
浏览全部资源
扫码关注微信
1.复杂工程系统测量与控制教育部重点实验室(东南大学),江苏省南京市 210096
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
3.智能电网保护和运行控制国家重点实验室,江苏省南京市 211106
王德昊(1996—),男,硕士研究生,主要研究方向:电力市场。E-mail:220181552@seu.edu.cn
王颖(1989—),女,博士,讲师,主要研究方向:电力调度。E-mail:wangyingrice@126.com
曹荣章(1969—),男,研究员级高级工程师,主要研究方向:电力系统调度自动化及电力市场。
张凯锋(1977—),男,通信作者,博士,教授,博士生导师,主要研究方向:电力系统调度与控制、电力市场。E-mail:kaifengzhang@seu.edu.cn
收稿日期:2020-09-04,
修回日期:2021-04-13,
网络出版日期:2021-05-31,
纸质出版日期:2021-09-10
移动端阅览
王德昊,王颖,曹荣章等.基于价格配额曲线的售电商投标策略优化[J].电力系统自动化,2021,45(17):108-116.
WANG Dehao,WANG Ying,CAO Rongzhang,et al.Price Quota Curve Based Optimization of Bidding Strategy for Electricity Retailers[J].Automation of Electric Power Systems,2021,45(17):108-116.
王德昊,王颖,曹荣章等.基于价格配额曲线的售电商投标策略优化[J].电力系统自动化,2021,45(17):108-116. DOI: 10.7500/AEPS20200904006.
WANG Dehao,WANG Ying,CAO Rongzhang,et al.Price Quota Curve Based Optimization of Bidding Strategy for Electricity Retailers[J].Automation of Electric Power Systems,2021,45(17):108-116. DOI: 10.7500/AEPS20200904006.
近年来随着中国电力体制的改革,大量售电商参与到电力市场之中。对于部分售电商而言,其可能存在一定的市场影响力,投标行为会对市场出清电价产生影响,进而影响到自身的投标策略。考虑到售电商自身的投标策略对市场出清电价的影响以及出清电价本身的不确定性,文中将市场出清电价分布与价格配额曲线(PQC)相结合,建立了基于PQC的市场出清电价的分布模型,进而建立了售电商在电力市场的投标行为优化模型。同时,研究了不同市场供求关系下对应的出清电价分布情况对售电商投标策略的影响。算例表明,对比不同情况下售电商的最优投标策略,基于PQC的方法可以使售电商更好地适应市场并合理地调整投标策略。
In recent years
with the reform of power systems in China
a large number of electricity retailers participate in the electricity market. For some electricity retailers
they may have certain market influence
and their bidding behavior will affect the market clearing price
thus affecting the bidding strategy of themselves. Considering the influence of the bidding strategy of electricity retailers on the market clearing price and the uncertainty of the clearing price itself
this paper combines the distribution of the market clearing price with the price quota curve (PQC)
and establishes the distribution model of the market clearing price based on the PQC. Then
an optimization model for the bidding behavior of electricity retailers in electricity markets is established. Meanwhile
in different market supply and demand relationships
the influence of the distribution of clearing prices on the bidding strategies of electricity retailers is studied. The calculation example shows that
by comparing the optimal bidding strategies of electricity retailers under different conditions
the PQC-based method can make the electricity retailers adapt to the market better and adjust the bidding strategies reasonably.
中共中央 国务院关于进一步深化电力体制改革的若干意见(中发 〔2015〕 9号) [EB/OL].[ 2016-12-14 ]. http://tgs.ndrc.gov.cn/zywj/201601/t20160129_773852.html http://tgs.ndrc.gov.cn/zywj/201601/t20160129_773852.html .
Opinions of the CPC Central Committee and the State Council on further deepening the reform of the electric power system (〔2015〕No . 9 )[EB/OL]. [ 2016-12-14 ]. http://tgs.ndrc.gov.cn/zywj/201601/t20160129_773852.html http://tgs.ndrc.gov.cn/zywj/201601/t20160129_773852.html .
宋永华 , 包铭磊 , 丁一 , 等 . 新电改下我国电力现货市场建设关键要点综述及相关建议 [J]. 中国电机工程学报 , 2020 , 40 ( 10 ): 3172 - 3187 .
SONG Yonghua , BAO Minglei , DING Yi , et al . Review of Chinese electricity spot market key issues and its suggestions under the new round of Chinese power system reform [J]. Proceedings of the CSEE , 2020 , 40 ( 10 ): 3172 - 3187 .
吴诚 , 高丙团 , 汤奕 , 等 . 基于主从博弈的发电商与大用户双边合同交易模型 [J]. 电力系统自动化 , 2016 , 40 ( 22 ): 56 - 62 .
