凸包定价模式下的电力市场潜在市场力分析方法

吴辰晔; 孙健

doi:10.7500/AEPS20200408007

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凸包定价模式下的电力市场潜在市场力分析方法

电力现货市场构建与运营关键技术 | 更新时间：2025-06-16

- 凸包定价模式下的电力市场潜在市场力分析方法
- Analysis Method for Potential Market Power of Electricity Market in Convex Hull Pricing Mode
- 电力系统自动化-方正平台 2021年45卷第6期页码：101-108
- 作者机构：
  
  清华大学交叉信息研究院，北京市 100084
- 作者简介：
  
  吴辰晔(1987—)，男，通信作者，博士，助理教授，博士生导师，主要研究方向：电力系统控制、电力市场设计等。E-mail：chenyewu@yeah.net
  孙健(1997—)，女，博士研究生，主要研究方向：电力市场设计。E-mail：sunj18@mails.tsinghua.edu.cn
- 基金信息：
  
  已申请国家发明专利（申请号：2020102718784）()
- DOI：10.7500/AEPS20200408007
  中图分类号：
- 收稿日期：2020-04-08，
  
  修回日期：2020-07-14，
  
  网络出版日期：2020-09-04，
  
  纸质出版日期：2021-03-25
- 稿件说明：
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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

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