单边开放电力市场下最优差价合约

Optimum Contract for Difference in Unilateral Open Electricity Market

研究了单边开放电力市场下差价合约的最优形式。在只放开发电市场竞争的情况下,电力市场往往处于不稳定的状态,但是在供应函数模型分析的基础上,经研究发现电网公司通过与发电企业签订差价合约即可实现发电市场的均衡,使电力市场处于稳定的状态。但差价合约却需要满足极其严格的条件,即合约电价和合约电量比例的乘积在一定范围之内,该范围取决于发电企业成本和电力需求负荷。当发电企业为常数边际成本时,该乘积越大,电网公司购电成本越小;当发电企业为截距为零线性边际成本或线性边际成本时,该乘积越小,电网公司购电成本越小。因此在单边开放电力市场的情况下,电网公司设计差价合约交易机制时,应充分考虑发电企业成本和电力需求负荷的影响,以实现电网公司购电成本最优。

The optimum contract for difference（CfD） in the unilateral open electricity market is studied. The electricity market is in an unstable situation when there is only the competitive generation market. It is found that in the unilateral open electricity market, the generation market equilibrium and the electricity market stabilization will be existent through the CfD between the grid company and the generators based on the supply function model. At the same time, the CfD must satisfy the extremely strict condition, which the product of the price and quantity percentage in CfD will be confined within a certain range. The range is determined by the generators＇ costs and the electricity load. When the generators are with the constant marginal costs, the more the product in CfD is, the smaller the purchase cost of the grid is. When the generators are with the linear marginal costs of zero interception or linear marginal costs, the less the product in CfD is, the smaller the purchase cost of the grid is. Thus in the unilateral open electricity market, the costs of the generators and the electricity load must be considered for the design of the CfD, so as to achieve the minimum purchase cost of the grid.