考虑市场力风险防范的电力市场出清机制

Electricity Market Clearing Mechanism Considering Market Power Risk Prevention

在电力现货市场运营中普遍存在发电侧市场力形式多、影响大、防范难、监管难的问题,给电力市场运营带来巨大风险和挑战,因此对电力市场力风险有效防范研究具有重要现实意义。基于激励相容、个体理性及社会福利最大化的设计目标,提出了一种将市场风险防范措施嵌入到现货市场出清算法的市场力风险防范方法,综合考虑了市场主体的当日市场交易行为和历史行为表现,通过在市场出清环节建立违规惩罚成本和系统价格权拍卖结算机制,降低违规行为市场主体出清的优先级,有效抑制市场主体行使市场力的意图,从而将风险防范前置到出清环节,实现防范风险于未然,有效解决市场力风险发生后的处置难、影响恢复难问题。最后,利用IEEE 30节点系统算例,验证了所提方法的可行性和有效性。

In the operation of the electricity spot market,there are generally many forms of market power on the power generation side,great influence,difficult prevention,and difficulty in supervision,which bring huge risks and challenges to the operation of the electricity market.Aiming at the design goals of incentive compatibility,individual rationality and social welfare maximization,this paper proposes a market power risk prevention method that embeds market risk prevention measures into the spot market clearing algorithm.The market main body of the same-day market trading behavior and historical behavior performance is comprehensively considered.Through the establishment of a violation penalty cost and a systematic price right auction settlement mechanism in the market clearing link,the priority of clearing market players for violations is reduced,and the intention of market players to exercise market power is effectively restrained,so that risk prevention will be put before risk prevention.It is placed in the clearing link to prevent risks before they occur,and effectively solve the problems of difficult disposal and impact recovery after market power risks occur.Finally,the IEEE 30-node system example is used to verify the feasibility and effectiveness of the method.