
浏览全部资源
扫码关注微信
1.输配电装备及系统安全与新技术国家重点实验室(重庆大学),重庆市 400044
2.广东电力交易中心有限责任公司,广东省广州市 510062
王怡(1998—),女,博士研究生,主要研究方向:电力市场。E-mail:1115408296@qq.com
杨知方(1992—),男,通信作者,博士,研究员,主要研究方向:电力系统运行优化与分析。E-mail:yzf1992@cqu.edu.cn
余娟(1980—),女,博士,教授,主要研究方向:电力与能源经济优化运行、风险评估、深度学习。E-mail:148454745@qq.com
收稿日期:2020-07-18,
修回日期:2020-09-29,
网络出版日期:2020-12-16,
纸质出版日期:2021-03-25
移动端阅览
王怡,杨知方,余娟等.节点电价与对偶乘子的内在关联分析与扩展[J].电力系统自动化,2021,45(6):82-91.
WANG Yi,YANG Zhifang,YU Juan,et al.Analysis and Extension of Internal Relationship Between Locational Marginal Price and Dual Multiplier[J].Automation of Electric Power Systems,2021,45(6):82-91.
王怡,杨知方,余娟等.节点电价与对偶乘子的内在关联分析与扩展[J].电力系统自动化,2021,45(6):82-91. DOI: 10.7500/AEPS20200718001.
WANG Yi,YANG Zhifang,YU Juan,et al.Analysis and Extension of Internal Relationship Between Locational Marginal Price and Dual Multiplier[J].Automation of Electric Power Systems,2021,45(6):82-91. DOI: 10.7500/AEPS20200718001.
电价的科学性和合理性对电力市场的调节配置至关重要。作为常用的边际定价形式,节点电价表达为对偶乘子的线性函数。基于基本的定价原理,文中梳理了节点电价的物理内涵,说明了基于边际定价原理推导的节点电价与系统稀缺资源价格之间的内在联系,并论证了其合理性。基于此,提出了具有可扩展性的统一电价表达式,将电价扩展为对偶乘子和转移分布因子的一般函数形式。以线路越限造成价格尖峰为典型应用场景,建立了以电价为优化变量的定价模型,在IEEE 30节点系统及波兰2383节点系统中验证了所提电价机制的实际应用价值。
Scientific and reasonable electricity prices are crucial to resource allocation in electricity market. As the common used marginal price formulation
the electricity price is generally formulated as a linear function of the dual multiplier. Based on the basic pricing principle
the physical meaning of the electricity price is clarified
and the internal relationship between the electricity price derived from the marginal pricing principle and the price of system scarce resources is explained. The rationality of the proposed electricity price formulation is also proven. On this basis
a unified expression for electricity price with expandability is extended to a non-linear function electricity price formulation. A pricing model that regards the electricity prices as operational variables is established
and the practical value of the proposed electricity price method is demonstrated in typical application scenarios of price spikes caused by the line violation through the IEEE 30-bus system and Polish 2383-bus system examples.
王剑晓 , 钟海旺 , 夏清 , 等 . 基于价值公平分配的电力市场竞争机制设计 [J]. 电力系统自动化 , 2019 , 43 ( 2 ): 7 - 18 .
WANG Jianxiao , ZHONG Haiwang , XIA Qing , et al . Competitive mechanism design in electricity market based on fair benefit allocation [J]. Automation of Electric Power Systems , 2019 , 43 ( 2 ): 7 - 18 .
杨强 , 蔡华祥 , 严明辉 , 等 . 激励相容与深度博弈的云南电力市场机制设计 [J]. 云南电力技术 , 2018 , 46 ( 2 ): 73 - 80 .
YANG Qiang , CAI Huaxiang , YAN Minghui , et al . Design and application of Yunnan electricity market mechanism according to the theory of incentive compatibility and game in depth [J]. Yunnan Electric Power , 2018 , 46 ( 2 ): 73 - 80 .
刘畅 , 冯冬涵 , 方陈 . 实时市场中电价多解的判定机理 [J]. 电力系统自动化 , 2020 , 44 ( 1 ): 43 - 52 .
