中国电力中长期市场分时段交易价格形成机制及模型

Time-Sharing Trading Price Formation Mechanism and Model of China’s Mid to Long-Term Electricity Market

电力中长期市场分时段交易是中国电力市场改革的重要举措之一。针对当前电力中长期市场分时段交易价格形成机制不合理、不完善的问题,提出了中国电力中长期市场分时段交易价格形成机制及其模型。首先,分析影响中国电力中长期分时段交易价格形成的因素,提出电力中长期交易的4种典型场景;然后,综合考虑生产成本和用户效用,探索性地提出适用于中长期分时段交易的系统平均成本定价、用户失负荷价值定价、系统边际成本定价和发电企业失负荷价值定价4种成本定价机制,构建了基于成本定价的分时段交易定价模型;最后,以某省实际数据为例进行测算,验证了模型的有效性。

The time-sharing trading of mid to long-term electricity market is one of the important reform measures for China’s electricity market. Aiming at the unreasonable and imperfect problem of current time-sharing trading price formation mechanism, a novel time-sharing trading price formation mechanism and model is proposed for China’s mid to long-term electricity market. Firstly,the paper analyzes the factors that influence China’s mid to long-term time-sharing trading prices, and puts forward four typical scenarios of mid to long-term power transaction. Then, considering the production cost and users’ utility, the paper proposes four cost pricing mechanisms suitable for mid to long-term market time sharing trading, including system average cost pricing, user value of lost load pricing, system marginal cost pricing and power generation company value of lost load pricing, and a time-sharing trading pricing model is proposed based on cost pricing mechanism. Finally, the validity of the model is verified through a case study of the actual data of H province.