基于两阶段随机优化的电能量与深度调峰融合市场出清模型及定价方法

Market Clearing Model and Pricing Methods Based on Two-stage Stochastic Optimization of Energy and Deep Peak Shaving Regulation Transactions

高效的电力市场机制是新型电力系统构建的重要支撑。深度调峰辅助服务市场,作为我国提出的特色电力市场,已从两个方面取得丰硕成果,一是促进了火电机组改造,全系统深调能力的增加,二是通过交易促进了新能源消纳。近年来,各省逐步引入现货电能量市场,在此情况下,深度调峰市场如何与其适应成为亟待解决的问题。文章基于两阶段随机优化方法,建立了一种考虑深度调峰交易的市场出清及原始对偶非凸定价模型。其中,市场第一阶段为日前电能量市场出清,第二阶段考虑新能源随机性后,进行实时市场的电能量调整、深度调峰交易。此外,针对传统定价方法未考虑启动成本造成火电机组亏损的问题,基于原始对偶定价模型,引入了火电机组成本回收约束,保证机组收益从而引导市场健康有序发展。最后,采用ROTS算例系统,分析了所提方法和模型的适用性。

An efficient power market mechanism is an important support for the construction of a new power system.The deep peak shaving regulation market,as a characteristic power market proposed first in our country,has achieved fruitful results in two aspects:One is it improves the transformation of the thermal units and increases the deep peak regulation capacity of the whole system,and the other is it promotes the new energy consumption through transactions.In recent years,some provinces have gradually introduced the spot electricity markets.How the deep peak shaving regulation market should adapt to the spot market has become a problem that needs to be solved.Based on a two-stage stochastic optimization method,this paper establishes a market-clearing and primal-dual non-convex pricing model considering the deep peak shaving transactions.In the first stage of the market,the day-ahead electricity energy market clearing is carried out,while in the second stage,considering the randomness of new energy,the real-time market electricity energy adjustment and the deep peak shaving regulation transactions are conducted.In addition,in view of the economic loss of the thermal units caused by the traditional method,the cost recovery constraints of the unit are introduced to ensure the income of the units based on the primal-dual pricing model,realizing the healthy and orderly development of the market.Finally,this paper uses the ROTS system to verify the applicability of the proposed method and model.