基于金融输电权和金融储能权混合拍卖的电力市场风险管理模型  

Risk Management Model for Electricity Market Based on Hybrid Auctions of Financial Transmission and Storage Rights

作　　者：韩冬[1] 何宇婷 何红玉 任恒宇 龚科福 HAN Dong;HE Yuting;HE Hongyu;REN Hengyu;GONG Kefu(Department of Electrical Engineering,University of Shanghai for Science and Technology,Yangpu District,Shanghai 200093,China;East China Branch of State Grid Corporation of China,Pudong New Area,Shanghai 200120,China)

机构地区：[1]上海理工大学电气工程系,上海市杨浦区200093 [2]国家电网有限公司华东分部,上海市浦东新区200120

出　　处：《电网技术》2021年第8期3219-3227,共9页Power System Technology

基　　金：国家自然科学基金项目(51777126)。

摘　　要：随着电力市场化改革的逐步开展,输电阻塞和储能阻塞已成为影响电网安全经济运行的关键。为了最大化市场参与者的利益,解决电力市场环境下的输电阻塞和储能阻塞问题,提出了一种基于金融输电权和金融储能权混合拍卖的电力市场风险管理模型。在一级市场和二级市场分别构建了金融输电权和金融储能权的单边竞价和双边竞价拍卖机制,并采用效用函数表征了市场参与者的风险规避,通过权利市场5节点系统测试数据进行验证,详细分析了金融输电权和金融储能权拍卖市场给市场参与者利益带来的影响。仿真结果表明,所提出的风险管理模型能够有效降低输电阻塞和储能阻塞给市场参与者带来的风险。With the gradual development of power marketization reform,transmission congestion and node power congestion have become the key factors affecting the safe and economic operation of a power grid.In order to maximize the benefits of market participants and solve the problems of transmission congestion and power congestion in the electricity market,this paper proposes a risk management model in the power market based on hybrid auction of financial transmission right and financial storage right.A unilateral bidding mechanism and a bilateral bidding mechanism with financial transmission rights and financial energy storage rights are established in the primary market and the secondary market respectively.The utility function is used to represent the risk aversion of market participants.Through the verification of the 5-node system test data in the rights market,the influence of the financial transmission right and the financial storage right auction market on the interests of the market participants is analyzed in detail.The simulation results show that the risk management model proposed in this paper can effectively reduce the risks brought by transmission congestion and power congestion to the market participants.

关 键 词：风险管理 金融输电权 金融储能权 混合拍卖 效用函数 

分 类 号：TM73[电气工程—电力系统及自动化]