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

doi:10.16183/j.cnki.jsjtu.2023.628

Abstract

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

CLC Number:

TM732

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.

Figures/Tables 18

Fig.1

Fig.2

Fig.3

Fig.4

Tab.1

Fig.5

Fig.6

Fig.7

Tab.2

Fig.8

Tab.3

Tab.4

Fig.9

Fig.10

Tab.5

Tab.6

Fig.11

Tab.7

References 30

[31]	杨建华, 张步涵, 李俊芳. 华中电力市场MCP与PAB竞价结算模式研究[J]. 水电能源科学, 2009, 27(6): 219-222.
	YANG Jianhua, ZHANG Buhan, LI Junfang. Research on bidding and clearing of PAB and MCP in power market of central China grid[J]. Water Resources and Power, 2009, 27(6): 219-222.
[32]	EXIZIDIS L, KAZEMPOUR J, PAPAKONSTANTINOU A, et al. Incentive-compatibility in a two-stage stochastic electricity market with high wind power penetration[J]. IEEE Transactions on Power Systems, 2019, 34(4): 2846-2858. doi: 10.1109/TPWRS.59 URL
[33]	邵浩然, 董超, 舒征宇, 等. 含光伏机组参与竞标的日前市场价值公平分配机制的研究[J]. 可再生能源, 2023, 41(5): 667-675.
	SHAO Haoran, DONG Chao, SHU Zhengyu, et al. Research on fair distribution mechanism of day ahead market value including photo-voltaic units participating in bidding[J]. Renewable Energy Resources, 2023, 41(5): 667-675.
[34]	聂涌泉, 顾慧杰, 彭超逸, 等. 激励性含风电竞标日前市场出清电价机制的建模[J]. 电力系统保护与控制, 2020, 48(19): 25-34.
	NIE Yongquan, GU Huijie, PENG Chaoyi, et al. Research on modeling the incentive electricity pricing mechanism in day-ahead electricity market clearing containing wind power bidding[J]. Power System Protection and Control, 2020, 48(19): 25-34.
[35]	王剑晓, 钟海旺, 夏清, 等. 基于价值公平分配的电力市场竞争机制设计[J]. 电力系统自动化, 2019, 43(2): 7-17.
	WANG Jianxiao, ZHONG Haiwang, XIA Qing, et al. Competitive mechanism design in electricity market based on fair benefit allocation[J]. Automation of Electric Power Systems, 2019, 43(2): 7-17.
[36]	曾景. 电力中长期市场双侧竞价机制设计与支撑技术研究[D]. 武汉: 华中科技大学, 2022.
	ZENG Jing. Research on design of bilateral bidding mechanism and supporting technology for medium or long-term electricity market[D]. Wuhan: Huazhong University of Science and Technology. 2022.
[1]	国家发展改革委, 国家能源局. 关于加快建设全国统一电力市场体系的指导意见[EB/OL]. (2022-01-18)[2024-02-03]. https://www.ndrc.gov.cn/xxgk/zcfb/tz/202201/t20220128_1313653.html.
	National Development and Reform Commission, National Energy Administration. Guiding opinions on accelerating the construction of a national unified electricity market[EB/OL]. (2022-01-18) [2024-02-03]. https://www.ndrc.gov.cn/xxgk/zcfb/tz/202201/t20220128_1313653.html.
[2]	郑亚先, 杨争林, 冯树海, 等. 碳达峰目标场景下全国统一电力市场关键问题分析[J]. 电网技术, 2022, 46(1): 1-19.
	ZHENG Yaxian, YANG Zhenglin, FENG Shuhai, et al. Key issue analysis in national unified power market under target scenario of carbon emission peak[J]. Power System Technology, 2022, 46(1): 1-19.
[3]	李竹, 庞博, 李国栋, 等. 欧洲统一电力市场建设及对中国电力市场模式的启示[J]. 电力系统自动化, 2017, 41(24): 2-9.
	LI Zhu, PANG Bo, LI Guodong, et al. Development of unified European electricity market and its implications for China[J]. Automation of Electric Power Systems, 2017, 41(24): 2-9.
