基于VCG机制的双边参与的电能和备用联合市场机制设计  

Design of Joint Electricity Energy and Reserve Market Mechanism with Bilateral Participation Based on VCG Mechanism

作　　者：徐涛[1] 陈洁 王樊云 Xu Tao;Chen Jie;Wang Fanyun(School of Electrical Engineering,Guizhou University,Guiyang Guizhou 550025;Duyun Power Supply Bureau,Guizhou Power Grid Co.,Ltd,Duyun Guizhou 558000)

机构地区：[1]贵州大学电气工程学院,贵州贵阳550025 [2]贵州电网有限责任公司都匀供电局,贵州都匀558000

出　　处：《中外能源》2025年第2期13-21,共9页Sino-Global Energy

基　　金：贵州省科技计划项目“贵州需求侧灵活资源与电网智能互动关键技术研究与示范”(编号:黔科合支撑[2021]一般409)。

摘　　要：构建新型电力系统已成为未来能源电力的发展形态,系统平衡需要更多柔性可调节资源。由于新能源与灵活性资源的平衡关系未得到充分反映,柔性可调节资源提供备用辅助服务的市场价值未得到充分体现。电能量与备用辅助服务联合优化,可提高市场配置资源的效率,而双边竞价模式可以赋予市场主体自主定价的权利。为此,建立双边参与的电能量和备用辅助服务联合市场出清模型,允许需求侧参与电能-备用联合市场竞价,以系统社会福利最大化为目标函数,即最大化用户购电效益,同时最小化发电成本及系统备用成本。针对现有基于边际电价结算机制存在市场力影响资源配置效率的问题,提出基于Vickrey-Clarke-Groves(VCG)机制的联合市场结算机制,该结算机制基于市场贡献实现价值的公平分配,满足占优激励相容、个体理性和社会福利最大化。针对基于VCG机制结算存在的不平衡资金,提出按市场主体参与程度均摊的方式以达到收支平衡,并通过算例验证了该分摊方式的有效性。在电能量-备用联合市场,与基于边际电价结算机制相比,基于VCG机制的结算机制更有利于实现市场公平竞争。Building a new type of power system has become the development form of energy power in the future,and the balance of system needs more flexible and adjustable resources.Because the balance relationship between new energy and flexible resources has not been fully reflected,the market value of flexible and adjustable resources to provide reserve ancillary services has not been fully reflected.The joint optimization of electricity energy and reserve ancillary services can improve the efficiency of resource allocation in the market,and the bilateral bidding model can give market players the right to set prices independently.Therefore,a joint market clearing model of electricity energy and reserve ancillary services with bilateral participation is established to allow the demand side to participate in the joint electricity energy and reserve market bidding.The objective function is to maximize the social welfare of the system,that is,to maximize the benefit of users'electricity purchase while minimizing the costs of generation and system reserve.To solve the problem that the market force affects the efficiency of resource allocation in the existing marginal price settlement mechanism,a joint market settlement mechanism based on Vickrey-Clarke-Groves(VCG)mechanism is proposed,which realizes the fair distribution of value based on market contribution and satisfies dominant strategy incentive compatibility,individual rationality and social welfare maximization.Aiming at the unbalanced funds based on VCG mechanism,a method of equal sharing according to the participation degree of market players is proposed to achieve the balance of income and expenditure,and the effectiveness of this method is verified by an example.Compared with the marginal price settlement mechanism,the settlement mechanism based on VCG mechanism is more conducive to fair competition in the joint electricity energy and reserve market.

关 键 词：VCG机制 双边竞价 电能-备用联合市场 结算机制 占优激励相容 个体理性 

分 类 号：F426.61[经济管理—产业经济] TM73[电气工程—电力系统及自动化]