Decision Optimization of Generation Companies in Electricity and Carbon Spot Markets Considering Cash Flow and Carbon Compliance Period

SHI Shouyuan; YU Tao; HUANG Jie; XUE Yusheng

doi:10.7500/AEPS20230925003

您当前的位置：

首页 >

文章列表页 >

Decision Optimization of Generation Companies in Electricity and Carbon Spot Markets Considering Cash Flow and Carbon Compliance Period

Basic Research | 更新时间：2025-06-16

- Decision Optimization of Generation Companies in Electricity and Carbon Spot Markets Considering Cash Flow and Carbon Compliance Period
- Automation of Electric Power Systems Vol. 48, Issue 19, Pages: 40-50(2024)
- 作者机构：
  
  1.华南理工大学电力学院,广东省广州市 510640
  2.南瑞集团有限公司(国网电力科学研究院有限公司),江苏省南京市 211106
- 作者简介：
- 基金信息：
  
  NARI Group Corporation
- DOI：10.7500/AEPS20230925003
  CLC：
- Received：25 September 2023，
  
  Revised：2024-01-31，
  
  Published Online：09 May 2024，
  
  Published：10 October 2024
- 稿件说明：
移动端阅览
史守圆,余涛,黄杰等.考虑现金流和碳清缴周期的发电商电碳现货市场决策优化[J].电力系统自动化,2024,48(19):40-50.

SHI Shouyuan,YU Tao,HUANG Jie,et al.Decision Optimization of Generation Companies in Electricity and Carbon Spot Markets Considering Cash Flow and Carbon Compliance Period[J].Automation of Electric Power Systems,2024,48(19):40-50.
史守圆,余涛,黄杰等.考虑现金流和碳清缴周期的发电商电碳现货市场决策优化[J].电力系统自动化,2024,48(19):40-50. DOI： 10.7500/AEPS20230925003.

SHI Shouyuan,YU Tao,HUANG Jie,et al.Decision Optimization of Generation Companies in Electricity and Carbon Spot Markets Considering Cash Flow and Carbon Compliance Period[J].Automation of Electric Power Systems,2024,48(19):40-50. DOI： 10.7500/AEPS20230925003.

摘要

为有效利用碳配额按年核算清缴带来的灵活性并形成满足现金流约束的电碳现货市场决策，在全年视角下研究了发电商电碳现货市场每日决策问题。首先，考虑各种经营活动的结算周期，建立带有现金流约束的电碳市场全年视角随机决策模型；然后，采用混合时间步长建模，在能够描述现金结算周期的前提下减少决策变量，并将多阶段随机优化模型简化为两阶段随机优化模型以便于求解；最后，通过增加碳市场单向交易规则解决传统两阶段模型在第2阶段频繁投机交易的问题，增加碳市场择时交易规则以解决两阶段模型对未来购碳成本预期偏低的问题。算例分析表明，所提决策方案能够有效降低发电商购碳成本并提高全年整体收益，同时保障了现金流安全。

Abstract

In order to make use of the flexibility provided by the annual carbon compliance period and to produce decisions in the electricity and carbon spot markets that satisfy cash flow constraints

the daily decision problem of generation companies in the electricity and carbon spot market is studied. Firstly

a stochastic decision model of the electricity and carbon markets with cash flow constraints from a year-round perspective is established taking into account the billing cycles of different operation activities. Then

the number of decision variables is reduced by hybrid time-step modeling on the premise of describing the cash billing cycle

and the multi-stage stochastic optimization model is simplified into a two-stage stochastic optimization model for easy solution. Finally

the problem of frequent speculative trading in the second stage of the traditional two-stage model is solved by adding one-way trading rules in the decision model

and the problem of low expectation of future carbon purchase cost in the two-stage model is solved by adding timing trading rules. The case analysis shows that the proposed decision scheme effectively reduces the carbon purchase cost of generation companies and improves the overall income of the whole year

while ensuring the cash flow security.

关键词

Keywords

references

XUE Y S ， YU X H . Beyond smart grid—cyber-physical-social system in energy future ［point of view］［J］. Proceedings of the IEEE ， 2017 ， 105 （ 12 ）： 2290 - 2292 .