[4]	丁一, 谢开, 庞博, 等. 中国特色、全国统一的电力市场关键问题研究(1): 国外市场启示、比对与建议[J]. 电网技术, 2020, 44(7): 2401-2410.
	DING Yi, XIE Kai, PANG Bo, et al. Key issues of national unified electricity market with Chinese characteristics (1): Enlightenment and suggestions from foreign countries[J]. Power System Technology, 2020, 44(7): 2401-2410.
[5]	夏清, 陈启鑫, 谢开, 等. 中国特色、全国统一的电力市场关键问题研究(2): 我国跨区跨省电力交易市场的发展途径、交易品种与政策建议[J]. 电网技术, 2020, 44(8): 2801-2808.
	XIA Qing, CHEN Qixin, XIE Kai, et al. Key issues of national unified electricity market with Chinese characteristics (2): The development path, trading varieties and policy recommendations of inter-regional and inter-provincial electricity markets[J]. Power System Technology, 2020, 44(8): 2801-2808.
[6]	FU X Q, YANG K T, LI G D, et al. Research on the trading arrangement and clearing model of medium and long-term inter-provincial markets considering security constraints[J]. Frontiers in Energy Research, 2022, 9: 839108. doi: 10.3389/fenrg.2021.839108 URL
[7]	程海花, 杨辰星, 刘硕, 等. 基于路径组合计及ATC的省间中长期交易优化出清和系统研发[J]. 电网技术, 2022, 46(12): 4762-4770.
	CHENG Haihua, YANG Chenxing, LIU Shuo, et al. Optimization clearing and system development of inter-provincial medium and long term trade considering ATC base on path combination[J]. Power System Technology, 2022, 46(12): 4762-4770.
[8]	曾丹, 杨争林, 冯树海, 等. 交直流混联电网下基于ATC的省间交易优化出清建模[J]. 电网技术, 2020, 44(10): 3893-3899.
	ZENG Dan, YANG Zhenglin, FENG Shuhai, et al. Inter-provincial power exchange optimization modeling considering ATC constrains of hybrid AC/DC power system[J]. Power System Technology, 2020, 44(10): 3893-3899.
[9]	刘敦楠, 李竹, 董治新, 等. 基于标准能量块合约的电力中长期市场连续运营方案设计[J]. 电网技术, 2023, 47(1): 129-141.
	LIU Dunnan, LI Zhu, DONG Zhixin, et al. Design of continuous operation scheme of electric power medium-and long-term market based on standard energy block contracts[J]. Power System Technology, 2023, 47(1): 129-141.
[10]	张馨瑜, 陈启鑫, 葛睿, 等. 考虑灵活块交易的电力现货市场出清模型[J]. 电力系统自动化, 2017, 41(24): 35-41.
	ZHANG Xinyu, CHEN Qixin, GE Rui, et al. Clearing model of electricity spot market considering flexible block orders[J]. Automation of Electric Power Systems, 2017, 41(24): 35-41.
[11]	刘敦楠, 李竹, 徐尔丰, 等. 面向新型电力系统的灵活能量块交易出清模型[J]. 电网技术, 2022, 46(11): 4150-4162.
	LIU Dunnan, LI Zhu, XU Erfeng, et al. Flexible block order trading clearing model for new power systems[J]. Power System Technology, 2022, 46(11): 4150-4162.
[12]	于申, 申建建, 程春田, 等. 耦合梯级水电调蓄价值的月度集中撮合交易出清方法[J]. 中国电机工程学报, 2022, 42(16): 5858-5868.
	YU Shen, SHEN Jianjian, CHENG Chuntian, et al. Centralized matchmaking transaction clearing method embedded the regulation value of cascade hydropower[J]. Proceedings of the CSEE, 2022, 42(16): 5858-5868.
[13]	于旭光, 李刚, 刘本希, 等. 云南中长期电力市场连续挂牌交易机制应用实践[J]. 电网技术, 2020, 44(12): 4573-4582.
	YU Xuguang, LI Gang, LIU Benxi, et al. Practice of continuous listing trading mechanism in medium and long-term electricity market in Yunnan Province[J]. Power System Technology, 2020, 44(12): 4573-4582.
