为适应国内电力市场发展,灵活应对电价不确定性,文中以国内电力市场建设现状为基础,重点围绕发电企业在日前市场下的交易展开研究。综合考虑由于日前出清电价存在不确定性而造成的影响以及碳排放权交易成本,构建了在参与日前电能量市场...为适应国内电力市场发展,灵活应对电价不确定性,文中以国内电力市场建设现状为基础,重点围绕发电企业在日前市场下的交易展开研究。综合考虑由于日前出清电价存在不确定性而造成的影响以及碳排放权交易成本,构建了在参与日前电能量市场与辅助服务市场时发电企业的联合报价模型。日前电价的不确定性通过获取典型电价场景并基于Kantorovich距离的向前选择方法进行场景削减。基于条件风险价值(conditional value at risk,CVaR)将发电企业选择竞价策略时的风险偏好进行量化并建立模型,再对所提模型进行计算求解得到相应的报价策略。算例分析结果表明,所提模型可以为发电企业提供有效的报价策略,灵活应对电价波动。相较于不参加二次调频辅助服务市场时发电企业收益得到提升,且企业可根据自己的风险偏好更改模型中的风险因子,以得到理想报价策略。展开更多
Renewable energy,such as wind and solar energy,may vary signifi cantly over time and locations depending on the weather and the climate conditions.This leads to the supply uncertainty in the electricity(power) market ...Renewable energy,such as wind and solar energy,may vary signifi cantly over time and locations depending on the weather and the climate conditions.This leads to the supply uncertainty in the electricity(power) market with renewable energy integrated to power grid.In this paper,electricity in the market is classified into two types:stablesupply electricity(SSE) and unstablesupply electricity(USE).We investigate the investment and pricing strategies under the electricity supply uncertainty in wholesale and retail electricity market.In particular,our model combines the wholesale and retail market and capture the dominant players,i.e.,consumers,power plant(power operator),and electricity supplier.To derive the market behaviors of these players,we formulate the market decision problems as a multistage Stackelberg game.By solving the game model,we obtain the optimal,with closedform,wholesale investment and retail pricing strategy for the operator.We also obtain the energy supplier's best price mechanism numerically under certain assumption.We fi nd the price of SSE being about 1.4 times higher than that of USE will benefi t energy supplieroptimally,under which power plant's optimal strategy of investing is to purchase USE about 4.5 times much more than SSE.展开更多
文摘为适应国内电力市场发展,灵活应对电价不确定性,文中以国内电力市场建设现状为基础,重点围绕发电企业在日前市场下的交易展开研究。综合考虑由于日前出清电价存在不确定性而造成的影响以及碳排放权交易成本,构建了在参与日前电能量市场与辅助服务市场时发电企业的联合报价模型。日前电价的不确定性通过获取典型电价场景并基于Kantorovich距离的向前选择方法进行场景削减。基于条件风险价值(conditional value at risk,CVaR)将发电企业选择竞价策略时的风险偏好进行量化并建立模型,再对所提模型进行计算求解得到相应的报价策略。算例分析结果表明,所提模型可以为发电企业提供有效的报价策略,灵活应对电价波动。相较于不参加二次调频辅助服务市场时发电企业收益得到提升,且企业可根据自己的风险偏好更改模型中的风险因子,以得到理想报价策略。
基金supported in part by the National Natural Science Foundation of China(NSFC)No.61372116 and NSFC No.61201202 and NSFC No.61320001the Importation and Development of High-Caliber Talents Project of Beijing Municipal Institutions under Grant YETP0110
文摘Renewable energy,such as wind and solar energy,may vary signifi cantly over time and locations depending on the weather and the climate conditions.This leads to the supply uncertainty in the electricity(power) market with renewable energy integrated to power grid.In this paper,electricity in the market is classified into two types:stablesupply electricity(SSE) and unstablesupply electricity(USE).We investigate the investment and pricing strategies under the electricity supply uncertainty in wholesale and retail electricity market.In particular,our model combines the wholesale and retail market and capture the dominant players,i.e.,consumers,power plant(power operator),and electricity supplier.To derive the market behaviors of these players,we formulate the market decision problems as a multistage Stackelberg game.By solving the game model,we obtain the optimal,with closedform,wholesale investment and retail pricing strategy for the operator.We also obtain the energy supplier's best price mechanism numerically under certain assumption.We fi nd the price of SSE being about 1.4 times higher than that of USE will benefi t energy supplieroptimally,under which power plant's optimal strategy of investing is to purchase USE about 4.5 times much more than SSE.
