考虑电力中长期及现货市场衔接的月内融合交易模式及统一限价研究  

Study on Intra-month Fusion Trading Model and Unified Price Limit Considering the Connection of Medium and Long-term Electricity and Spot Markets

作　　者：张雪秋 刘敦楠[1] 王小路 薛晓强 李竹 韩金山[1] 梁家豪 ZHANG Xueqiu;LIU Dunnan;WANG Xiaolu;XUE Xiaoqiang;LI Zhu;HAN Jinshan;LIANG Jiahao(School of Economics and Management,North China Electric Power University,Changping District,Beijing 102206,China;Jibei Power Exchange Center,Co.,Ltd.,Xicheng District,Beijing 100053,China;Beijing Power Exchange Center,Xicheng District,Beijing 100031,China)

机构地区：[1]华北电力大学经济与管理学院,北京市昌平区102206 [2]冀北电力交易中心有限公司,北京市西城区100053 [3]北京电力交易中心有限公司,北京市西城区100031

出　　处：《电网技术》2024年第4期1418-1427,I0006,I0007,I0008,共13页Power System Technology

基　　金：国家电网公司总部科技项目“适应多样化交易需求的带时标能量块交易机制与关键技术研究”(5108-202225032A-1-1-ZN)。

摘　　要：在电力市场“中长期+现货”背景下,针对电力中长期与现货衔接问题,探寻高比例新能源入市下月内融合交易市场边界,研究统一限价对社会福利与曲线分解的影响,分析月内融合交易模式对市场衔接的作用。首先,考虑市场中存在的问题,探讨可行的解决方式。其次基于市场预测,构建市场主体的报价与目标函数,结合不平衡电量,构建社会福利最大化市场出清模型,采用A-NSGA-Ⅲ算法进行求解,得到市场出清情况与对应的最优限价范围。最后通过算例验证了统一限价与细分时段的优势,给出了统一限价设定的市场化途径,同时保证了市场主体利益与市场活力,表明了统一限价模式下月内融合交易市场有利于市场主体灵活交易,促进了中长期与现货市场的衔接。Against the backdrop of"medium-long term+spot"in the electricity market,we focus on the connection between medium-long term and spot,explore the market boundary of intra-month integrated trading under the high proportion of new energy entering the market,study the impact of unified price limit on social welfare and curve decomposition,and analyze the role of intra-month integrated trading mode on the market connection.Firstly,consider the existing problems in the market and explore feasible solutions.Secondly,based on market forecasting,market entities'pricing,and objective functions are constructed,combined with imbalanced electricity consumption,to construct a social welfare maximization market-clearing model.The A-NSGA-III algorithm is used to solve the problem,and the market clearing situation and corresponding optimal price limit range are obtained.Finally,the advantages of unified price limits and segmented periods were verified through numerical examples,and a market-oriented approach for setting unified price limits was proposed while ensuring the interests and vitality of market entities.This indicates that the integrated trading market within the month under the unified price limit model is conducive to flexible trading of market entities and promotes the connection between the medium and long-term and spot markets.

关 键 词：统一限价 中长期市场 连续运营 报价策略 多目标寻优 

分 类 号：TM73[电气工程—电力系统及自动化]