[14]	许喆, 丁军策, 梁志飞, 等. 跨省区中长期连续交易机制的实现模式研究[J]. 电网技术, 2020, 44(6): 2071-2077.
	XU Zhe, DING Junce, LIANG Zhifei, et al. Realization mode of medium and long-term inter-provincial continuous transaction mechanism[J]. Power System Technology, 2020, 44(6): 2071-2077.
[15]	陈熠, 王晗, 徐潇源, 等. 省间-省内两级市场协调下两阶段分布鲁棒经济调度模型[J]. 上海交通大学学报, 2023, 57(9): 1114-1125. doi: 10.16183/j.cnki.jsjtu.2022.121
	CHEN Yi, WANG Han, XU Xiaoyuan, et al. A two-stage distributionally robust economic dispatch model under the coordination of inter-provincial and intra-provincial bi-level market[J]. Journal of Shanghai Jiao Tong University, 2023, 57(9): 1114-1125.
[16]	曾丹, 谢开, 庞博, 等. 中国特色、全国统一的电力市场关键问题研究(3): 省间省内电力市场协调运行的交易出清模型[J]. 电网技术, 2020, 44(8): 2809-2819.
	ZENG Dan, XIE Kai, PANG Bo, et al. Key issues of national unified electricity market with Chinese characteristics (3): Research on transaction clearing models and algorithms adapting to the coordinated operation of provincial electricity markets[J]. Power System Technology, 2020, 44(8): 2809-2819.
[17]	吴静斌, 杨洪明. 动态履约保函额度下售电公司中长期交易模型[J]. 电力建设, 2024, 45(2): 160-170. doi: 10.12204/j.issn.1000-7229.2024.02.014
	WU Jingbin, YANG Hongming. A medium and long-term transaction model for power selling companies considering dynamic adjustment of performance guarantee quota[J]. Electric Power Construction, 2024, 45(2): 160-170. doi: 10.12204/j.issn.1000-7229.2024.02.014
[18]	张宪文, 殷高文, 沈非凡, 等. 计及风电不确定性及碳交易的储能参与电力市场竞价策略[J]. 上海交通大学学报, 2024, 58 (12): 1868-1880. doi: 10.16183/j.cnki.jsjtu.2023.149
	ZHANG Xianwen, YIN Gaowen, SHEN Feifan, et al. The bidding strategies for energy storage participation in electricity market considering uncertainty of wind power and carbon trading[J]. Journal of Shanghai Jiao Tong University, 2024, 58 (12): 1868-1880.
[19]	李迁, 姜欣, 张钧钊, 等. 规模化储能参与电力现货市场的商业模式[J]. 上海交通大学学报, 2023, 57(12): 1543-1558. doi: 10.16183/j.cnki.jsjtu.2022.187
	LI Qian, JIANG Xin, ZHANG Junzhao, et al. Business models for large-scale energy storage systems to participate in electricity spot market[J]. Journal of Shanghai Jiao Tong University, 2023, 57(12): 1543-1558.
[20]	YANG K T, GUO Y M, FU X Q. Opinion on intra-provincial medium and long-term electricity market considering available transmission capacity[J]. Frontiers in Energy Research, 2023, 11: 1132224. doi: 10.3389/fenrg.2023.1132224 URL
[21]	谢敬东, 刘思旺, 孙欣, 等. 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. doi: 10.12204/j.issn.1000-7229.2023.04.003
	XIE Jingdong, LIU Siwang, SUN Xin, et al. Electricity market clearing mechanism considering market power risk prevention[J]. Electric Power Construction, 2023, 44(4): 18-28. doi: 10.12204/j.issn.1000-7229.2023.04.003
[22]	魏利屾, 冯宇昂, 方家琨, 等. 现货市场环境下新能源并网接入对市场出清的影响[J]. 上海交通大学学报, 2021, 55(12): 1631-1639. doi: 10.16183/j.cnki.jsjtu.2021.329
	WEI Lishen, FENG Yu’ang, FANG Jiakun, et al. Impact of renewable energy integration on market-clearing results in spot market environment[J]. Journal of Shanghai Jiao Tong University, 2021, 55(12): 1631-1639.
