计及输电约束的电力远期与现货市场联合均衡分析  

Joint Equilibrium Analysis for Electricity Forward and Spot Markets With Transmission Constraints

作　　者：王晛[1] 张少华[1] 李渝曾[1] 

机构地区：[1]上海大学自动化系电站自动化技术重点实验室,上海市闸北区200072

出　　处：《中国电机工程学报》2006年第22期54-59,共6页Proceedings of the CSEE

基　　金：国家自然科学基金项目(50377023);上海市教委科技发展基金项目(05AZ28);上海市重点学科建设项目(T0103)。~~

摘　　要：针对当前国内、外电力市场的实际运营要求,研究发电商在远期合同市场和现货市场中的博弈问题,建立了一个考虑输电约束的两市场联合均衡模型。该模型所描述的均衡问题是一个具有均衡约束的均衡问题(EPEC),可用非线性互补方法求解。算例证明了模型和方法的合理性和有效性。结论显示在现货市场中以线性供应函数投标的发电商能自愿参与策略性远期合同交易,从而有效缓解其市场力,而且输电网络约束、发电成本及需求弹性等因素都会影响发电商的远期合同交易策略。Facing the practical requirements of electricity markets currently implemented around the world, generators＇ gaming in forward contract markets and spot markets is addressed. A joint equilibrium model is proposed taking transmission constraints into account. This model can be formulated as an equilibrium problem with equilibrium constraints （EPEC） and be solved by a nonlinear complementarity method. Numerical examples are presented to validate the reasonableness and effectiveness of the proposed model and solution method. It is shown that strategic generators, which submit bids in supply function form for the spot market, will voluntarily participate in strategic forward contracting, and thus their market power abuse can be effectively mitigated, The impacts of transmission constraints, generators＇ cost and demand elasticity on generators＇ contracting strategies are also discussed.

关 键 词：电力市场 策略性远期合同交易 输电约束 市场力 非线性互补方法 

分 类 号：TM73[电气工程—电力系统及自动化]