LIU Chang , FENG Donghan , FANG Chen . Judgment mechanism of multiple solutions for electricity price in real-time market [J]. Automation of Electric Power Systems , 2020 , 44 ( 1 ): 43 - 52 .
YANG Z F , BOSE A , ZHONG H W , et al . LMP revisited: a linear model for the loss-embedded LMP [J]. IEEE Transactions on Power Systems , 2017 , 32 ( 5 ): 4080 - 4090 .
LITVINOV E , ZHENG T X , ROSENWALD G , et al . Marginal loss modeling in LMP calculation [J]. IEEE Transactions on Power Systems , 2004 , 19 ( 2 ): 880 - 888 .
SCHWEPPE F C , CARAMANIS M C , TABORS R D , et al . Spot pricing of electricity [M]. Boston , USA: Springer Science & Business Media , 2013 .
ORFANOGIANNI T , GROSS G . A general formulation for LMP evaluation [J]. IEEE Transactions on Power Systems , 2007 , 22 ( 3 ): 1163 - 1173 .
CHEN L N , SUZUKI H , WACHI T , et al . Components of nodal prices for electric power systems [J]. IEEE Transactions on Power Systems , 2002 , 17 ( 1 ): 41 - 49 .
李竹 , 庞博 , 李国栋 , 等 . 欧洲统一电力市场建设及对中国电力市场模式的启示 [J]. 电力系统自动化 , 2017 , 41 ( 24 ): 2 - 9 .
LI Zhu , PANG Bo , LI Guodong , et al . Development of unified European electricity market and its implications for China [J]. Automation of Electric Power Systems , 2017 , 41 ( 24 ): 2 - 9 .
高彦辉 . 电力市场阻塞管理中的电价 [J]. 电网技术 , 2008 , 32 ( 增刊2 ): 223 - 225 .
GAO Yanhui . Electrical price of congestion management in power market [J]. Power System Technology , 2008 , 32 ( Supplement 2 ): 223 - 225 .
史新红 , 郑亚先 , 薛必克 , 等 . 机组运行约束对机组节点边际电价的影响分析 [J]. 电网技术 , 2019 , 43 ( 8 ): 2658 - 2665 .
SHI Xinhong , ZHENG Yaxian , XUE Bike , et al . Effect analysis of unit operation constraints on locational marginal price of unit nodes [J]. Power System Technology , 2019 , 43 ( 8 ): 2658 - 2665 .
SARKAR V , KHAPARDE S A . DCOPF-based marginal loss pricing with enhanced power flow accuracy by using matrix loss distribution [J]. IEEE Transactions on Power Systems , 2009 , 24 ( 3 ): 1435 - 1445 .
陈之栩 , 张粒子 , 舒隽 . 交直流迭代法求解含网损节点边际电价 [J]. 电力系统自动化 , 2007 , 31 ( 11 ): 22 - 25 .
CHEN Zhixu , ZHANG Lizi , SHU Jun . AC-DC iterative methods for calculating locational marginal price with losses [J]. Automation of Electric Power Systems , 2007 , 31 ( 11 ): 22 - 25 .
LIPKA P , OREN S S , O’NEILL R P , et al . Running a more complete market with the SLP-IV-ACOPF [J]. IEEE Transactions on Power Systems , 2017 , 32 ( 2 ): 1139 - 1148 .
WANG Q , ZHANG G Y , MCCALLEY J D , et al . Risk-based locational marginal pricing and congestion management [J]. IEEE Transactions on Power Systems , 2014 , 29 ( 5 ): 2518 - 2528 .
WU F , VARAIYA P , SPILLER P , et al . Folk theorems on transmission access: proofs and counterexamples [J]. Journal of Regulatory Economics , 1996 , 10 ( 1 ): 5 - 23 .
O’NEILL R P , SOTKIEWICZ P M , HOBBS B F , et al . Efficient market-clearing prices in markets with nonconvexities [J]. European Journal of Operational Research , 2005 , 164 ( 1 ): 269 - 285 .
GRIBIK P R , HOGAN W W , POPE S L . Market-clearing electricity prices and energy uplift [R/OL]. [ 2019-11-20 ]. https://www.docin.com/p-1361248094.html https://www.docin.com/p-1361248094.html .
