With the in-depth development of the electricity market reform, promoting the entry of all industrial and commercial users into the market has become the focus of the current reform. Some small, medium and micro users who do not meet the conditions for entry into the market are prone to temporarily purchasing the electric power through the agents like the provincial power grid enterprises. However, the users of such provincial power agents are in many types and in large amount, while a single of them may need only limited electric power and the random fluctuation of the priority power generations, such as wind power or solar power, brings great uncertainty in supply and demand. The space and time difference of the multiple markets makes the price forecast complex. The power grid enterprises acting as the power agents have multiple responsibilities such as to guarantee the supply, to stabilize the costs, to promote the consumption, and so on, which causes the difficulties in decision-making and coordination. In terms of the above problems, this paper summarizes the existing research results at home and abroad, clarifies the ideas and processes to solve these problems. We introduce the uncertainty analysis and the price volatility quantification methods, and establish an annual power purchase optimization decision-making model considering the supply and demand uncertainty and the price volatility. On this basis, this paper constructs a basic calculation example based on the provincial case data, quantificationally analyzes the sensitivity of the impact of the supply and demand uncertainty and the price fluctuation on the annual power purchase costs. The conclusion shows that the impact of the supply and demand uncertainty fluctuation is greater than that of the price fluctuation on the costs, which verifies the applicability and feasibility of the proposed method in spot markets and in multi-time scale markets such as in the annual, monthly, or intra-month power purchase optimization decision-making. © 2023 Power System Technology Press. All rights reserved.
