发电商参与碳市场与电力中长期市场联合决策模型

A joint decision making model for power generators to participate in the carbon market and the medium-and long-term power markets

在双碳目标及全国碳市场上线的背景下,发电商需同时在电力市场及碳市场上进行交易决策。目前相关研究未深入考虑电力中长期市场及发电商在碳市场上的投机行为。为此,提出了一种发电商参与碳市场与电力中长期市场联合决策模型。该模型以一年的碳市场履约期为优化周期,在考虑发电商投机行为的基础上,利用条件风险价值刻画由于市场价格不确定性所带来的利润风险。该模型同时改进了相关研究中碳市场碳价仅假定为固定值的不足,且克服了原本以履约期为时间尺度的碳配额约束被强行分解到电力市场各个交易时段的问题。基于广东省相关市场数据搭建算例,并与传统的发电商决策模型进行对比分析。结果表明:发电商可根据该模型综合考虑电力市场及碳市场情况进行交易决策,获得比传统模型更优的综合效益。

In the context of dual carbon targets and the launch of the national carbon market,power producers need to make trading decisions in both the electricity and carbon markets.At present,relevant research has not deeply considered the medium and long-term electricity market and the speculative behavior of power producers in the carbon market.To this end,this paper proposes a joint decision-making model for power producers to participate in the carbon market and the mid-and long-term electricity market.The model takes the one-year carbon market compliance period as the optimization period,and on the basis of considering the speculative behavior of power producers,uses the conditional value at risk to describe the profit risk caused by market price uncertainty.At the same time,the model improves the deficiency that the carbon price in the carbon market is only assumed to be a fixed value,and overcomes the problem that the carbon quota constraint originally based on the compliance period is forcibly decomposed into each trading period in the electricity market.This paper conducts case studies based on relevant market data in Guangdong Province,and compares the proposed decision-making model with the traditional one.The results show that power producers can make decisions based on the model in this paper considering the electricity market and carbon market,and can obtain better comprehensive benefits.