This paper addresses the long-term electricity procurement portfolio optimization problem faced by an electricity Retailer. Differentiated asset options are considered to fully cover the forecasted electricity consumption represented by the Retailer, such as investing in new RES plants, a new CCGT unit, new battery energy storage systems and procuring electricity directly from the wholesale electricity market. A novel optimization model that takes into account the inherent technical and operating characteristics and constraints of each asset option as well as various financial parameters was formulated for the quantification of the timing, capacity and overall cost of the optimal mix that covers the Retailer's forecasted load portfolio in the most efficient way on a yearly basis. Multiple scenarios were formulated to capture the effect that the anticipated day-ahead market prices, the expansion of the Retailer's customer base, the incorporation of budget constraints that reflect the desired long-term investment strategy of the Retailer as well as the selection of common economic valuation parameters may have on the optimal mix of asset options. A case study on the long-term strategy (2021-2030) of a growing Retailer that participates in the Greek electricity market is presented illustrating the applicability and effectiveness of the proposed optimization model.

本文解决了电力零售商面临的长期电力采购组合优化问题。差异化资产选项被认为完全涵盖零售商代表的预测电力消耗，例如投资新的可再生能源工厂、新的 CCGT 装置、新的电池储能系统以及直接从电力批发市场采购电力。制定了一种新的优化模型，该模型考虑了每个资产选项的固有技术和运营特征和约束以及各种财务参数，用于量化涵盖零售商预测负载组合的最佳组合的时间、容量和总成本以最有效的方式每年一次。制定了多个场景来捕捉预期的日前市场价格、零售商客户群的扩大、反映零售商所需长期投资策略的预算约束的结合以及共同经济的选择的影响。估值参数可能对资产期权的最佳组合有影响。介绍了参与希腊电力市场的成长型零售商的长期战略（2021-2030）的案例研究，说明了所提出的优化模型的适用性和有效性。反映零售商期望的长期投资策略的预算约束的结合以及共同经济估值参数的选择可能对资产选择的最佳组合产生影响。介绍了参与希腊电力市场的成长型零售商的长期战略（2021-2030）的案例研究，说明了所提出的优化模型的适用性和有效性。反映零售商期望的长期投资策略的预算约束的结合以及共同经济估值参数的选择可能对资产选择的最佳组合产生影响。介绍了参与希腊电力市场的成长型零售商的长期战略（2021-2030）的案例研究，说明了所提出的优化模型的适用性和有效性。