薛禹胜 . CPSSE视野下的双碳路径——能源流-排放流-货币流-行为流-信息流的协同优化［EB/OL］.［ 2023-05-01 ］. https：//mp.weixin.qq.com/s/28RH19hNm-s-R3NWJsEB0A https://mp.weixin.qq.com/s/28RH19hNm-s-R3NWJsEB0A .

XUE Yusheng . Pathway towards the two objectives of carbon emission in the CPSSE perspective—synergistic optimization of energy flow， emission flow， money flow， behavior flow and information flow ［EB/OL］. ［ 2023-05-01 ］. https：//mp.weixin.qq.com/s/28RH19hNm-s-R3NWJsEB0A https://mp.weixin.qq.com/s/28RH19hNm-s-R3NWJsEB0A .

曹新苗 . 国有燃气电厂现金流量预算管理研究［J］. 时代金融， 2016 （ 11 ）： 224 - 226 .

CAO Xinmiao . Research on cash flow budget management of state-owned gas-fired power plants ［J］. Times Finance ， 2016 （ 11 ）： 224 - 226 .

王瑞环 . “双碳”背景下火力发电企业资金管理存在的问题及对策研究［J］. 质量与市场， 2023 （ 1 ）： 151 - 153 .

WANG Ruihuan . Research on the problems and countermeasures of fund management in thermal power generation enterprises under the background of “double carbon” ［J］. Quality & Market ， 2023 （ 1 ）： 151 - 153 .

李迪 . 加强煤电企业现金流及标煤价管理［J］. 电站系统工程， 2023 ， 39 （ 3 ）： 72 - 74 .

LI Di . Strengthen management of cash flow and standard coal price of coal power enterprises ［J］. Power System Engineering ， 2023 ， 39 （ 3 ）： 72 - 74 .

吴霞 . 能源转型背景下发电企业面临的现金流困境及对策建议［J］. 企业改革与管理， 2022 （ 16 ）： 139 - 141 .

WU Xia . Cash flow dilemma faced by power generation enterprises under the background of energy transformation and countermeasures and suggestions ［J］. Enterprise Reform and Management ， 2022 （ 16 ）： 139 - 141 .

多地煤电企业苦等“口粮” ［EB/OL］.［ 2023-11-27 ］. https：//mp.weixin.qq.com/s/LTVB7QVTFZ63KGYwp__cfw https://mp.weixin.qq.com/s/LTVB7QVTFZ63KGYwp__cfw .

Coal power enterprises in many places are waiting for “rations” ［EB/OL］. ［ 2023-11-27 ］. https：//mp.weixin.qq.com/s/LTVB7QVTFZ63KGYwp__cfw https://mp.weixin.qq.com/s/LTVB7QVTFZ63KGYwp__cfw .

GUTIERREZ-ALCARAZ G . GenCos decision-making constrained by operational and financial requirements ［C］// IEEE International Conference on Industrial Engineering and Engineering Management ， December 7-10 ， 2010 ， Macao， China .

黄莹，薛禹胜，谢敏，等 . 价格接受模式下发电集团电-碳协同交易决策优化方法［J］. 电力系统自动化， 2023 ， 47 （ 21 ）： 25 - 35 .

HUANG Ying ， XUE Yusheng ， XIE Min ， et al . Decision optimization method for electricity-carbon collaborative trading under price-taking mode for power generation companies ［J］. Automation of Electric Power Systems ， 2023 ， 47 （ 21 ）： 25 - 35 .

CORMOS C C . Integrated assessment of IGCC power generation technology with carbon capture and storage （CCS）［J］. Energy ， 2012 ， 42 （ 1 ）： 434 - 445 .

FLETEN S ， MARIBU K ， WANGENSTEEN I . Optimal investment strategies in decentralized renewable power generation under uncertainty ［J］. Energy ， 2007 ， 32 （ 5 ）： 803 - 815 .

中华人民共和国生态环境部 . 碳排放权交易管理办法（试行）［EB/OL］.［ 2023-04-22 ］. https：//www.mee.gov.cn/gzk/gz/202112/P020211227655223460432.pdf https://www.mee.gov.cn/gzk/gz/202112/P020211227655223460432.pdf .

