摘要
在电力现货市场试点建设的背景下,如何紧密结合市场模式及交易规则决策市场交易是梯级水电站亟待解决的问题。针对集中式电力市场,提出了一种计及电价风险和差价合同的梯级水电站日前市场阶梯报价模型。该竞价模型耦合于梯级水电站的短期优化调度,考虑了梯级水电站短期运行约束以及阶梯报价曲线要求。基于差价合同的结算规则决策日前电能量市场竞价,以充分发挥差价合同规避风险的作用。采用随机电价场景模拟日前市场电价的不确定性,并引入条件风险价值作为风险评估指标,以梯级水电站风险和收益的综合效用最大化为目标,通过风险偏好因子实现两者的协调考量。最后,以某梯级水电站进行模拟仿真,算例结果及分析验证了所提模型的合理性和有效性。
In the background of pilot construction for electricity spot markets, how to closely combine the market mode and trading rules to decide spot market trading is an urgent problem to be solved for cascade hydropower stations. For the centralized electricity market, a day-ahead market step-wise bidding model for cascade hydropower stations considering the price risk and the contract for price difference is proposed. The bidding model is coupled with the short-term optimal dispatch of cascade hydropower stations and considers the short-term operation constraints and step-wise bidding curve requirements. Based on the settlement rules of the contract for price difference, the bidding of the day-ahead electricity market is decided to give full play to the role of contract for price difference in avoiding risks. The stochastic electricity price scenarios are used to simulate the uncertainty of day-ahead market prices and the conditional value at risk(CVaR) is introduced as the risk assessment indicator. Taking the objective of maximizing the comprehensive utility of the risks and profits for cascade hydropower stations, the coordination of the two is achieved through risk preference factors. Finally, two cascade hydropower stations are taken as an example and the results of calculation examples and analysis verify the rationality and effectiveness of the proposed model.
作者
于旭光
李刚
李亚鹏
程春田
王帮灿
YU Xuguang;LI Gang;LI Yapeng;CHENG Chuntian;WANG Bangcan(Institute of Hydropower System&Hydroinformatics,Dalian University of Technology,Dalian 116024,China;Kunming Power Exchange Center Co.,Ltd.,Kunming 650200,China)
出处
《电力系统自动化》
EI
CSCD
北大核心
2022年第5期62-70,共9页
Automation of Electric Power Systems
基金
国家自然科学基金资助项目(51879030)。
关键词
梯级水电站
短期调度
日前市场
差价合同
条件风险价值
阶梯报价曲线
cascade hydropower station
short-term dispatch
day-ahead market
contract for price difference
conditional value at risk(CVaR)
step-wise bidding curve
