考虑电力现货市场风险的抽水蓄能电站竞价策略

doi:10.12204/j.issn.1000-7229.2024.05.015

电力建设 ›› 2024, Vol. 45 ›› Issue (5): 150-158.doi: 10.12204/j.issn.1000-7229.2024.05.015

• 电力经济研究 • 上一篇

考虑电力现货市场风险的抽水蓄能电站竞价策略

丁红坚¹(), 辛诚²(), 李沐阳²(), 栗奕博¹(), 曾鸣¹(), 陈洁³(), 张晓春¹()

1.华北电力大学经济与管理学院,北京市 102206
2.国网经济技术研究院有限公司,北京市 102209
3.国网山西省电力公司经济技术研究院,太原市 030021

收稿日期:2023-12-04 出版日期:2024-05-01 发布日期:2024-04-29
通讯作者: 丁红坚(1999),女,硕士研究生,主要研究方向为抽水蓄能技术经济、电力市场,E-mail:jojonut2022@126.com。
作者简介:辛诚(1990),男,硕士,主要从事电网工程技术经济、造价管理工作,E-mail:daigingzhao8852@163.com;
李沐阳(1991),男,博士,经济师,主要从事抽水蓄能技术经济管理工作,E-mail:120222206341@ncepu.edu.com;
栗奕博(1999),男,硕士研究生,主要研究方向为综合能源系统、电力市场,E-mail:laoli990318@126.com;
曾鸣(1957),男,硕士,教授,主要研究方向为能源互联网、电力市场,E-mail:zengmingbj@vip.sina.com;
陈洁(1990),女,博士,主要从事电网工程技术经济、造价管理工作,E-mail:chenjie@sx.sgcc.com.cn;
张晓春(1972),女,博士,副教授,主要研究方向为综合能源系统、电力经济与管理,E-mail:zhxch@ncepu.edu.cn。
基金资助:
国家电网公司科技项目(1400-202256251A-1-1-ZN)

Bidding Strategies of Pumped Storage Power Station Considering the Risk of Electricity Spot Market

DING Hongjian¹(), XIN Cheng²(), LI Muyang²(), LI Yibo¹(), ZENG Ming¹(), CHEN Jie³(), ZHANG Xiaochun¹()

1. College of Economics and Management, North China Electric Power University, Beijing 102206, China
2. State Grid Economic and Technological Research Institute Co., Ltd., Beijing 102209, China
3. Economic and Technology Research Institute, State Grid Shanxi Electric Power Company, Taiyuan 030021, China

Received:2023-12-04 Published:2024-05-01 Online:2024-04-29
Supported by:
Science and Technology Project of State Grid Corporation of China(1400-202256251A-1-1-ZN)

摘要/Abstract

摘要：

随着电力市场的不断发展完善,抽水蓄能电站参与电力现货市场将面临复杂的价格机制与交易风险,为了保障抽水蓄能电站收益,提出了考虑电力现货市场风险的抽水蓄能竞价策略优化模型。首先研究了电力市场下抽水蓄能价格机制及交易风险;其次基于条件风险价值量化参与电力现货市场的风险,建立风险-收益匹配机制,并基于电价预测聚类生成典型电价场景,提出了考虑风险因素的抽蓄电站参与现货-辅助服务协同市场的竞价策略;最后结合算例分析了不同风险偏好水平以及电价场景对抽水蓄能电站收益的影响。算例结果表明:该竞价策略能够在不同市场场景下平抑收益波动,有效规避市场价格波动风险,可为抽水蓄能电站参与电能量与辅助服务市场竞价及容量分配策略提供决策支撑,使电站收益更加稳定。

关键词: 抽水蓄能电站, 电力现货市场, 价格机制, 风险量化, 竞价策略

Abstract:

With the continuous development and improvement of Chinese electricity market, pumped storage power plants will face complex price mechanisms and transaction risks when participating in the electricity spot market. In order to protect the revenue of pumped storage power station, an optimization model of pumped storage bidding strategy considering the risks of the electricity spot market is proposed. Firstly, the price mechanism and transaction risk of pumped storage in electricity market are studied. Secondly, based on the conditional risk value, the risk of participating in the electricity spot market is quantified, and the risk-return matching mechanism is established. Based on electricity price prediction clustering to generate typical electricity price scenarios, a bidding strategy for pumped storage power stations to participate in spot-auxiliary service collaborative market considering risk factors is proposed. Finally, the influence of different risk preference levels and electricity price scenarios on the revenue of pumped storage power station is analyzed with examples. The results of the example show that the bidding strategy can stabilize the income fluctuation in different market scenarios and effectively avoid the risk of market price fluctuation. It can provide decision support for the pumped storage power station to participate in the bidding and capacity allocation strategy of the electric energy and auxiliary service market, and make the power station income more stable.

Key words: pumped storage power station, electricity spot market, price mechanism, risk quantification, bidding strategy

中图分类号:

TM612
F426

丁红坚, 辛诚, 李沐阳, 栗奕博, 曾鸣, 陈洁, 张晓春. 考虑电力现货市场风险的抽水蓄能电站竞价策略[J]. 电力建设, 2024, 45(5): 150-158.

DING Hongjian, XIN Cheng, LI Muyang, LI Yibo, ZENG Ming, CHEN Jie, ZHANG Xiaochun. Bidding Strategies of Pumped Storage Power Station Considering the Risk of Electricity Spot Market[J]. ELECTRIC POWER CONSTRUCTION, 2024, 45(5): 150-158.

图/表 10

图1 不同市场发展阶段下的电价机制

Fig.1 Electricity price mechanism under different market development stages

图2 完全市场化模式下抽水蓄能电站收益模式

Fig.2 Revenue model of pumped storage power stations under a fully market-oriented model

表1 抽水蓄能电站相关参数

Table 1 Pumped storage hydropower station relevant parameters

表2 典型电价场景概率

Table 2 Typical electricity price scenario probability

图3 现货市场典型电价场景

Fig.3 Typical electricity price scenarios in electricity energy market

图4 调频里程电价典型场景

Fig.4 Typical scenarios of frequency modulation mileage price

图5 传统竞价策略

Fig.5 Traditional bidding strategy

图6 考虑风险偏好的优化竞价策略

Fig.6 Optimal bidding strategy considering risk preference

图7 两种竞价策略收益对比

Fig.7 Comparison of benefits between two bidding strategies

图8 不同风险偏好系数下的抽蓄电站收益

Fig.8 Revenue of pumped storage power station under different risk preference coefficients

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考虑电力现货市场风险的抽水蓄能电站竞价策略

Bidding Strategies of Pumped Storage Power Station Considering the Risk of Electricity Spot Market

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