计及期权合约和交易路径的省间优化出清模型与算法研究  

Inter-provincial Optimization Clearing Model and Algorithm Considering Option Contract and Trading Path

作　　者：朱军飞 李京 李辉 蒋东荣 张齐伟 叶东林 ZHU Junfei;LI Jing;LI Hui;JIANG Dongrong;ZHANG Qiwei;YE Donglin(State Grid Hunan Electric Power Co.Ltd.,Changsha 410000,China;College of Electrical and Electronic Engineering,Chongqing University of Technology,Chongqing 400054,China)

机构地区：[1]国网湖南省电力有限公司,湖南长沙410000 [2]重庆理工大学电气与电子工程学院,重庆400054

出　　处：《智慧电力》2022年第7期89-95,103,共8页Smart Power

基　　金：国家自然科学基金资助项目(52177129);国家电网有限公司科技项目(1300-202055032A-0-0-00)。

摘　　要：针对省间电力交易计算的日趋复杂且效率缓慢等问题,结合省间主要输电线路特点,提出了基于图论法的交易路径优化方法;将期权模式引入合约市场交易中有效规避电价波动风险,提高参与者应对市场变化的能力。为了降低省间交易的计算难度、提高社会效益,以社会福利最大化为目标,构建了计及期权合约和交易路径的省间优化出清模型与算法。通过算例,验证了所提优化出清模型及期权合约的有效性和适用性。In view of the increasingly complex and slow efficiency of inter-provincial power transaction calculation,a transaction path optimization method based on graph theory is proposed combined with the characteristics of main transmission lines.Introducing option model into contract market transactions can effectively avoid the risk of price fluctuations and improve the ability of participants to cope with market changes.In order to reduce the computational difficulty of inter-provincial transactions and improve social benefits,an inter-provincial optimal clearing model and algorithm considering option contracts and transaction paths are constructed with the goal of maximizing social welfare.The validity and applicability of the optimal clearing model and option contract are verified by an example.

关 键 词：交易路径 期权合约 省间交易 优化出清 

分 类 号：TM734[电气工程—电力系统及自动化]