考虑风电投标偏差惩罚的电力市场均衡分析

Equilibrium Analysis of Electricity Market Considering Penalties for Wind Power's Bidding Deviation

在风电参与竞价的电力市场中如何处理风电投标偏差,是含风电电力市场设计的重要课题之一。为了研究风电投标偏差惩罚机制对风电商投标行为的影响,基于寡头竞争的古诺均衡理论,采用场景削减技术计入风速不确定性,建立了一个考虑风电投标偏差惩罚的电力市场随机均衡模型,并采用非线性互补方法求解。算例分析验证了模型的合理性和有效性,并表明,引入风电投标偏差惩罚机制可有效激励风电商减少投标出力与实际出力之间的偏差,有助于电力市场管理者通过选择合适的偏差惩罚力度控制风电商的投标偏差。

In electricity market with strategic bidding of wind power, it is an important task to deal with wind power bidding deviations from its actual output. In order to investigate impacts of bidding deviation penalties on wind power bidding behavior, a stochastic Cournot equilibrium model of electricity market is proposed. In this model, a scenario reduction technique is employed to describe uncertainty of wind speed. This model is solved using nonlinear complementarity methods. Numerical examples are presented to verify reasonableness and effectiveness of the proposed model. It is shown that with penalty mechanism for wind power bidding deviations, wind power producers have incentives to reduce imbalances between their bid and actual output. This will help market regulators to mitigate wind power bidding deviations with appropriate penalty degree.