考虑市场力风险防范的电力市场出清机制

doi:10.12204/j.issn.1000-7229.2023.04.003

电力建设 ›› 2023, Vol. 44 ›› Issue (4): 18-28.doi: 10.12204/j.issn.1000-7229.2023.04.003

• 电力现货市场支撑新型电力系统建设的理论及实践·栏目主持范高锋教高、陈启鑫副教授、何冠楠特别研究员· • 上一篇下一篇

考虑市场力风险防范的电力市场出清机制

谢敬东¹(), 刘思旺²(), 孙欣²(), 邓化宇³(), 江海林²()

1.上海电力大学能源电力科创中心,上海市 200082
2.上海电力大学电气工程学院,上海市 200082
3.上海电力大学数理学院,上海市 200082

收稿日期:2022-05-23 出版日期:2023-04-01 发布日期:2023-03-30
通讯作者: 刘思旺 E-mail:liusiwang19980827@163.com
作者简介:谢敬东(1968),男,博士,教授,主要研究方向为电力市场化改革、电力市场监管、电力市场风险防范,E-mail:xie_jd@shiep.edu.cn;
孙欣(1980),女,博士,副教授,主要研究方向为电动汽车充电策略、电力市场风险防范、综合能源规划,E-mail:sunxin@shiep.edu.cn;
邓化宇(1980),男,硕士,讲师,主要研究方向为电力市场、智能算法与机器学习,E-mail:hydeng@shiep.edu.cn;
江海林(1998),男,硕士研究生,主要研究方向为电力市场风险防范、电动汽车充电策略,E-mail:503316331@qq.com。
基金资助:
国家自然科学基金项目(51507099)

Electricity Market Clearing Mechanism Considering Market Power Risk Prevention

XIE Jingdong¹(), LIU Siwang²(), SUN Xin²(), DENG Huayu³(), JIANG Hailin²()

1. Energy Science and Technology Center, Shanghai University of Electric Power, Shanghai 200082, China
2. College of Electrical Engineering, Shanghai University of Electric Power, Shanghai 200082, China
3. College of Mathematics and Physics, Shanghai University of Electric Power, Shanghai 200082, China

Received:2022-05-23 Online:2023-04-01 Published:2023-03-30
Contact: LIU Siwang E-mail:liusiwang19980827@163.com
Supported by:
National Natural Science Foundation of China(51507099)

摘要/Abstract

摘要：

在电力现货市场运营中普遍存在发电侧市场力形式多、影响大、防范难、监管难的问题,给电力市场运营带来巨大风险和挑战,因此对电力市场力风险有效防范研究具有重要现实意义。基于激励相容、个体理性及社会福利最大化的设计目标,提出了一种将市场风险防范措施嵌入到现货市场出清算法的市场力风险防范方法,综合考虑了市场主体的当日市场交易行为和历史行为表现,通过在市场出清环节建立违规惩罚成本和系统价格权拍卖结算机制,降低违规行为市场主体出清的优先级,有效抑制市场主体行使市场力的意图,从而将风险防范前置到出清环节,实现防范风险于未然,有效解决市场力风险发生后的处置难、影响恢复难问题。最后,利用IEEE 30节点系统算例,验证了所提方法的可行性和有效性。

关键词: 电力市场, 市场力, 风险防范, 激励相容, 出清算法

Abstract:

In the operation of the electricity spot market, there are generally many forms of market power on the power generation side, great influence, difficult prevention, and difficulty in supervision, which bring huge risks and challenges to the operation of the electricity market. Aiming at the design goals of incentive compatibility, individual rationality and social welfare maximization, this paper proposes a market power risk prevention method that embeds market risk prevention measures into the spot market clearing algorithm. The market main body of the same-day market trading behavior and historical behavior performance is comprehensively considered. Through the establishment of a violation penalty cost and a systematic price right auction settlement mechanism in the market clearing link, the priority of clearing market players for violations is reduced, and the intention of market players to exercise market power is effectively restrained, so that risk prevention will be put before risk prevention. It is placed in the clearing link to prevent risks before they occur, and effectively solve the problems of difficult disposal and impact recovery after market power risks occur. Finally, the IEEE 30-node system example is used to verify the feasibility and effectiveness of the method.

Key words: electricity market, market power, risk prevention, incentive compatibility, clearing algorithm

中图分类号:

TM73
F426

谢敬东, 刘思旺, 孙欣, 邓化宇, 江海林. 考虑市场力风险防范的电力市场出清机制[J]. 电力建设, 2023, 44(4): 18-28.

XIE Jingdong, LIU Siwang, SUN Xin, DENG Huayu, JIANG Hailin. Electricity Market Clearing Mechanism Considering Market Power Risk Prevention[J]. ELECTRIC POWER CONSTRUCTION, 2023, 44(4): 18-28.

图/表 12

图1 市场力风险防范的出清机制流程

Fig.1 The process of clearing mechanism for market power risk prevention

表1 市场力风险识别指标体系

Table 1 Index system of market power risk identification

表2 历史行为评估指标

Table 2 Indices for historical behavioral assessment

表3 历史风险动态数据库

Table 3 Historical risk dynamic database

表4 机组运行参数

Table 4 Operation parameters of units

图2 违规行为机组中标容量对比

Fig.2 Comparison of bid-winning capacity of units in violation of regulations

图3 正常行为机组G3和G4中标容量对比

Fig.3 Comparison of bid-winning capacity of units G3 and3 G4 with normal behavior

图4 正常行为机组G5和G6中标容量对比

Fig.4 Comparison of bid-winning capacity of units G5 and6 G4 with normal behavior

图5 违规机组惩罚成本对比

Fig.5 Comparison of punishment costs of violating units

图6 机组收益对比

Fig.6 Unit revenue comparison

表A1 机组申报价格数据

Table A1 Declared price data of units

表A2 机组申报容量数据

Table A2 Declared capacity data of units

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考虑市场力风险防范的电力市场出清机制

Electricity Market Clearing Mechanism Considering Market Power Risk Prevention

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