中文摘要：

为保障电力系统运行的稳定性，必须对原有旋转备用做出一定优化。利用条件风险价值方法，在电力市场环境下构建了含风电电力系统的旋转备用风险一成本模型，其包含了常规机组的运行成本、排污成本、期望停电成本以及旋转备用成本。在常规约束的基础上，增加了系统上、下旋转备用容量的机会约束描述。利用蒙特卡洛模拟风电出力，在Matlab环境下利用Cplex对模型进行求解。通过仿真算例分析了不同风险水平对系统上、下旋转备用容量的影响，以及不同置信度下系统总的运行成本和CVaR值，验证了该模型的正确性。

英文摘要：

To ensure the stability of power system operation, optimization in the original spinning reserve should be made. In this paper, first of all, the risk-cost model of the electric power system reserve including the conventional unit operation cost, the pollution cost, expected outage cost and spinning reserve capacity cost is built in the environment of electricity market. And then, the chance constrain description of the up and down spinning reserve capacity is added based on conventional constraints. At last the Monte Carlo simulation method is used to generate the wind power output, and the model is solved by Cplex package in Matlab environment. The correctness of the proposed method is verified through simulation examples, which analyze the impacts on the up and down spinning reserve capacity of the system at different risk levels and the total operation cost and CVaR value at different confidence levels.