兼顾中长期交易和风电参与的日前市场出清模型

A day-ahead electricity market-clearing model considering medium- and long-term transactions and wind producer participation

针对中国电力市场深化改革以中长期交易和现货交易并举的发展模式,以及希望借助现货市场提高风电等不确定性新能源消纳水平的需求,本文设计了一种考虑中长期电量交易和风电参与的日前市场交易和结算模式,提出了中长期合同电量与日前交易相结合的方式;针对风电出力的不确定性,采用多概率场景表征,并建立了日前电量–备用联合出清概率模型.通过算例分析及与日前电量–备用序贯出清模型对比说明了所提模型的有效性.研究成果为我国电力市场由以中长期交易为主的电量市场向中长期交易和电力现货交易并举的市场过渡提供分析工具.

A transaction and settlement model of day-ahead markets that considers both long-term contract and wind power producer participation is proposed for China’s electricity market,in which current developments promote both long-term contracts and spot transactions,and in which a trend to improve new energy accommodation through the spot market exists.The combination of long-term contract electricity and day-ahead transactions,as well as a joint optimization model of electric power and reserve,has been proposed.A multi-scenario probability distribution was used to examine the stochastic nature of wind generation.The case studies demonstrate the effectiveness and rationality of the proposed model by comparison with the sequential clearing model.The results provide an analytical tool for the transition from the current electricity market,which consists mainly of long-term contracts and spot transactions.