基于多市场均衡的综合能源市场机制设计  

Mechanism Design for Integrated Energy Markets Based on Multi-market Equilibrium

作　　者：王剑晓 夏清[2] 李庚银[1] 安麒 武昭原 张天策 WANG Jianxiao;XIA Qing;LI Gengyin;AN Qi;WU Zhaoyuan;ZHANG Tiance(State Key Lab of Alternate Electrical Power System With Renewable Energy Sources(School of Electrical and Electronic Engineering,North China Electric Power University),Changping District,Beijing 102206,China;State Key Lab of Control and Simulation of Power Systems and Generation Equipment(Dept,of Electrical Engineering,Tsinghua University),Haidian District,Beijing 100084,China)

机构地区：[1]新能源电力系统国家重点实验室(华北电力大学电气与电子工程学院),北京市昌平区102206 [2]电力系统及发电设备控制和仿真国家重点实验室(清华大学电机系),北京市海淀区100084

出　　处：《中国电机工程学报》2021年第17期5789-5802,共14页Proceedings of the CSEE

基　　金：国家自然科学基金智能电网联合重点项目(U1966204);中央高校基本科研业务费专项资金资助(2020MS004)。

摘　　要：近年来,我国综合能源技术与产业蓬勃发展,已有诸多研究和实践探索基于集中竞价、统一决策的综合能源市场模式。然而,大统一的市场改革与运作可能产生由于体制重组、决策过程不透明和复杂信息交互引起的交易成本。为避免颠覆性改革成本、防止信息不对称产生的市场失灵,该文设计基于多市场均衡的综合能源市场体系,提出综合能源跨商品套利、跨区(市)套利、跨期套利以及期现套利的交易模式。进而,构建综合能源服务商参与多市场套利和交易的双层优化模型,以综合能源服务商为主体,通过披露不同能源当量价格信息,激励其套利和交易行为,由此促进多能市场之间的均衡。基于我国广东省的实证分析表明,市场成员套利交易行为能够促进不同能源市场之间的价格均衡,以最小的改革成本获取最大的市场效益。In recent years, energy systems integration technology and industry have been developing rapidly in China. Integrated energy market frameworks based on centralized bidding and decision-making have been investigated in a wide variety of the existing studies and practices. However, the unified market reform and operation may lead to great transaction costs due to institution restructure, opaque decision-making and complicated information interaction. In this paper, we designed an integrated energy market system based on multi-market equilibrium to avoid subversive market reform while suppressing market failure caused by information asymmetry. We proposed four types of arbitrage including inter-commodity, inter-exchange, calendar spread and future-spot. Furthermore, a bi-level optimization model was formulated for integrated energy service providers to participate in multi-market arbitrage and trading. With integrated energy service providers serving as market participants, arbitrage and trading behaviors were encouraged by the disclosure of different energy price information, thus promoting the equilibrium among multi-energy markets. An empirical analysis based on Guangdong province demonstrates that the market participants’ arbitrage trading can promote price equilibrium among multi-energy markets, while maximizing the market revenues with a smallest reform costs.

关 键 词：综合能源市场 机制设计 多市场均衡 套利交易 

分 类 号：TM73[电气工程—电力系统及自动化]