考虑可用传输容量的中长期连续集中竞价交易机制

doi:10.16183/j.cnki.jsjtu.2023.628

上海交通大学学报 ›› 2025, Vol. 59 ›› Issue (11): 1647-1659.doi: 10.16183/j.cnki.jsjtu.2023.628

• 新型电力系统与综合能源 • 上一篇下一篇

考虑可用传输容量的中长期连续集中竞价交易机制

杨凯涛¹, 骆希², 薛必克³, 郭艳敏³, 付学谦¹()

¹ 中国农业大学信息与电气工程学院, 北京 100083
² 浙江电力交易中心有限公司, 杭州 315000
³ 中国电力科学研究院有限公司, 南京 210037

收稿日期:2023-12-15 修回日期:2024-01-10 接受日期:2024-01-29 出版日期:2025-11-28 发布日期:2025-12-02
通讯作者: 付学谦 E-mail:fuxueqian@cau.edu.cn
作者简介:杨凯涛(1999—),硕士生,从事电力市场研究.
基金资助:
国家电网有限公司科技项目(5108-202218280A-2-290-XG)

Transaction Mechanism of Medium- and Long-Term Continuous Centralized Auction Considering Available Transmission Capacity

YANG Kaitao¹, LUO Xi², XUE Bike³, GUO Yanmin³, FU Xueqian¹()

¹ College of Information and Electrical Engineering, China Agricultural University, Beijing 100083, China
² Zhejiang Electric Power Trading Center Co., Ltd., Hangzhou 315000, China
³ China Electric Power Research Institute, Nanjing 210037, China

Received:2023-12-15 Revised:2024-01-10 Accepted:2024-01-29 Online:2025-11-28 Published:2025-12-02
Contact: FU Xueqian E-mail:fuxueqian@cau.edu.cn

摘要/Abstract

摘要：

随着全国统一电力市场体系建设的推进,省内中长期市场先无约束出清后安全校核的方式已经无法适配未来中长期市场连续开市和高频交易的要求.首先建立中长期电力市场连续集中竞价交易机制与出清模型,通过日连续交易实现中长期市场的连续开市,在出清模型中考虑可用传输容量约束,提高交易结果的可执行性;然后基于统一边际出清电价建立满足收支平衡的边际维克里-克拉克-格罗夫斯机制,通过市场效益系数量化市场成员在交易中产生的贡献并对市场价值进行分配,促进市场成员申报真实的价格信息;最后以我国中部某省份中长期+现货市场交易数据为依据,对包括3家发电企业和5家电力用户的交易数据进行仿真分析,出清电价为399.64 元/(MW·h),验证了该机制的有效性和可行性.

关键词: 中长期电力市场, 集中竞价交易, 维克里-克拉克-格罗夫斯机制, 可用传输容量, 市场出清

Abstract:

With the advancement of the construction of the national unified electricity market system, the intra-provincial medium- and long-term electricity market adopts the trading mode of unrestricted clearance before security assessment, which is unable to meet the needs of the future medium and long-term market continuous market opening and high-frequency trading requirements. Therefore, this paper establishes a continuous centralized bidding trading mechanism and clearing model for the medium- and long-term electricity market. The continuous opening of the medium and long-term market is achieved through daily continuous trading, and the available transmission capacity is considered in the clearing model to improve the enforceability of trading results. Then, based on the marginal clearing price, it establishes a Marginal-Vickrey-Clarke-Groves mechanism to meet the balance of payments, which quantifies the contribution of market entities in the transaction through market efficiency coefficient, and distributes the market value, promoting the market participants to declare the true price information. Finally, based on medium- and long-term as well as spot electricity market trading data from a certain province in central China, a simulation analysis is conducted on the transaction data including three power generation enterprises and five power users. The clearing price is 399.64 yuan/(MW·h), which verifies the effectiveness and feasibility of the mechanism.

Key words: medium- and long-term electricity market, centralized auction transaction, Vickrey-Clarke-Groves mechanism, available transmission capacity, market clearing

中图分类号:

TM732

杨凯涛, 骆希, 薛必克, 郭艳敏, 付学谦. 考虑可用传输容量的中长期连续集中竞价交易机制[J]. 上海交通大学学报, 2025, 59(11): 1647-1659.

YANG Kaitao, LUO Xi, XUE Bike, GUO Yanmin, FU Xueqian. Transaction Mechanism of Medium- and Long-Term Continuous Centralized Auction Considering Available Transmission Capacity[J]. Journal of Shanghai Jiao Tong University, 2025, 59(11): 1647-1659.

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机制	目标函数	支付收入	社会福利最大	个体理性	激励相容	收支平衡
MCP	max F	统一边际电价	√	√	×	√
PAB	max F	平均申报电价	√	√	×	√
VCG	max F	申报电价+社会效益	√	√	√	×
MVCG	max F	边际电价+社会效益	√	√	√	√

线路	节点2	节点3	节点4	节点5	节点6
1-2	-0.786	-0.517	-0.500	-0.214	-0.429
1-5	-0.214	-0.429	-0.500	-0.786	-0.571
2-3	0.214	-0.571	-0.500	-0.214	-0.429
3-4	0.071	0.143	-0.500	-0.071	-0.143
3-6	0.143	0.286	0	-0.143	-0.286
4-6	0.071	0.143	0.500	-0.071	-0.143
5-6	-0.214	-0.429	-0.500	0.214	-0.571

线路	ATC/MW	不考虑ATC/MW	考虑ATC/MW
1-2	64.87	81.09	64.87
1-5	4.54	5.67	1.67
2-3	48.90	54.33	38.03
3-4	9.77	11.49	6.80
3-6	13.73	17.16	13.73
4-6	28.51	28.51	6.80
5-6	109.89	115.67	90.53

模式	出清电量/(MW·h)	最大社会福利/元	成交率/%	平均电价/[元·(MW·h)^-1]	电价偏差/%
不考虑ATC出清	4740.00	233781.74	100	398.43	0
考虑ATC出清	4118.00	205546.94	86.88	399.64	0.3

模式	出清电量/ (MW·h)	电力用户平均电价/ [元·(MW·h)^-1]	电力用户支付/万元	发电企业平均电价/ [元·(MW·h)^-1]	发电企业收入/万元	收支盈亏/ 万元
MCP	4 118.00	399.64	164.57	399.64	164.57	0
PAB	4 118.00	405.20	166.86	405.20	166.86	0
VCG	4 118.00	389.85	172.59	419.12	160.54	12.05
MVCG	4 118.00	403.58	166.19	403.58	166.19	0

考虑可用传输容量的中长期连续集中竞价交易机制

Transaction Mechanism of Medium- and Long-Term Continuous Centralized Auction Considering Available Transmission Capacity

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市场主体	申报电价/[元·(MW·h)^-1]	市场效益系数/%
S01	417.22	27.18
S03	427.14	12.44
S05	412.42	60.38
D02	462.08	14.52
D03	450.17	49.72
D04	432.67	0
D05	444.68	5.04
D06	447.05	30.72

模式	中标电量/ (MW·h)	电价/ [元·(MW·h)^-1]	市场效益系数/%	基础结算费用/元	社会效益费用/元	结算费用/元	收益增长率/%
MCP	45.66	429.91	—	19 629.69	—	19 629.69	0
PAB	45.66	432.85	—	19 763.93	—	19 763.93	0.68
VCG	45.66	418.43	—	19 105.51	821.93	19 927.44	1.52
MVCG	45.66	427.14	27.18	19 503.21	292.46	19 795.67	0.85