考虑可用传输容量的中长期连续集中竞价交易机制(网络首发)

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  • 1. 中国农业大学信息与电气工程学院;2. 浙江电力交易中心有限公司3. 中国电力科学研究院有限公司

网络出版日期: 2024-02-08

基金资助

国家电网有限公司科技项目(5108-202218280A-2-290-XG)

The transaction mechanism of medium and long-term continuous centralized auction considering available transmission capacity

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  • 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

Online published: 2024-02-08

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。文章首先建立了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/兆瓦时,验证了该机制的有效性和可行性。

本文引用格式

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(网络首发)[J]. 上海交通大学学报, 0 : 0 . DOI: 10.16183/j.cnki.jsjtu.2023.628

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 has been unable to meet the needs of the future medium and long-term market continuous market opening and high-frequency trading requirements. Firstly, 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, a Marginal-Vickrey-Clarke-Groves mechanism is established to meet the balance of payments. This mechanism quantifies the contribution of market entities in the transaction through market efficiency coefficient, and distributes the market value. This mechanism can promote the market participants to declare the true price information. Finally, based on medium and long-term & spot electricity market trading data from a certain province in central China, the simulation analysis is carried out on the transaction data including 3 power generation enterprises and 5 power users. The clearing price is 399.64 yuan/MWh, which verifies the effectiveness and feasibility of the mechanism.
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