[23]	张硕, 李薇, 李英姿, 等. 面向新型电力系统的可再生能源绿色电力证书差异化配置模型[J]. 上海交通大学学报, 2022, 56(12): 1561-1571. doi: 10.16183/j.cnki.jsjtu.2022.150
	ZHANG Shuo, LI Wei, LI Yingzi, et al. Differentiated allocation model of renewable energy green certificates for new-type power system[J]. Journal of Shanghai Jiao Tong University, 2022, 56(12): 1561-1571.
[24]	刘明涛, 谢俊, 张秋艳, 等. 碳交易环境下含风电电力系统短期生产模拟[J]. 上海交通大学学报, 2021, 55(12): 1598-1607. doi: 10.16183/j.cnki.jsjtu.2021.295
	LIU Mingtao, XIE Jun, ZHANG Qiuyan, et al. Short-term production simulation of power system containing wind power under carbon trading environment[J]. Journal of Shanghai Jiao Tong University, 2021, 55(12): 1598-1607.
[25]	吕祥梅, 刘天琪, 刘绚, 等. 考虑高比例新能源消纳的多能源园区日前低碳经济调度[J]. 上海交通大学学报, 2021, 55(12): 1586-1597. doi: 10.16183/j.cnki.jsjtu.2021.339
	LÜ Xiangmei, LIU Tianqi, LIU Xuan, et al. Low-carbon economic dispatch of multi-energy park considering high proportion of renewable energy[J]. Journal of Shanghai Jiao Tong University, 2021, 55(12): 1586-1597.
[26]	周迪雅, 冯树海, 朱忆宁, 等. 适应我国电力市场环境的可用传输容量(ATC)应用分析及关键问题探讨[J]. 电网技术, 2021, 45(9): 3357-3366.
[37]	殷自力, 陈宇星. 基于功率传输转移分布因子的简化电网潮流计算方法[J]. 电力系统保护与控制, 2016, 44(17): 25-30.
	YIN Zili, CHEN Yuxing. A power flow computation method for reduction grid based on power transfer distribution factor[J]. Power System Protection and Control, 2016, 44(17): 25-30.
[38]	河南省发展和改革委员会. 关于河南省2023年电力直接交易有关事项的通知[EB/OL]. (2022-12-30)[2024-02-03]. https://fgw.henan.gov.cn/2023/01-11/2671212.html.
	Development and Reform Commission of Henan Province. Notice on matters related to direct electricity trading in Henan Province in 2023[EB/OL]. (2022-12-30)[2024-02-03]. https://fgw.henan.gov.cn/2023/01-11/2671212.html.
[26]	ZHOU Diya, FENG Shuhai, ZHU Yining, et al. Application analysis and key issues of available transfer capability (ATC) adapted to the environment of the electricity market in China[J]. Power System Technology, 2021, 45(9): 3357-3366.
[27]	WANG S C, GAO S. Available transfer capability analysis method of AC-DC power system based on security region[J]. The Journal of Engineering, 2019, 2019(16): 2386-2390. doi: 10.1049/tje2.v2019.16 URL
[28]	MOHAMMED O O, MUSTAFA M W, MOHAMMED D S S, et al. Available transfer capability calculation methods: A comprehensive review[J]. International Transactions on Electrical Energy Systems, 2019, 29(6): e2846.
[29]	WEI Z N, CHEN S, SUN G Q, et al. Probabilistic available transfer capability calculation considering static security constraints and uncertainties of electricity-gas integrated energy systems[J]. Applied Energy, 2016, 167: 305-316. doi: 10.1016/j.apenergy.2015.10.015 URL
[30]	石可, 陈皓勇, 李鹏, 等. 基于协同进化的两种电力市场出清机制分析[J]. 电力系统自动化, 2019, 43(9): 68-74.
	SHI Ke, CHEN Haoyong, LI Peng, et al. Analysis on two kinds of electricity market clearance mechanism based on co-evolution[J]. Automation of Electric Power Systems, 2019, 43(9): 68-74.

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