随机环境下计及绿证与碳配额约束的电力市场均衡分析  

Equilibrium Analysis of Electricity Market Considering Green Certificate and Carbon Quota Constraints in Stochastic Environment

作　　者：陈荃 张丹宏 胡宇凡 李阳 余达 朱建全[2] CHEN Quan;ZHANG Danhong;HU Yufan;LI Yang;YU Da;ZHU Jianquan(Guangdong Power Grid Co.,Ltd.,Guangzhou 510699,China;School of Electric Power Engineering,South China University of Technology,Guangzhou 510640,China)

机构地区：[1]广东电网有限责任公司,广州510699 [2]华南理工大学电力学院,广州510640

出　　处：《高电压技术》2024年第12期5505-5515,I0010,共12页High Voltage Engineering

基　　金：国家自然科学基金(51977081);广东电网有限责任公司科技项目(0300002022030201GH00033)。

摘　　要：为促进电力行业的低碳化和清洁化发展,中国相继建立碳市场和绿证市场,对电力市场产生显著影响。在此背景下,提出了一种随机环境下计及绿证与碳配额约束的电力市场均衡分析方法。首先,综合考虑发电机组报价约束、碳配额约束、绿证量价关系和风电的随机性,建立了一个新的双层电力市场均衡分析模型。其次,利用最优性条件替代下层问题,将单个发电商的双层模型转化为均衡约束规划问题(mathematical program with equi-librium constraints,MPEC)。为求解多主体的市场均衡,将所有发电商对应的MPEC等效为库恩-塔克条件,从而构建均衡约束-均衡规划问题(equilibrium problem with equilibrium constraints,EPEC),并采用大M法和二进制展开法等线性化手段加以求解。最后,通过算例模拟了不同绿证与碳配额约束下的电力市场均衡状态,验证了所提方法的有效性。In order to promote the low-carbon and clean development of the power industry,carbon market and green certificate market have been established in China,which have a significant impact on the electricity market.Therefore,we proposed an electricity market equilibrium analysis method considering green certificate and carbon quota constraints in stochastic environment.Firstly,the constraints of generator bid prices,carbon quota constraints,green certificate quan-tity-price relationship,and the randomness of wind power production were taken into consideration,and a new bilevel electricity market equilibrium analysis model was established.Secondly,by using optimality conditions to replace the lower level problem,the bilevel model of a single power producer is transformed into a mathematical program with equi-librium constraints(MPEC).To achieve an equilibrium of multiple market entities,the MPECs of all power producers are combined into an equilibrium problem with equilibrium constraints(EPEC),and the problem is solved through lineariza-tion methods such as large M method and binary expansion method.Finally,a numerical example is used to simulate the equilibrium state of the electricity market under different green certificates and carbon quota constraints,verifying the ef-fectiveness of the proposed method.

关 键 词：碳配额 绿证 随机性 电力市场均衡 双层模型 

分 类 号：X196[环境科学与工程—环境科学] F832.5[经济管理—金融学] F426.61[理学—运筹学与控制论] O225[理学—数学]