Analysis on Impact of Renewable Energy Generation on Real-time Electricity Price: Data Empirical Research on Electricity Spot Market of Germany

Ding LIU; Defu ZHAO; Muren BAI; Qiqing WANG; Cunbin LI

doi:10.7500/AEPS20190117001

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Analysis on Impact of Renewable Energy Generation on Real-time Electricity Price: Data Empirical Research on Electricity Spot Market of Germany

Basic Research | 更新时间：2025-06-16

- Analysis on Impact of Renewable Energy Generation on Real-time Electricity Price: Data Empirical Research on Electricity Spot Market of Germany
- Automation of Electric Power Systems Vol. 44, Issue 4, Pages: 126-133(2020)
- 作者机构：
  
  1. 华北电力大学经济与管理学院，北京市 102206
  2. 新能源电力与低碳发展研究北京市重点实验室(华北电力大学)，北京市 102206
- 作者简介：
- 基金信息：
  
  National Natural Science Foundation of China;State Grid Corporation of China
- DOI：10.7500/AEPS20190117001
  CLC：
- Received：17 January 2019，
  
  Revised：2019-10-08，
  
  Published Online：06 January 2020，
  
  Published：25 February 2020
- 稿件说明：
移动端阅览
刘定,赵德福,白木仁等.可再生能源发电对实时电价的影响分析——德国电力现货市场的数据实证[J].电力系统自动化,2020,44(04):126-133.

LIU Ding,ZHAO Defu,BAI Muren,et al.Analysis on Impact of Renewable Energy Generation on Real-time Electricity Price: Data Empirical Research on Electricity Spot Market of Germany[J].Automation of Electric Power Systems,2020,44(04):126-133.
刘定,赵德福,白木仁等.可再生能源发电对实时电价的影响分析——德国电力现货市场的数据实证[J].电力系统自动化,2020,44(04):126-133. DOI： 10.7500/AEPS20190117001.

LIU Ding,ZHAO Defu,BAI Muren,et al.Analysis on Impact of Renewable Energy Generation on Real-time Electricity Price: Data Empirical Research on Electricity Spot Market of Germany[J].Automation of Electric Power Systems,2020,44(04):126-133. DOI： 10.7500/AEPS20190117001.

摘要

电力现货市场实时交易可充分发挥市场调节作用，促进可再生能源消纳。基于数据实证分析可再生能源发电对实时电价的影响，对理解现货市场运行规律、开展市场成熟度评价等具有重要参考价值。选取德国电力现货市场开展数据实证，收集发电量、负荷量、预测误差、价格等多因素数据，基于时间序列特征表示方法，研究可再生能源发电对实时电价的影响。首先，使用特征表示方法将时间序列时域模型转化为特征向量。然后，采用贪婪向前特征选择算法提取关键特征，最大化因素间差异。接着，分别基于全部特征和关键特征讨论了多因素间的相关性，并构建了影响机理网络图。实证结果表明德国电力现货市场实时电价主要受到风力发电量预测误差影响，因素间相关性主要来自时间序列的傅里叶变换、小波变换、离散符号化等特征。最后，通过中德电力现货市场的定量对比，指出中国广东电力市场实时电价更易受新能源发电量而非预测误差的影响。

Abstract

Real-time electricity trading in electricity spot market can give full play to market regulation and promote the accommodation of renewable energy. Data empirical research on the impact of renewable energy generation on real-time electricity price has an essential reference value for understanding the operation rules of the spot market and evaluating market maturity. Electricity spot market of Germany is selected to conduct data empirical research. Data of power generation

load

prediction error

price and other factors are collected. The impact analysis of renewable energy generation on real-time electricity price is studied based on feature representation method for time series. Firstly

the time domain models of time series are transformed into feature vectors by using the feature representation method. Secondly

the greedy forward feature selection algorithm is used to extract key features to maximize the differences between factors. Thirdly

the correlation among multiple factors is discussed based on the overall features and key features respectively

and the network of influence mechanism is constructed. The empirical results show that the real-time electricity price in electricity spot market of Germany is mainly affected by prediction error of wind power generation

and the correlation between factors mainly comes from features such as Fourier transformation

wavelet transformation and discrete symbolization. Finally

by the simple comparison between China and Germany

it is pointed out that the real-time electricity price in Guangdong electricity market of China is more affected by the randomness of renewable energy generation than by the prediction error.

关键词

Keywords

references

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