温室气体排放权交易对发电公司最优报价策略的影响

Impacts of Emissions Trading on Optimal Bidding Strategies of Generation Companies in Day-ahead Electricity Markets

CO2排放权交易是温室气体减排的主要机制之一。一些发达国家和地区已经或即将实施CO2排放权交易。在此背景下,根据排放权交易市场CO2排放配额价格变化的特点,采用了类似于随机生产模拟的方法进行估计。在假设所研究的发电公司能够估计其竞争对手报价策略的概率分布的前提下,构造了发电公司最优报价策略的机会约束规划模型并给出了求解方法。以一个有6个发电公司参与的电力市场为例对所提出的模型和方法进行了验证,并与无CO2排放权交易情况下的结果进行了对比。

CO2 emissions trading is the main scheme for mitigating greenhouse gas（GHG） emissions and has been or is going to be implemented in some developed countries or regions.Given this background,the CO2 emission price in an emissions trading market is evaluated using an optimization approach similar to the well-developed stochastic production simulation method.Then assuming that the probability distribution functions of rivals biddings are known,a stochastic optimization model is presented within the framework of a chance-constrained programming approach. It can he used to build risk-constrained optimal bidding strategies for a generation company. The corresponding solution method is also developed for this optimization model. Finally, a numerical example is given to demonstrate the feasibility of the developed model and solution method. The optimal bidding results are compared for two situations with and without the CO2 emissions trading schemes.