竞争性电力市场三平台架构并行交易机制设计(一):三平台架构并行交易机制及范式模型  

Three Platform Parallel Trading Mechanism Design for Competitive Electricity Market(Ⅰ):Three Platform Architecture and Paradigm Model

作　　者：尚静怡 姜欣 付科源 尹硕 高金峰[1] SHANG Jingyi;JIANG Xin;FU Keyuan;YIN Shuo;GAO Jinfeng(School of Electrical and Information Engineering,Zhengzhou University,Zhengzhou 450001,Henan Province,China;Henan Electric Power Trading Center Co.,Ltd.,Zhengzhou 450018,Henan Province,China;State Grid Henan Economic Research Institute,Zhengzhou 450052,Henan Province,China)

机构地区：[1]郑州大学电气与信息工程学院,河南省郑州市450001 [2]河南电力交易中心有限公司,河南省郑州市450018 [3]国网河南省电力公司经济技术研究院,河南省郑州市450052

出　　处：《电网技术》2023年第6期2285-2295,共11页Power System Technology

摘　　要：目前,竞争性电力市场主要沿用传统交易模式(场外双边协商交易、场内交易所集中交易),是一种单市场串行交易,存在信息不对称、竞争不充分、价格发现功能不强等问题。提出了一种三平台架构并行交易机制,将市场主体参与电力交易的过程视为觅价过程,在传统的交易平台(交易所平台)基础上,新增觅买平台和觅卖平台两个子平台,与传统交易所平台一起形成三平台架构,并属于同一交易系统。市场主体被赋予觅价者和报价者双重身份,在一个交易系统、一个交易时间窗口内,可并行开展交易:以觅价者的身份,在觅价平台按照事先发布的交易规则组织交易并负责市场出清,或者以报价者身份参与觅价者或交易机构组织的市场交易。市场主体将根据自身发电成本或用电效益,参考市场行情动态调整觅价或报价信息,以此获得更多交易主动权。通过阐述三平台并行交易架构的交易原理和出清机制,构建了涵盖现行单市场串行交易的三平台架构并行交易统一规范出清模型。以集中交易为例,仿真对比现有交易机制的结果表明,三平台架构并行交易机制在提高成交率、增加成交电量、确保社会福利最大化、减小市场力方面具有显著优势。At present,the competitive power market mainly follows the traditional trading mode,that is,the over-the-counter bilateral negotiation trading or the over-the-counter centralized trading.This is a single market serial trading with the disadvantages of asymmetric information,insufficient competition,and weak price discovery function.This paper proposes a three-platform parallel trading mechanism,which regards the process of market trading as a price seeking process.On the basis of the traditional trading platform,i.e.exchange platform,two new sub-platforms,namely,the buying platform and the selling platform,form a three-platform architecture together with the traditional exchange platform and all of them belong to the same trading system.A market subject is endowed with the dual identities of both the searcher and the bidder.In one trading system and one trading time window,the subject can carry out transactions in parallel:as a searcher,it organizes the transactions on the price seeking platform in accordance with the trading rules published in advance and is responsible for the market clearing,or it participates in the market transactions organized by the other searchers or trading institutions as a bidder.The market entity may adjust the price seeking or quotation information according to its own power generation cost or power utilization efficiency and the dynamic market conditions so as to obtain more trading initiative.By elaborating the transaction principle and clearing mechanism of the three-platform parallel transaction architecture,a unified standardized clearing model covering the current single market serial transaction is constructed.Taking the centralized trading as an example,through simulation and comparison with the existing trading mechanisms,the results show that the three-platform parallel trading mechanism has significant advantages in improving the transaction rate,increasing the transaction electricity,ensuring the maximization of social welfare,and reducing market power.

关 键 词：三平台架构 并行交易机制 统一规范模型 运行机制 高频交易 

分 类 号：TM73[电气工程—电力系统及自动化]