Electricity Purchase Model Considering Day-ahead Electricity Spot Market Transaction Risk

With the establishment of the electricity spot market transaction mechanism, electricity customers have obtained significant benefits in market transactions. However, due to the uncertainty of new energy power generation, the spot market sales price will fluctuate randomly, which brings great risks to electricity customers to participate in power transactions. How to determine a favorable power purchase model to increase revenue has become an urgent problem for electricity customers to solve. Therefore, based on the current electricity spot market transaction mechanism, this article evaluates the risk of electricity customers participating in day-ahead market transactions based on the VaR method and extreme value theory, and then establishes a power customer purchase model that considers the day-ahead electricity spot market transaction risks. Finally, an example simulation is used to verify the feasibility of the model proposed in this article.