基于复式竞价撮合的电力市场交易模式设计与实践

Design and Practice of Electricity Market Trading Mode Based on Compound Bidding Matchmaking

售电侧放开增强了市场多主体间的激烈竞争,制定科学合理的电力市场交易机制对于促进电力市场发展具有重要意义。针对目前电力市场主体意识薄弱、双边协商过程反复以及协商成本高等问题,提出了一种基于复式竞价撮合的电力市场竞价模式,主要将集中竞价、双挂双摘和火电匹配有机融合,将水电交易与火电交易统一安排,实现以集中竞价发现价格、以双挂双摘促成交易、以火电匹配方便用户的市场化交易方式。其次,在详细描述复式竞价撮合交易的设计思路和相关特征的基础上,构建了以社会福利最大化为目标的数学模型和计算方法。最后,将所提出的竞价模式应用于四川电力市场进行了实践证明,相关结果表明复式竞价撮合交易模式的用户侧成交率达到88.2%,用户侧成交量比单模式下集中竞价和双向挂牌竞价分别提高了23%和14%,有效节省了市场主体时间成本,解决了电力市场竞争不充分、参与市场竞争难以及市场信息不对称等问题。

The release of electricity sale side has enhanced the intense competition among the multi-agents in the market.It is of great significance to make a scientific and reasonable trading mechanism to promote the development of electricity market.In view of the current problems of weak awareness of the electricity market,repeated bilateral negotiation and high negotiation cost,a bidding model of electricity market based on compound bidding matchmaking trading mode is proposed firstly.This model mainly integrates the three stages of centralized bidding,double listing-picking and thermal power matching and unifies the hydro-power transaction and thermal power transaction,which realizes the market-oriented transaction mode where the price is found by centralized bidding,the transaction is promoted by double listing-picking and the user is facilitated by thermal power matching.Secondly,based on the detailed description of the design idea and related characteristics of compound bidding matchmaking,the mathematical model and calculation method are constructed to maximize the social welfare.Finally,the proposed bidding model is applied to the Sichuan electricity market.The results show that,compared with the single-model centralized bidding and the double listing-picking bidding,transaction rate of the power demand side with compound bidding matchmaking trading mode reaches 88.2%,and the transaction volume increases by 23%and 14%,respectively.The model effectively saves the time cost of the market subject and solves the problems such as insufficient competition in electricity market,the difficulty in participating in market competition,and market information asymmetry.