are approximately linearity in different load situations.