多市场情形下燃煤发电企业交易策略分析

doi:10.12204/j.issn.1000-7229.2023.02.015

摘要/Abstract

摘要：

随着我国电力市场的改革和节能减排政策的推进,针对发电行业的市场型政策日益增多。从燃煤发电企业参与碳排放权市场和发电权市场的角度出发,以企业利润最大化为目标,研究了发电商在电力市场中的5种组合交易策略,利用Matlab中的fmincon函数对发电企业的最优发电计划进行了计算,使燃煤发电商在众多政策背景下最大化自身经济性。研究结果表明,对于环保节能的大容量机组,同时进行发电权交易和碳排放权交易时所获得的利润明显高于单纯的发电权交易或碳排放权交易;对于一些发电成本较高的机组,可将其发电权全部出售,以此获得一定的利润。同时,分析了拍卖比例、发电权价格等因素对企业利润和碳排放量的影响。

关键词: 碳排放权, 发电权, 电力市场, 交易策略, 优化理论

Abstract:

With the reform of China's power market and the promotion of energy conservation and emission reduction policies, there are more and more market-oriented policies for the power generation industry. From the perspective of coal-fired power generation enterprises participating in carbon-emission right market and power generation right market, aiming at maximizing enterprise profits, this paper studies five combined trading strategies of power producers in the power market, and uses the fmincon function in Matlab to optimize the power generation plan of power generation enterprises, so as to maximize their own economy under many policy backgrounds. The results show that for large capacity units with environmental protection and energy conservation, the profits obtained by trading generation rights and carbon-emission rights at the same time are significantly higher than those obtained by trading generation rights or carbon-emission rights alone; For some units with high power generation cost, all their power-generation rights can be sold to obtain certain profits. At the same time, the effects of auction proportion and power-generation right price on enterprise profits and carbon emissions are analyzed.

Key words: carbon-emission right, power-generation right, electricity market, trading strategy, optimization theory

中图分类号:

TM61

张金良, 王玉珠. 多市场情形下燃煤发电企业交易策略分析[J]. 电力建设, 2023, 44(2): 155-162.

ZHANG Jinliang, WANG Yuzhu. Transaction Strategy Analysis of Coal-Fired Power Generation Enterprises in Multi-market[J]. ELECTRIC POWER CONSTRUCTION, 2023, 44(2): 155-162.

图/表 8

表1 各类别机组碳排放基准值

Table 1 Carbon-emission benchmark values of various types of units

表2 常规燃煤纯凝发电机组负荷系数修正系数

Table 2 Correction coefficient of load coefficient of conventional coal-fired pure-condensing generator set

表3 发电企业参数

Table 3 Parameters of power generation enterprises

表4 发电企业在不同情形下的最优交易策略

Table 4 Optimal transaction strategies of power generation enterprises in different situations

图1 不同发电权价格下的各企业利润

Fig.1 Profits of enterprises under different power-generation right prices

图2 不同拍卖比例下的企业利润

Fig.2 Corporate profits under different auction ratios

图3 不同拍卖比例下的碳排放量

Fig.3 Carbon emissions under different auction ratios

图4 不同碳价下的企业利润

Fig.4 Corporate profits under different carbon prices

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