日前和实时市场统一电能交易模型

Unification Energy Trade Model for Day-ahead and Real-time Markets

分析了目前电力市场普遍存在的由日前市场和实时市场组成的2市场分开交易模式,指出针对这种2市场分开竞价的分开优化调度的设计机制并不是最经济的。针对负荷需求的随机性,提出协调考虑日前市场和实时市场的统一电能交易新构思,即仍沿袭2市场采用不同的结算电价(日前统一清除价和实时电价)的模式,统一建立2市场总的购电费用模型,通过优化日前电能交易量,达到总体购买费用最低。基于随机负荷需求,建立了2市场统一协调的电能交易模型(unifiedenergytradingmodel,UETM),论述了按照UETM交易的总购电费用不高于常规的2市场分开交易的结果,对UETM的求解算法进行了探讨,并用一简单算例说明了UETM能给出更经济的交易结果,最后对UETM的特点和适用范围进行了探讨。

The paper firstly analyzes the features of two markets separate trading of day-ahead market and real-time market in common use in power markets, and points out this separate optimal trading mechanism not the most economical. Taking stochastic electric demand into account, this paper proposes a novel trading approach that coordinates day-ahead trading and real-time trading together to get proper day-ahead trading electric demand to make the total purchase cost minimum, based on the same bidding mechanism （day-ahead prices and real-time prices are allowed different）. The Unified Energy Trading Model （UETM） is presented in according with stochastic demand process. The proof that the UETM is more economical than the conventional separate trading approach is then provided, and genetic algorithm to the UETM is also discussed. A simplified numerical example is given to illustrate the proposed UETM with higher economical efficiency than the conventional approach. The characteristics and applications of the UETM are lastly expected.