Ministry of Ecology and Environment of the People’s Republic of China . Carbon emission trading management measures （trial）［EB/OL］. ［ 2023-04-22 ］. https：//www.mee.gov.cn/gzk/gz/202112/P020211227655223460432.pdf https://www.mee.gov.cn/gzk/gz/202112/P020211227655223460432.pdf .

SHAPIRO A ， DENTCHEVA D ， RUSZCZYŃSKI A . Lectures on stochastic programming： modeling and theory， second edition ［M］. Philadelphia， USA ： Society for Industrial and Applied Mathematics ， 2014 .

CHEN Q X ， KANG C Q ， XIA Q ， et al . Optimal flexible operation of a CO 2 capture power plant in a combined energy and carbon emission market ［J］. IEEE Transactions on Power Systems ， 2012 ， 27 （ 3 ）： 1602 - 1609 .

卢治霖，刘明波，尚楠，等 . 考虑碳排放权交易市场影响的日前电力市场两阶段出清模型［J］. 电力系统自动化， 2022 ， 46 （ 10 ）： 159 - 170 .

LU Zhilin ， LIU Mingbo ， SHANG Nan ， et al . Two-stage clearing model for day-ahead electricity market considering impact of carbon emissions trading market ［J］. Automation of Electric Power Systems ， 2022 ， 46 （ 10 ）： 159 - 170 .

崔杨，邓贵波，王铮，等 . 计及碳交易的光热电站与风电系统低碳经济调度策略［J］. 电力自动化设备， 2021 ， 41 （ 9 ）： 232 - 239 .

CUI Yang ， DENG Guibo ， WANG Zheng ， et al . Low-carbon economic scheduling strategy for power system with concentrated solar power plant and wind power considering carbon trading ［J］. Electric Power Automation Equipment ， 2021 ， 41 （ 9 ）： 232 - 239 .

JIANG K ， LIU N ， YAN X H ， et al . Modeling strategic behaviors for GenCo with joint consideration on electricity and carbon markets ［J］. IEEE Transactions on Power Systems ， 2023 ， 38 （ 5 ）： 4724 - 4738 .

赵麟，李亚鹏，靳晓雨，等 . 考虑CCER机制的碳-电耦合市场中水火电协同竞价模型［J］. 电力系统自动化， 2023 ， 47 （ 21 ）： 12 - 24 .

ZHAO Lin ， LI Yapeng ， JIN Xiaoyu ， et al . Coordinated bidding model of hydropower-thermal power in carbon-electricity coupling market considering CCER mechanism ［J］. Automation of Electric Power Systems ， 2023 ， 47 （ 21 ）： 12 - 24 .

邓盛盛，陈皓勇，肖东亮，等 . 发电商参与碳市场与电力中长期市场联合决策模型［J］. 电力系统保护与控制， 2022 ， 50 （ 22 ）： 1 - 10 .

DENG Shengsheng ， CHEN Haoyong ， XIAO Dongliang ， et al . A joint decision making model for power generators to participate in the carbon market and the medium-and long-term power markets ［J］. Power System Protection and Control ， 2022 ， 50 （ 22 ）： 1 - 10 .

LI X R ， YU C W ， XU Z ， et al . A multimarket decision-making framework for GENCO considering emission trading scheme ［J］. IEEE Transactions on Power Systems ， 2013 ， 28 （ 4 ）： 4099 - 4108 .

HUANG J ， XUE Y S ， JIANG C ， et al . An experimental study on emission trading behaviors of generation companies ［J］. IEEE Transactions on Power Systems ， 2015 ， 30 （ 2 ）： 1076 - 1083 .

国家能源局南方监管局 . 广东电力市场现货结算实施细则（2022年试行版）［EB/OL］.［ 2023-04-22 ］. http：//nfj.nea.gov.cn/adminContent/initViewContent.do？pk=4028811c7d55f39b017e329a8df400a3 http://nfj.nea.gov.cn/adminContent/initViewContent.do?pk=4028811c7d55f39b017e329a8df400a3 .

South China Energy Regulatory Office of National Energy Administration . Implementation rules for spot settlement in guangdong electricity market （2022 trial version）［EB/OL］. ［ 2023-04-22 ］. http：//nfj.nea.gov.cn/adminContent/initViewContent.do？pk=4028811c7d55f39b017e329a8df400a3 http://nfj.nea.gov.cn/adminContent/initViewContent.do?pk=4028811c7d55f39b017e329a8df400a3 .

