电力市场环境下的差价合约电量分解问题  

Decomposition of an electrical energy contract for difference in electricity market environment

作　　者：李道强 龚建荣 李忠憓 高滢 文福拴[2] LI Daoqiang;GONG Jianrong;LI Zhonghui;GAO Ying;WEN Fushuan(Zhejiang Power Exchange Center Company Limited,Hangzhou 310016,China;Colege of Electrical Engineering,Zhejiang University,Hangzhou310027,China)

机构地区：[1]浙江电力交易中心有限公司,浙江杭州310016 [2]浙江大学电气工程学院,浙江杭州310027

出　　处：《电力科学与技术学报》2020年第1期40-49,共10页Journal of Electric Power Science And Technology

基　　金：国家自然科学基金(U1910216)。

摘　　要：差价合约是中长期金融合约$其应用于电力市场可提前锁定电力价格$规避现货市场电价波动风险。近年来,随着中国电力体制改革的深入与试点范围的扩大$电力差价合约在一些省级电力市场机制中得到应用。由于中国现阶段的电力差价合约严格而言为电量合约而非电力合约,因此必须将合约电量分解为可调度的电力曲线。首先简要论述了电力差价合约的概况,并从基于滚动修正与基于优化模型2个方面介绍并对比分析了现有的确定性合约电量分解的理论与方法。最后,展望了在本轮电力工业改革环境下与差价合约电量分解相关的若干问题$并建议了可能的解决方法。The well established contract for difference(CID)is a middle-or long term financial contract.When the CID is applied in the electricity market,the electricity price can be fixed and the risk associated with the fluctuated elec-tricity price in the spot market avoided.In recent years,with the advance of the power industry restructuring and the expansion of the pilot scope in China,the electrical energy CfD is included in the designed electricity market mecha-nisms in several provinces.Currently the implemented CfD contracts for electricity in provincial electricity markets in China are actually electrical energy contracts rather than electrical power ones,and hence it is necessary to decompose the contracted electricity energy into dispatchable electrical power demand curves.A brief overview of the electrical CfD is first presented,and the existing theories and methods from the perspectives of the rolling correction and opti-mization models based decom position algorithms for definite contracted electrical energy are presented and compared.Finally,some problems associated with the decomposition of the contracted electrical energy in this round of power industry restructuring are prospected,and possible solved methods addressed.

关 键 词：电力市场 差价合约 合约电量 分解算法 滚动修正 优化模型 

分 类 号：TM93[电气工程—电力电子与电力传动]