金融输电权应用于华东电力市场的探讨  

Research on Application of Financial Transmission Right in East China Electricity Market

作　　者：华月申[1] 严正[1] 黄涛[1] 黄海伦[1] 杨立兵[2] 刘福斌[2] 

机构地区：[1]上海交通大学电子信息与电气工程学院,上海市闵行区200240 [2]华东电网有限公司,上海市黄浦区200002

出　　处：《电网技术》2009年第6期72-77,共6页Power System Technology

摘　　要：在阻塞管理中引入金融输电权可以引导输电网络的合理使用,并在阻塞发生后对相关用户进行补偿,从而为市场参与者提供一种规避阻塞风险的金融工具。文章论述了未来华东电力市场发展金融输电权(financial transmission right,FTR)市场的依据和可行性,并根据FTR的基本理论对未来华东FTR市场的交易品种、拍卖出清模型和收益分配方式进行了设计。拍卖模型以年度和月度的FTR拍卖收益最大为目标,能同时考虑正常情况和N-1情况下的稳定约束。在FTR市场中,有义务型FTR和期权型FTR两种产品,可供市场参与者根据自身规避风险的需要加以选择。以简化的华东电网模型为例,详细分析了月度拍卖中FTR给市场参与者带来的影响。Introducing financial transmission right （FTR） into congestion management can guide the rational utilization of transmission network and compensate impacted consumers after congenstion, thus a financial tool to evade congestion risk can be provided to market participants. In this paper the basis and feasibility of introducing FTR into East China electricity market in future are expounded and according to the basic theory of FTR the trade variety, auction and clear model as well as income division mode for future East China FTR market are designed. For the auction model, the maximum yearly and monthly revenue from FTR auction is taken as the objective in order to consider the stability constraints under normal condition and N-1 condition simultaneously. In FTR market, there are two types of products, i.e., the bligation FTR and option FTR, which can be chosen by market participants according to their own requirement of evading congestion risk. Taking simplified model of East China power grid for example, the impacts of FTR on market participants in monthly aution are analyzed in detail.

关 键 词：金融输电权(FTR) 阻塞管理 华东电力市场 拍卖 义务型 期权型 

分 类 号：F123.9[经济管理—世界经济]