考虑现金流和碳清缴周期的发电商电碳现货市场决策优化  

Decision Optimization of Generation Companies in Electricity and Carbon Spot Markets Considering Cash Flow and Carbon Compliance Period

作　　者：史守圆 余涛[1] 黄杰 薛禹胜 SHI Shouyuan;YU Tao;HUANG Jie;XUE Yusheng(School of Electric Power,South China University of Technology,Guangzhou 510640,China;NARI Group Corporation(State Grid Electric Power Research Institute),Nanjing 211106,China)

机构地区：[1]华南理工大学电力学院,广东省广州市510640 [2]南瑞集团有限公司(国网电力科学研究院有限公司),江苏省南京市211106

出　　处：《电力系统自动化》2024年第19期40-50,共11页Automation of Electric Power Systems

基　　金：南瑞集团有限公司科技项目(信息-物理-社会元素的交互及协调技术,GF-GFWD-210338)。

摘　　要：为有效利用碳配额按年核算清缴带来的灵活性并形成满足现金流约束的电碳现货市场决策,在全年视角下研究了发电商电碳现货市场每日决策问题。首先,考虑各种经营活动的结算周期,建立带有现金流约束的电碳市场全年视角随机决策模型;然后,采用混合时间步长建模,在能够描述现金结算周期的前提下减少决策变量,并将多阶段随机优化模型简化为两阶段随机优化模型以便于求解;最后,通过增加碳市场单向交易规则解决传统两阶段模型在第2阶段频繁投机交易的问题,增加碳市场择时交易规则以解决两阶段模型对未来购碳成本预期偏低的问题。算例分析表明,所提决策方案能够有效降低发电商购碳成本并提高全年整体收益,同时保障了现金流安全。In order to make use of the flexibility provided by the annual carbon compliance period and to produce decisions in the electricity and carbon spot markets that satisfy cash flow constraints,the daily decision problem of generation companies in the electricity and carbon spot market is studied.Firstly,a stochastic decision model of the electricity and carbon markets with cash flow constraints from a year-round perspective is established taking into account the billing cycles of different operation activities.Then,the number of decision variables is reduced by hybrid time-step modeling on the premise of describing the cash billing cycle,and the multi-stage stochastic optimization model is simplified into a two-stage stochastic optimization model for easy solution.Finally,the problem of frequent speculative trading in the second stage of the traditional two-stage model is solved by adding oneway trading rules in the decision model,and the problem of low expectation of future carbon purchase cost in the two-stage model is solved by adding timing trading rules.The case analysis shows that the proposed decision scheme effectively reduces the carbon purchase cost of generation companies and improves the overall income of the whole year,while ensuring the cash flow security.

关 键 词：碳交易市场 电力市场 现货市场 发电商 经营决策 现金流 随机优化 

分 类 号：F426.61[经济管理—产业经济] X322[环境科学与工程—环境工程] F406.7F832.5