Analysis Method for Potential Market Power of Electricity Market in Convex Hull Pricing Mode

Chenye WU; Jian SUN

doi:10.7500/AEPS20200408007

您当前的位置：

首页 >

文章列表页 >

Analysis Method for Potential Market Power of Electricity Market in Convex Hull Pricing Mode

Special Topic on Key Technologies for Construction and Operation of Electricity Spot Market | 更新时间：2025-06-16

- Analysis Method for Potential Market Power of Electricity Market in Convex Hull Pricing Mode
- Automation of Electric Power Systems Vol. 45, Issue 6, Pages: 101-108(2021)
- 作者机构：
  
  清华大学交叉信息研究院，北京市 100084
- 作者简介：
- 基金信息：
- DOI：10.7500/AEPS20200408007
  CLC：
- Received：08 April 2020，
  
  Revised：2020-07-14，
  
  Published Online：04 September 2020，
  
  Published：25 March 2021
- 稿件说明：
移动端阅览
吴辰晔,孙健.凸包定价模式下的电力市场潜在市场力分析方法[J].电力系统自动化,2021,45(6):101-108.

WU Chenye,SUN Jian.Analysis Method for Potential Market Power of Electricity Market in Convex Hull Pricing Mode[J].Automation of Electric Power Systems,2021,45(6):101-108.
吴辰晔,孙健.凸包定价模式下的电力市场潜在市场力分析方法[J].电力系统自动化,2021,45(6):101-108. DOI： 10.7500/AEPS20200408007.

WU Chenye,SUN Jian.Analysis Method for Potential Market Power of Electricity Market in Convex Hull Pricing Mode[J].Automation of Electric Power Systems,2021,45(6):101-108. DOI： 10.7500/AEPS20200408007.

摘要

机组开机成本导致其生产函数具有非凸、非连续等复杂结构特性，这使得传统仅针对实时电力市场设计的节点边际定价模式存在诸多市场漏洞。凸包定价模式（也称“拓展节点边际定价”）通过给系统中的机组提供最低上调价格来克服生产函数复杂特性带来的挑战，并提高市场效率，但其凸包定价模式仍不完善。文中聚焦于凸包定价模式中的一个简化模型，分析市场参与者在简化模型中的潜在市场操纵行为以及操纵能力，并提出一种量化市场力的指标，这种指标在简化模型中具有超模性质。

Abstract

The start-up cost of the unit causes its production function having complex structural characteristics such as non-convex and discontinuity

which makes the traditional locational marginal pricing mode designed only for the real-time electricity market have many market loopholes. The convex hull pricing mode (also known as extended locational marginal pricing) overcomes the challenges brought by the complex characteristics of the production function and improves market efficiency by providing the lowest uplift payment for the units in the system

but its convex hull pricing mode is still incomplete. The paper focuses on a simplified model in the convex hull pricing mode

analyzes the potential market manipulation behaviors and manipulation capabilities of market participants in the simplified model

and proposes an index to quantify market power

which is supermodular in the simplified model.

关键词

Keywords

references

赵波，卢志刚 . 加州电力市场的失败［J］. 贵州工业大学学报（社会科学版）， 2001 ， 3 （ 4 ）： 25 - 27 .

ZHAO Bo ， LU Zhigang . The failure of the electricity market in California ［J］. Journal of Guizhou University of Technology （Social Science Edition）， 2001 ， 3 （ 4 ）： 25 - 27 .

GRIBIK P R ， HOGAN W W ， POPEII S L . Market clearing electricity prices and energy uplift ［EB/OL］. ［ 2020-03-06 ］. https：//sites.hks.harvard.edu/fs/whogan/ https://sites.hks.harvard.edu/fs/whogan/ .

SCHWEPPE F C ， CARAMANIS M C ， TABORS R D ， et al . Spot pricing of electricity ［M］. Boston ： Kluwer Academic Publishers ， 1988 .

赖月生 . 600 MW超临界机组这样启停更省钱［EB/OL］.［ 2020-03-12 ］. http：//news.bjx.com.cn/html/20200312/1053546.shtml http://news.bjx.com.cn/html/20200312/1053546.shtml .

LAI Yuesheng . A more economical way to manage the start-stops of 600 MW supercritical unit ［EB/OL］. ［ 2020-03-12 ］. http：//news.bjx.com.cn/html/20200312/1053546.shtml http://news.bjx.com.cn/html/20200312/1053546.shtml .

西北电网新能源日发电量突破 7 亿千瓦时启停调峰辅助增加 5256 万千瓦时新能源消纳［EB/OL］.［ 2019-02-05 ］. http：//chuneng.bjx.com.cn/news/20190430/978203.shtml http://chuneng.bjx.com.cn/news/20190430/978203.shtml .

The daily new energy power generation of Northwest Power Grid exceeds 700 million kW·h and start-stop peak shaving increases 52 . 56 million kW·h of new energy consumption ［EB/OL］. ［ 2019-02-05 ］. http：//chuneng.bjx.com.cn/news/20190430/978203.shtml http://chuneng.bjx.com.cn/news/20190430/978203.shtml .

国家能源局华中监管局 . 华中区域并网发电厂辅助服务管理实施细则［EB/OL］.［ 2020-03-20 ］. https：//wenku.baidu.com/view/127e53e417fc700abb68a98271fe910ef02dae7a.html https://wenku.baidu.com/view/127e53e417fc700abb68a98271fe910ef02dae7a.html .

Central China Energy Regulatory Bureau of National Energy Administration of the People’s Republic of China . Regulations on the management of auxiliary services of connected power plants in Central China ［EB/OL］. ［ 2020-03-20 ］. https：//wenku.baidu.com/view/127e53e417fc700abb68a98271fe910ef02dae7a.html https://wenku.baidu.com/view/127e53e417fc700abb68a98271fe910ef02dae7a.html .

