节点电价的理论剖析与拓展  

Theoretical Analysis and Extension of Locational Marginal Price

作　　者：房欣欣 杨知方 余娟[1] 邹鹏[2] 赵唯嘉 赖晓文 FANG Xinxin;YANG Zhifang;YU Juan;ZOU Peng;ZHAO Weijia;LAI Xiaowen(School of Electrical Engineering(Chongqing University),Shapingba District,Chongqing 400044,China;Power Dispatch and Control Center,Shanxi Electric Power Company of SGCC,Taiyuan 030002,Shanxi Province,China;Guangdong Power Exchange Center Co.Ltd.,Guangzhou 510062,Guangdong Province,China;Beijing TsIntergy Technology Co.Ltd.,Haidian District,Beijing 100080,China)

机构地区：[1]重庆大学电气工程学院,重庆市沙坪坝区400044 [2]国网山西省电力公司电力调度控制中心,山西省太原市030002 [3]广东电力交易中心有限责任公司,广东省广州市510062 [4]北京清能互联科技有限公司,北京市海淀区100080

出　　处：《中国电机工程学报》2020年第2期379-390,共12页Proceedings of the CSEE

基　　金：国家自然科学基金青年科学基金项目(51807014);重庆市研究生科研创新项目(CYB19021).

摘　　要：电力市场化的改革关键在于还原电力的商品属性,通过市场发现价格,发挥电价在引导能源资源配置中的关键作用。节点电价是美国区域电力市场及我国现货市场试点建设中普遍采用的定价机制。该文通过剖析节点电价的物理内涵及其经济学原理,说明节点电价的一般计算方法,论证节点电价满足的激励相容性质。分析结果表明,节点电价激励相容属性成立的条件是市场出清模型为凸优化问题,而电力现货市场出清中需要求解的机组组合模型为非凸模型。针对这一关键问题,给出非凸定价的概念,并深入剖析非凸定价的典型代表——凸包定价方法,给出凸包定价的基本模型,推导凸包定价可降低上调费用的优良性质,阐述其物理内涵和经济学意义。The target of electricity market reform is to reconstitute the commodity property of electricity.The market is designed to price electricity and guide the resource allocation.Pricing scheme,known as the locational marginal price(LMP),is widely used in major electricity markets,including PJM,CAISO,and spot market pilot projects in China.In this paper,LMP was revisited from both physical and economic perspective.The formulation of LMP was derived via a general economic dispatch model.The theoretical derivation of its property,incentive compatibility,was demonstrated,which is a universal principle for scheme design.It shows that LMP satisfies the incentive compatibility requirements when the market clearing model is convex.However,for spot markets,the unit commitment problem in the market clearing processing is nonconvex.Facing this problem,this paper introduced the concept of nonconvex pricing.The model of the convex hull pricing method was presented.It shows that convex hull pricing can reduce the uplift payment.The physical perspective and economic insights are proposed.

关 键 词：电力市场 节点电价 激励相容 非凸定价 上调费用 

分 类 号：TM73[电气工程—电力系统及自动化]