摘要
在电力市场交易中,如果发电商故意隐瞒可用发电容量或者抬高报价,将会损害辅助服务市场和实时平衡市场的竞争效率。如何确保有足够的发电容量用于这两个市场交易是电力市场的一个关键问题,同时也会影响到系统中的电能平衡和辅助服务的质量。为了解决这一问题,提出了基于期权的发电容量交易机制。电网调度者代表用户向发电厂购买发电容量期权;通过事前确定容量期权的价格和执行价格,电网调度者可以利用期权交易这一市场手段,获得调用机组剩余发电能力的权力,用于保证紧急情况下的系统运行。该发电容量期权交易还可取代现有的容量市场。
In prevailing electricity trade models, the capacity withdraw and strategic bidding price of generators can damage the competition efficiency in the ancillary services market and real-time market. To ensure the sufficient capacity bid in these two markets is a critical issue, which can influence the load balance and power system's stability. This paper presents an option-based solution to this problem, in which system operator, as the agent of electricity customers, purchases the options of generator's capacities. After paying generators options price, system operator obtains the rights to dispatch residual capacities at fixed strike price as necessary, e. g. to balance load demands or to stabilize the frequency. Furthermore, the proposed approach can be used to replace the current capacity trade mechanisms.
This work is supported by Research Fund for the Doctoral Program of Higher Education (No. 20010003025) and Fundamental Research Funds of Tsinghua University (No. JC2002018).
出处
《电力系统自动化》
EI
CSCD
北大核心
2004年第5期11-15,共5页
Automation of Electric Power Systems
基金
高等学校博士学科点专项科研基金资助项目(20010003025)
清华大学基础研究基金资助项目(JC2002018)。
关键词
容量交易
辅助服务
期权
电力市场
capacity trade
ancillary services
options
electricity market