European Commission . Free allocation-EU emissions trading system （EU ETS）［EB/OL］. ［ 2023-04-22 ］. https：//climate.ec.europa.eu/eu-action/eu-emissions-trading-system-eu-ets/free-allocation_en https://climate.ec.europa.eu/eu-action/eu-emissions-trading-system-eu-ets/free-allocation_en .

FRANCO J . Maximum likelihood estimation of mean reverting processes ［EB/OL］. ［ 2023-04-22 ］. https：//citeseerx.ist.psu.edu/viewdoc/summary？doi=10.1.1.184.9806 https://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.184.9806 .

裴蕾，卫志农，陈胜，等 . 交直流混合配电网多阶段随机优化调度模型［J］. 电力系统保护与控制， 2022 ， 50 （ 14 ）： 23 - 32 .

PEI Lei ， WEI Zhinong ， CHEN Sheng ， et al . Multi-stage stochastic optimization dispatch model for AC-DC hybrid distribution power networks ［J］. Power System Protection and Control ， 2022 ， 50 （ 14 ）： 23 - 32 .

BAKIRTZIS E A ， BISKAS P N ， LABRIDIS D P ， et al . Multiple time resolution unit commitment for short-term operations scheduling under high renewable penetration ［J］. IEEE Transactions on Power Systems ， 2014 ， 29 （ 1 ）： 149 - 159 .

杨争林，唐国庆 . 全周期变时段“三公”调度发电计划优化模型［J］. 电网技术， 2011 ， 35 （ 2 ）： 132 - 136 .

YANG Zhenglin ， TANG Guoqing . A generation scheduling optimization model suitable to complete period and variable intervals and conforming to principles of openness， equity and justness ［J］. Power System Technology ， 2011 ， 35 （ 2 ）： 132 - 136 .

STORN R ， PRICE K . Differential evolution—a simple and efficient heuristic for global optimization over continuous spaces ［J］. Journal of Global Optimization ， 1997 ， 11 （ 4 ）： 341 - 359 .

上海环境能源交易所 . CEA挂牌协议交易市场行情信息［EB/OL］.［ 2023-03-13 ］. https：//www.cneeex.com/qpzs/quotshown.html https://www.cneeex.com/qpzs/quotshown.html .

Shanghai Environment and Energy Exchange . CEA listing agreement trading market information ［EB/OL］. ［ 2023-03-13 ］. https：//www.cneeex.com/qpzs/quotshown.html https://www.cneeex.com/qpzs/quotshown.html .

EMBER . Carbon price tracker—the latest data on EU and UK ETS carbon prices ［EB/OL］. ［ 2023-03-13 ］. https：//ember-climate.org/data/data-tools/carbon-price-viewer/ https://ember-climate.org/data/data-tools/carbon-price-viewer/ .

广东电力交易中心 . 广东电力市场2022年年度报告［EB/OL］.［ 2023-03-13 ］. https：//mp.weixin.qq.com/s/h4hpGCUPWMu_sHhzepJryg https://mp.weixin.qq.com/s/h4hpGCUPWMu_sHhzepJryg .

Guangdong Power Exchange Center . Guangdong power market annual report 2022 ［EB/OL］. ［ 2023-03-13 ］. https：//mp.weixin.qq.com/s/h4hpGCUPWMu_sHhzepJryg https://mp.weixin.qq.com/s/h4hpGCUPWMu_sHhzepJryg .

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

Bidding Model and Water Level Control Method for Cascade Hydropower Responding to Supply and Demand Fluctuations in Spot Market

Related Author

YUAN Hao

Nuno PINHO DA SILVA

YANG Zhenglin

SHAO Ping

CHEN Tao

XIA Chao

FENG Kai

WANG Delin

Related Institution

China Electric Power Research Institute

Electricity Market Operation Technology Laboratory of State Grid Corporation of China

R&D Nester, Centro de Investigação em Energia REN-State Grid, S.A., Lisbon

School of Electrical Engineering, Southeast University

State Grid Corporation of China

⁰