电力市场组合块交易模型构建及其应用——兼析块交易竞价机制及算例分析

Construction and Application of Combination Block Transaction Model in Electricity Market——Analysis of block trading bidding mechanism and calculation examples

根据块交易及其衍生产品进行组合交易,目的在于使电力市场参与者选择更符合自身特点的交易品种,让交易更加灵活多样。我国电力市场现货交易的实际情况较为复杂,需拓展多样化的电力产品,以满足不同的市场参与者,故可引入北欧电力市场块交易产品作为参考不断完善自身建设。为此,本文首先介绍块交易及其衍生产品的交易机制;然后,以总报价成本与总效用之差最小为目标函数,建立多种块交易参与的组合交易非线性模型,并对模型进行简化;最后,利用COMPLX算法对模拟交易进行优化求解,并与传统小时交易进行对比分析。结果表明:块交易及其衍生品不仅让电力交易更加灵活,还有效提高中标率,最大程度地满足参与者的效益需求。

Based on block trading and its derivative products,the purpose of combined trading is to enable power market participants to choose trading varieties that are more in line with their own characteristics and make trading more flexible and diverse.The actual situation of spot trading in China's power market is relatively complicated,and it is necessary to expand diversified power products to meet different market participants,so block trading products can be used as a reference to continuously improve its own construction.To this end,this article first introduces the trading mechanism of block trading and its derivative products;then,with the minimum difference between the total quotation cost and the total utility as the objective function,a non-linear model of combined trading involving multiple block transactions is established and simplified;Finally,use the COMPLX algorithm to optimize and solve the simulated trading,and compare and analyze it with traditional hourly trading.The results show that:block trading and its derivatives not only make electricity trading more flexible,but also effectively increase the bid winning rate to meet the benefit needs of participants to the greatest extent.