国家能源局甘肃能源监管办公室 . 甘肃省电力辅助服务市场运营规则（暂行）［EB/OL］.［ 2020-03-01 ］. http：//shoudian.bjx.com.cn/html/20190926/1009882.shtml http://shoudian.bjx.com.cn/html/20190926/1009882.shtml .

Office of Gansu Energy Regulatory， National Energy Administration of the People’s Republic of China . Operation rules of operation of the electric power auxiliary services market in Gansu Province （provisional）［EB/OL］. ［ 2020-03-01 ］. http：//shoudian.bjx.com.cn/html/20190926/1009882.shtml http://shoudian.bjx.com.cn/html/20190926/1009882.shtml .

Midwest ISO . Convex hull pricing extended LMP （“eLMP”）［EB/OL］. ［ 2020-02-05 ］. https：//cdn.misoenergy.org/20161004%20MSC%20Item%2006e%20Convex%20Hull%20Pricing%20Workshop%202010050374769.pdf https://cdn.misoenergy.org/20161004%20MSC%20Item%2006e%20Convex%20Hull%20Pricing%20Workshop%202010050374769.pdf .

Midwest ISO . Extended locational marginal pricing （convex hull pricing）［EB/OL］. ［ 2020-03-09 ］. https：//www.ferc.gov/CalendarFiles/20100530130229-Gribik%20Zhang%20Midwes t%20ISO%20-%20Extended%20LMP.pdf https://www.ferc.gov/CalendarFiles/20100530130229-Gribik%20Zhang%20Midwest%20ISO%20-%20Extended%20LMP.pdf .

Midwest ISO . eLMP Ⅲ： white paper Ⅰ R&D report and design recommendation on short-term enhancements ［EB/OL］. ［ 2020-01-05 ］. https：//cdn.misoenergy.org/20190117% 20MSC%20Item%2005%20eLMP%20 https://cdn.misoenergy.org/20190117%20MSC%20Item%2005%20eLMP%20 Ⅲ% 20Whitepaper315878. pdf .

Midwest ISO . Extended LMP phase Ⅱ： post implementation analysis ［EB/OL］. ［ 2020-01-05 ］. https：//cdn.misoenergy.org/20171214%20MSC%20Item%2006%20eLMP%20Phase%20II%20Post%20Implementaion%20Analysis110393.pdf https://cdn.misoenergy.org/20171214%20MSC%20Item%2006%20eLMP%20Phase%20II%20Post%20Implementaion%20Analysis110393.pdf .

SCHIRO D A ， ZHENG T ， ZHAO F ， et al . Convex hull pricing in electricity markets： formulation， analysis， and implementation challenges ［J］. IEEE Transactions on Power Systems ， 2016 ， 31 （ 5 ）： 4068 - 4075 .

MADANI M ， RUIZ C ， SIDDIQUI S ， et al . Convex hull ， IP and European electricity pricing in a European power exchanges setting with efficient computation of convex hull prices ［EB/OL］. （ 2018-03-30 ）［ 2020-01-30 ］. https：//arxiv.org/abs/1804.00048 https://arxiv.org/abs/1804.00048 .

BORENSTEIN S . Understanding competitive pricing and market power in wholesale electricity markets ［J］. The Electricity Journal ， 2000 ， 13 （ 6 ）： 49 - 57 .

朱伟义，荣以平，李涛，等 . 考虑可再生能源消纳的火电机组市场力评估［J］. 电网与清洁能源， 2019 ， 35 （ 12 ）： 74 - 82 .

ZHU Weiyi ， RONG Yiping ， LI Tao ， et al . Market power assessment of thermal power units considering renewable energy consumption ［J］. Power System and Clean Energy ， 2019 ， 35 （ 12 ）： 74 - 82 .

PIOTR P . Derivatives of the nodal prices in market power screening ［J］. Energy economics ， 2017 ， 64 （ 5 ）： 149 - 157 .

XU Y ， LOW S H . An efficient and incentive compatible mechanism for wholesale electricity markets ［J］. IEEE Transactions on Smart Grid ， 2017 ， 8 （ 1 ）： 128 - 138 .

SUN Jian ， WU Chenye . Poster： market power in convex hull pricing ［C］// Proceedings of the Eleventh ACM International Conference on Future Energy Systems ， June 20 - 26 ， 2020 ， New York ， USA .

Power systems test case archive ［EB/OL］. ［ 2020-02-08 ］. http：//labs.ece.uw.edu/pstca/rts/pg_tcarts.htm http://labs.ece.uw.edu/pstca/rts/pg_tcarts.htm .

Illinois Institute of Technology . 6 -bus data ES . pdf ［EB/OL］. ［ 2020-03-08 ］. http：//motor.ece.iit.edu/data/ http://motor.ece.iit.edu/data/ .

Views

下载量

CSCD

Alert me when the article has been cited

提交

Tools

Publicity Resources

Monitoring and Analysis Methods for Excess Revenue of Power Generation Entities

Joint Decomposition Algorithm of Medium- and Long-term Contract for Variety of Generation Units Considering Market Power Test

基于寡头竞争模型的金融输电权与市场力分析

基于智能体仿真的无功市场力分析

Related Author

ZHANG Dandan

ZHANG Yantao

CAO Rongzhang

CHANG Li

LI Yonggang

JI Bin

Yi DING

Tiantong WU

Related Institution

State Grid Electric Power Research Institute (NARI Group Corporation)

Guodian Nanrui Nanjing Control System Co., Ltd.

College of Electrical Engineering, Zhejiang University

Energy Development Research Institute of China Southern Power Grid

State Key Laboratory of Internet of Things for Smart City, University of Macau, Macau

⁰