LIBEROPOULOS G , ANDRIANESIS P . Critical review of pricing schemes in markets with non-convex costs [J]. Operations Research , 2016 , 64 ( 1 ): 17 - 31 .
HOGAN W W , RING B J . On minimum-uplift pricing for electricity markets [R/OL]. [ 2020-03-19 ]. https://sites.hks.harvard. Edu/fs/whogan/minuplift031903.pdf https://sites.hks.harvard.Edu/fs/whogan/minuplift031903.pdf .
SCHIRO D A , ZHENG T X , ZHAO F , et al . Convex hull pricing in electricity_newline markets: formulation, analysis, and implementation challenges [J]. IEEE Transactions on Power Systems , 2016 , 31 ( 5 ): 4068 - 4075 .
HUA B W , BALDICK R . A convex primal formulation for convex hull pricing [J]. IEEE Transactions on Power Systems , 2016 , 31 ( 5 ): 3814 - 3823 .
WANG C C , LUH P B , GRIBIK P , et al . Commitment cost allocation of fast-start units for approximate extended locational marginal prices [J]. IEEE Transactions on Power Systems , 2016 , 31 ( 6 ): 4176 - 4184 .
房欣欣 , 杨知方 , 余娟 , 等 . 节点电价的理论剖析与拓展 [J]. 中国电机工程学报 , 2020 , 40 ( 2 ): 379 - 390 .
FANG Xinxin , YANG Zhifang , YU Juan , et al . Theoretical analysis and extension of locational marginal price [J]. Proceedings of the CSEE , 2020 , 40 ( 2 ): 379 - 390 .
AL-ABDULLAH Y M , SALLOUM A , HEDMAN K W , et al . Analyzing the impacts of constraint relaxation practices in electric energy markets [J]. IEEE Transactions on Power Systems , 2016 , 31 ( 4 ): 2566 - 2577 .
YANG Z F , ZHONG H W , LIN W , et al . Mapping between transmission constraint penalty factor and OPF solution in electricity markets: analysis and fast calculation [J]. Energy , 2019 , 168 : 1181 - 1191 .
MOTTO A L , GALIANA F D . Equilibrium of auction markets with unit commitment: the need for augmented pricing [J]. IEEE Transactions on Power Systems , 2002 , 17 ( 3 ): 798 - 805 .
VAN VYVE M . Linear prices for non-convex electricity markets: models and algorithms [R/OL]. [ 2019-12-21 ]. https://www.researchgate.net/publication/239806267_Linear_prices_for_non-convex_electricity_markets_models_and_algorithms https://www.researchgate.net/publication/239806267_Linear_prices_for_non-convex_electricity_markets_models_and_algorithms .
丁晓莺 , 王锡凡 . 一种基于独立电价变量的节点电价模型 [J]. 电力系统自动化 , 2006 , 30 ( 8 ): 16 - 20 .
DING Xiaoying , WANG Xifan . Nodal pricing model based on independent price variables [J]. Automation of Electric Power Systems , 2006 , 30 ( 8 ): 16 - 20 .
RUIZ C , CONEJO A J , GABRIEL S A . Pricing non-convexities in an electricity pool [J]. IEEE Transactions on Power Systems , 2012 , 27 ( 3 ): 1334 - 1342 .
O’NEILL R P , CASTILLO A , ELDRIDGE B , et al . Dual pricing algorithm in ISO markets [J]. IEEE Transactions on Power Systems , 2017 , 32 ( 4 ): 3308 - 3310 .
YANG Z F , ZHENG T X , YU J , et al . A unified approach to pricing under nonconvexity [J]. IEEE Transactions on Power Systems , 2019 , 34 ( 5 ): 3417 - 3427 .
FANG X X , YANG Z F , YU J , et al . Electricity pricing under constraint violations [J]. IEEE Transactions on Power Systems , 2020 , 35 ( 4 ): 2794 - 2803 .
0
浏览量
0
下载量
8
CSCD
关联资源
相关文章
相关作者
相关机构
京公网安备11010802024621