碳中和背景下电力期货对现货市场影响的仿真分析  

Simulation Analysis of the Impact of Electricity Futures on Electricity Spot Market under the Background of Carbon Neutrality

作　　者：冷媛 辜炜德 何秉昊 柳文轩 赵俊华 LENG Yuan;GU Weide;HE Binghao;LIU Wenxuan;ZHAO Junhua(China Southern Power Grid Energy Development Research Institute,Guangzhou 510530,China;School of Science and Engineering,Chinese University of Hong Kong(Shenzhen),Shenzhen 518172,Guangdong Province,China)

机构地区：[1]南方电网能源发展研究院,广州市510530 [2]香港中文大学(深圳)理工学院,广东省深圳市518172

出　　处：《电力建设》2022年第5期1-8,共8页Electric Power Construction

基　　金：国家自然科学基金资助项目(72171206)。

摘　　要：随着我国电力体制市场化改革的深入,市场化的运营为电力市场参与者带来了风险。而在碳达峰、碳中和战略背景下,电力市场参与者在面对传统风险外,还需要面对低碳政策与碳市场带来的碳风险。作为重要的风险管理工具,电力期货在各大成熟的电力市场中有着广泛的应用,同时也引起了我国电力市场参与者的广泛关注。为定量研究引入电力期货对现货市场带来的可能影响,文章提出了一个双层电力市场仿真模型。该模型第一层对电力期货的市场交易行为进行了建模,第二层对电力期货背景下的发电企业最优报价策略进行了建模。基于所提模型,文章在一个六机组的电力市场环境下,针对两种合约签订方法进行了数值仿真实验。仿真结果显示,在两种合约签订方法下,电力期货的引入都有助于现货市场平衡每年高峰用电月份过高的现货电价与每年低峰用电月份过低的现货电价,从而帮助电力市场参与者进行风险管控。With the further development of China’s electricity market’s reform, the marketization brings price risk to the market participants. Moreover, under China’s Carbon Neutrality strategy, the electricity market participants will face not only the traditional risk, but also the carbon risk. As an important tool for risk management, electricity futures are widely used in many mature electricity markets and have attracted attention from the market participants in China. To quantitatively analyze the impact of introducing electricity futures on the spot market, this paper proposes a bi-level electricity simulation model. The first level models the transaction behavior of electricity futures, and the second level models the optimal bidding strategy of generation companies under the market with power futures. Numerical experiments simulate a six-unit power market environment with two different contract signing methods. The simulation results show that the introduction of electricity futures can help the spot market to balance the price in both peak and valley period, thus helping the electricity market in both scenarios.

关 键 词：电力市场 电力期货 优化竞价策略 低碳转型 市场仿真 

分 类 号：TM76[电气工程—电力系统及自动化]