区域电力现期混合交易体系及最优交易策略  

Optimal Electricity Trading for Mixed Spot and Futures Market in Regional Power Grid

作　　者：韦仲康 朱天博 邢劲 牛家强 施星宇 邹苏郦 WEI Zhongkang;ZHU Tianbo;XING Jin;NIU Jiaqiang;SHI Xingyu;ZOU Suli(North Hebei Power Exchange Center Co.,Ltd.,Beijing 100053,China;Aostar Information Technologies Co.,Ltd.,Chengdu 611730,China;School of Electrical and Information Engineering,Changsha Institute of Technology,Changsha 410114,China;School of Automation,Beijing Institute of Technology,Beijing 100081,China)

机构地区：[1]冀北电力交易中心有限公司,北京100053 [2]四川中电启明星信息技术有限公司,四川成都611730 [3]长沙理工大学电气与信息工程学院,湖南长沙410114 [4]北京理工大学自动化学院,北京100081

出　　处：《湖南科技大学学报（自然科学版）》2021年第4期55-61,共7页Journal of Hunan University of Science And Technology：Natural Science Edition

基　　金：国网冀北电力有限公司科学技术项目资助(52010119006L)。

摘　　要：为实现电力市场的多元参与和灵活交易,设计一种新的现期混合电力市场应用于区域电力市场.现期混合电力市场基于智能性、灵活性、开放性和扩展性等原则,支持多家发电公司与电力用户参与市场,它们既可选择现货交易模式,也可选择期货交易模式,且之间存在竞价.为形成有效的电力交易,搭建了一个分层系统架构,在下层,发电公司/电力用户之间相互竞争,确定最优卖电/买电量,最大化个体的效益;上层发电公司整体与电力用户以最优化所在群体的利益为目标进行竞价,确定市场现货价格和期货合同价格.在仿真案例中,验证了所提现期混合电力市场与单独的现货市场相比所存在优势,现期混合电力市场能够有效地解决电价过高的问题,并为建设成市场机制定价、期货工具齐全的多层次市场体系提供技术支持.In order to give full play to the advantages of electricity spot market and future market,a new hybridelectricity market was designed,which was applied to the regional electricity trading.Based on the principles ofintelligence,flexibility,openness and scalability,the hybrid electricity market supported multiple powergeneration companies and power users.They chose either spot trading mode or futures trading mode and bid witheach other.Providing the more flexible mechanism for market participants,a hierarchical system structure wasbuilt.In the lower layer,the generation companies/power users competed with each other to determine theoptimal power sale/purchase aiming at maximizing individual benefits.In the upper layer,the generationcompanied and power users were regarded as aggregators and compete to determine the market clearing price andcontract price to optimize the interests of their groups.In the simulation case,it was verified that the proposed hybrid market had advantages over the single spot market,which effectively solved the problem of high price.This study could provide technique supports for designing a multi-level market featuring market mechanismpricing and complete futures instruments.

关 键 词：电力现货 电力期货 混合电力市场 最优交易 分层机制 

分 类 号：TM732[电气工程—电力系统及自动化]