“双碳”背景下考虑多市场的煤电交易策略研究

Research on coal power trading strategy considering multiple markets in the context of"Double-carbon"

随着“双碳”目标的推进和多层次统一电力市场体系的建设,我国能源电力发展格局和市场环境发生深刻变化,煤电企业面临着减碳和多市场参与竞争两方面挑战。在此背景下,研究煤电企业如何在多市场中科学交易决策,对煤电企业顺利转型、可持续发展具有重要意义。本文考虑煤电企业在“双碳”背景下新增成本,结合各类电力市场特点提出煤电企业参与中长期市场、现货市场和辅助服务调峰市场定价方法。以煤电企业收益最大化为目标,构建多市场下最优售电组合模型,探索煤电转型背景下的电力交易策略。通过算例分析发现:在不考虑容量补偿的条件下,目前调峰电价不足以弥补机组调峰成本,确保煤电企业售电收益最大化的电量比例为现货市场9.463%、中长期市场90.537%。最后,提出建立支持多市场交易策略的智能决策系统;设立电价浮动风险预警机制;适当放开调峰电量电价限制的政策建议。

With the promotion of"double carbon"target and the construction of multi-level unified power market system,China's energy and power development pattern and market environment are undergoing profound changes,and coal power enterprises are facing challenges in both carbon reduction and competition in multi-market.In this context,it is important to study how coal power enterprises make scientific trading decisions in multiple markets for their smooth transformation and sustainable development.In this paper,we consider the new costs of coal power companies in the context of"double carbon"and propose a pricing method for coal power companies to participate in the medium-and long-term market,spot market and auxiliary service peaking market,taking into account the characteristics of various power markets.With the objective of maximizing the revenue of coal power enterprises,we construct a model of optimal power sales portfolio in multiple markets and explore the power trading strategy in the context of coal power transformation.The analysis of calculation examples reveals that,without considering capacity compensation,the current peaking tariff is not sufficient to cover the unit peaking cost,and the proportion of electricity to ensure the maximization of coal power enterprises'revenue from electricity sales is 9.463%in the spot market and 90.537%in the medium-and long-term market.Finally,we propose the policy recommendations of establishing an intelligent decision-making system that supports multi-market trading strategies;setting up an early warning mechanism for tariff fluctuation risks;and appropriately liberalizing the tariff restrictions for peaking power.