电力现货市场环境下结算权转让在阻塞管理中的应用  

Application of Settlement Right Transaction in Congestion Management under Electricity Spot Market

作　　者：肖云鹏 XIAO Yunpeng(Electric Power Dispatching and Control Center of Guangdong Power Grid Co.,Ltd.,Guangzhou 510600,China;School of Electrical Engineering,Xi’an Jiaotong University,Xi’an 710049,China)

机构地区：[1]广东电网有限责任公司电力调度控制中心,广东省广州市510600 [2]西安交通大学电气工程学院,陕西省西安市710049

出　　处：《电力系统自动化》2021年第6期123-132,共10页Automation of Electric Power Systems

基　　金：中国博士后科学基金资助项目(2020M672528)。

摘　　要：采用节点电价的电力现货市场通过节点电价中的阻塞分量反映线路或断面阻塞产生的成本,引导市场主体参与阻塞管理。除了形成合理准确的价格信号外,建立有效的阻塞风险管理机制也是开展阻塞管理的重要环节。考虑当前中国电力现货市场的实际特点及需求,提出了应用于阻塞风险管理的结算权转让交易机制。发电厂通过与其他发电厂或用户对特定电量进行结算权转让交易,获得对方以特定价格结算的权利,进而规避以自身所在节点价格结算时面临的阻塞风险。相对于国外成熟电力现货市场从阻塞盈余返还金额不确定性的风险管理角度建立的金融输电权等机制,结算权转让交易机制站在阻塞费用缴纳金额不确定性的风险管理角度,实现阻塞风险在交易双方间的重新分配,更适用于当前中国电力现货市场中长期合同交易与现货交易顺次结算、中长期合同交割点唯一设置在用户侧统一结算点、发电侧承担较大阻塞风险等特征。算例分析进一步验证了结算权转让交易的实用性和有效性。In the electricity spot market using the locational marginal price, the congestion component of locational marginal price reflects the congestion cost of lines and cross sections, which encourages the market entities to participate in the congestion management. In addition to forming reasonable and accurate price signals, it is an important link of congestion management to establish an effective congestion risk management mechanism. Considering the actual characteristics and demands of current electricity spot markets in China, the settlement right transaction mechanism for the congestion risk management is proposed. The power plant can trade the settlement right to a specific power quantity with other power plants and consumers, and then it can acquire the settlement right in a specific electricity price to hedge against congestion risks of settling with the locational marginal price. Compared to the mature electricity spot markets at foreign countries, where mechanisms such as financial transmission right transaction are established from the perspective of managing the uncertainties in refunding of congestion surplus, the settlement right transaction mechanism is derived from the view of addressing the uncertainties in congestion charges, which realizes the reallocation of congestion risks between the two trading parties. This settlement right transaction mechanism is more suitable for the current electricity spot market in China, which has characteristics such as the sequential settlement of medium-and long-term contract trading and spot market trading, the delivery node of medium-and long-term contract transactions being uniquely set at the demand-side unified settlement node, and the suppliers confronting with greater congestion risks. Case studies further verify the feasibility and effectiveness of the settlement right transaction mechanism.

关 键 词：电力现货市场 结算权转让 阻塞管理 金融输电权 用户侧统一结算点 

分 类 号：F426.61[经济管理—产业经济] TM73[电气工程—电力系统及自动化]