Bi-level Bidding Model for Cascaded Hydropower Under Uncertain Carbon-Electricity Coupled Market

LI Yapeng; ZHAO Lin; WANG Xiangzhen; ZHAO Zhipeng; CHENG Chuntian

doi:10.7500/AEPS20220606004

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Bi-level Bidding Model for Cascaded Hydropower Under Uncertain Carbon-Electricity Coupled Market

Basic Research | 更新时间：2025-06-16

- Bi-level Bidding Model for Cascaded Hydropower Under Uncertain Carbon-Electricity Coupled Market
- Automation of Electric Power Systems Vol. 47, Issue 20, Pages: 83-94(2023)
- 作者机构：
  
  1.大连理工大学水电与水信息研究所,辽宁省大连市 116024
  2.大连市清洁能源高效利用与电力市场研究中心,辽宁省大连市 116024
  3.大连理工大学电子信息与电气工程学部,辽宁省大连市 116024
- 作者简介：
- 基金信息：
  
  National Nature Science Foundation of China(52039002)
- DOI：10.7500/AEPS20220606004
  CLC：
- Received：06 June 2022，
  
  Revised：2023-01-31，
  
  Published：25 October 2023
- 稿件说明：
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李亚鹏,赵麟,王祥祯等.不确定碳-电耦合市场下梯级水电双层竞价模型[J].电力系统自动化,2023,47(20):83-94.

LI Yapeng,ZHAO Lin,WANG Xiangzhen,et al.Bi-level Bidding Model for Cascaded Hydropower Under Uncertain Carbon-Electricity Coupled Market[J].Automation of Electric Power Systems,2023,47(20):83-94.
李亚鹏,赵麟,王祥祯等.不确定碳-电耦合市场下梯级水电双层竞价模型[J].电力系统自动化,2023,47(20):83-94. DOI： 10.7500/AEPS20220606004.

LI Yapeng,ZHAO Lin,WANG Xiangzhen,et al.Bi-level Bidding Model for Cascaded Hydropower Under Uncertain Carbon-Electricity Coupled Market[J].Automation of Electric Power Systems,2023,47(20):83-94. DOI： 10.7500/AEPS20220606004.

摘要

随着电力市场和碳市场改革的不断深化，梯级水电在碳交易-电力交易（碳-电）耦合市场中的竞价问题亟待解决。如何在考虑自身非凸发电特性的同时解耦交易规则、应对市场不确定性是解决问题的关键。为此，构建了一种计及国家核证自愿减排量(CCER)市场供需不确定性的碳-电耦合市场下梯级水电站竞价的双层优化模型。上层模型以市场出清价为参数，决策梯级水电在电力市场和CCER市场中的发电计划和竞价曲线；下层模型以市场竞价信息为参数，计算不同时段、不同场景下的CCER市场出清结果。所提模型考虑了梯级水电非凸运行特性和碳-电耦合市场规则，采用多种可能的供需关系综合描述CCER市场的不确定性。运用强对偶理论、大M法、分段线性法等技术，将双层模型转化为混合整数线性规划模型并求解。以中国澜沧江干流两座梯级水电站为背景进行分析，结果表明考虑CCER市场不确定性可有效提高竞价计划的稳定性，耦合市场机制可引导发电企业根据两类市场需求调整发电计划，发电企业在提高自身收益的同时促进了系统资源合理配置。

Abstract

With the deepening of the reform of electricity markets and carbon markets

the bidding problem for the cascaded hydropower under carbon trading-electricity trading (referred as to carbon-electricity) coupled market needs to be solved urgently. How to decouple trading rules and deal with market uncertainty while considering its own non-convex generation characteristics is the key to solve the problem. Therefore

a bi-level optimization model of cascaded hydropower station bidding under the carbon-electricity coupled market is constructed

which takes into account the uncertainties of supply and demand in the Chinese certified Emission Reduction (CCER) market. The upper model takes the market clearing price as the parameter to decide the generation plan and bidding curve of cascaded hydropower in the electricity market and CCER market. The lower model takes the market declaration information as the parameter to calculate the CCER market clearing results in different time periods and different scenarios. The proposed model takes into account the non-convex operation characteristics of cascaded hydropower and the rules of the carbon-electricity coupling market

and uses a variety of possible supply and demand relations to describe the uncertainty of the CCER market. The bi-level model is transformed into a mixed-integer linear programming model by strong duality theory

big-M method and piecewise linear method. Based on the background of two cascaded hydropower stations in the main stream of the Lancang River in China

the analysis results show that considering the uncertainty of the CCER market can effectively improve the stability of the bidding plan

and the coupled market mechanism can guide the power generation enterprises to adjust the power generation plan according to the two market demands. The power generation enterprises can improve their own income and promote the rational allocation of system resources.

关键词

Keywords

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