运用保险理论的备用容量辅助服务分散决策机理初探

DISCUSSION ON DECENTRALIZED ANCILLARY SERVICE TRADING BASED ON INSURANCE THEORY

电力市场中的备用容量辅助服务一般都是集中处理的 ,由系统运行人员确定并向备用容量供应商购买所需的备用容量 ,再把相应的费用分摊给用户。这种方法很难保证辅助服务的高效率 ,并会导致辅助服务市场中的投机现象。备用容量可以通过分散决策的方法由每个用户自主决定吗 ?如果可以 ,怎样使每个用户制定最优的辅助服务购买计划 ?如果采用分散的方法 ,即每个用户都尽可能最大化自己的利益 ,能否使其实现全社会效益最大 ?文中就这些问题做了基础性探讨 ,并针对两种情况进行了建模和分析 :1通过要求电能供应商提高发电可靠性来减小用户电能被中断的风险 ,其中采用了“供给者保险”( provider insurance)方法 ;2假设市场有电能供应商、用户 (被保险者 )和备用容量供应商 (承保者 ) 3个参与者 ,用户和备用容量供应商就备用容量进行交易 ,并以两者间的保险条款促使备用容量供应商履行其责任。两种情况的研究均表明 ,一旦用户购买了适当定义的保险单 ,就会对承保者引入约束和激励 ,使其为自身利益而积极地提供用户所要求的可靠性或备用容量。同时 ,购买保险还可以使用户减少预期的停电损失 ,将风险转移到中立的承保者身上。文中还证明了所提出的分散决策方法能够达到社会效益最优。

In power markets ancillary service is usually centrally handled. The system operator determines the required reserve capacity and purchases it from the reserve suppliers. The corresponding cost is allocated to consumers. This approach may lead to inefficiency and gaming in ancillary service markets. Is there any way that individual consumers can treat the reserve capacity through a decentralized decision making approach? If so, how should each consumer make optimal ancillary service plan? With a decentralized approach, where each consumer tries to maximize his own benefit, could the maximal social welfare be obtained as its centralized counterpart? In this paper, conceptual study results on these issues are presented. Two cases are investigated. The first case aims at reducing electricity interruption risk of a specified consumer via asking a power supplier to improve generation reliability. The provider insurance theory is introduced to guarantee the improvement of generation reliability. In the second case, there are three participants in the market: a power supplier, a consumer (also the insured) and a reserve capacity provider (also the insurer). Reserve capacity is traded and the insurance policy used to enforce the liability of reserve capacity provider. It is shown that in both cases, once the consumer purchases a well defined insurance policy, the latter will induce incentives for the insurer to provide the required level of reliability improvement or reserve capacity. With insurance policy, the consumer can reduce his expected outage loss and shift his risk to the risk neutral insurer. It is proven that the suggested decentralized approach can yield maximal social welfare as well.