WU Cheng , GAO Bingtuan , TANG Yi , et al . Master-slave game based bilateral contract transaction model for generation companies and large consumers [J]. Automation of Electric Power Systems , 2016 , 40 ( 22 ): 56 - 62 .
谭忠富 , 王冠 , 李鹏 , 等 . 市场环境下的售电商合作博弈研究 [J]. 中国电力 , 2017 , 50 ( 4 ): 45 - 51 .
TAN Zhongfu , WANG Guan , LI Peng , et al . Research on cooperative game of electricity providers under the market environment [J]. Electric Power , 2017 , 50 ( 4 ): 45 - 51 .
喻小宝 , 谭忠富 , 马佳乐 , 等 . 计及需求响应的售电公司正偏差电量考核优化模型 [J]. 电力系统自动化 , 2019 , 43 ( 7 ): 120 - 128 .
YU Xiaobao , TAN Zhongfu , MA Jiale , et al . Optimal model for positive deviation penalty of power retailers considering demand response [J]. Automation of Electric Power Systems , 2019 , 43 ( 7 ): 120 - 128 .
郭昆健 , 高赐威 , 林国营 , 等 . 现货市场环境下售电商激励型需求响应优化策略 [J]. 电力系统自动化 , 2020 , 44 ( 15 ): 28 - 35 .
GUO Kunjian , GAO Ciwei , LIN Guoying , et al . Optimization strategy of incentive based demand response for electricity retailer in spot market environment [J]. Automation of Electric Power Systems , 2020 , 44 ( 15 ): 28 - 35 .
SHAFIEE S , ZAREIPOUR H , KNIGHT A M . Developing bidding and offering curves of a price-maker energy storage facility based on robust optimization [J]. IEEE Transactions on Smart Grid , 2019 , 10 ( 1 ): 650 - 660 .
DE LA TORRE S , CONEJO A J , CONTRERAS J . Simulating oligopolistic pool-based electricity markets: a multiperiod approach [J]. IEEE Transactions on Power Systems , 2003 , 18 ( 4 ): 1547 - 1555 .
方勇 , 张喜荣 . 电力市场中的电价分析 [J]. 电力建设 , 2000 , 21 ( 10 ): 6 - 9 .
FANG Yong , ZHANG Xirong . Analysis on electric price in power market [J]. Electric Power Construction , 2000 , 21 ( 10 ): 6 - 9 .
DE LA TORRE S , ARROYO J M , CONEJO A J , et al . Price maker self-scheduling in a pool-based electricity market: a mixed-integer LP approach [J]. IEEE Transactions on Power Systems , 2002 , 17 ( 4 ): 1037 - 1042 .
DRURY E , DENHOLM P , SIOSHANSI R . The value of compressed air energy storage in energy and reserve markets [J]. Energy , 2011 , 36 ( 8 ): 4959 - 4973 .
SAFAEI H , KEITH D W . Compressed air energy storage with waste heat export: an Alberta case study [J]. Energy Conversion and Management , 2014 , 78 : 114 - 124 .
SOROUDI A . Robust optimization based self-scheduling of hydro-thermal Genco in smart grids [J]. Energy , 2013 , 61 : 262 - 271 .
NOJAVAN S , GHESMATI H , ZARE K . Robust optimal offering strategy of large consumer using IGDT considering demand response programs [J]. Electric Power Systems Research , 2016 , 130 : 46 - 58 .
BARINGO L , CONEJO A J . Offering strategy via robust optimization [J]. IEEE Transactions on Power Systems , 2011 , 26 ( 3 ): 1418 - 1425 .
KNEŽEVIĆ G , FEKETE K , NIKOLOVSKI S . Applying agent-based modeling to electricity market simulation [C]// The 33rd International Convention MIPRO , May 24-28 , 2010 , Opatija, Croatia : 647 - 652 .
FEKETE K , NIKOLOVSKI S , PUZAK D , et al . Agent-based modelling application possibilities for Croatian electricity market simulation [C]// 5th International Conference on the European Electricity Market , May 28-30 , 2008 , Lisboa, Portugal : 1 - 6 .
孙毅 , 刘迪 , 李彬 , 等 . 深度强化学习在需求响应中的应用 [J]. 电力系统自动化 , 2019 , 43 ( 5 ): 183 - 191 .
SUN Yi , LIU Di , LI Bin , et al . Application of deep reinforcement learning in demand response [J]. Automation of Electric Power Systems , 2019 , 43 ( 5 ): 183 - 191 .
邵成成 , 冯陈佳 , 傅旭 , 等 . 多能源电力系统生产模拟:现状与挑战 [J]. 中国电机工程学报 , 2021 , 41 ( 6 ): 2029 - 2040 .
SHAO Chengcheng , FENG Chenjia , FU Xu , et al . Multi energy power system production simulation: state of arts and challenges [J]. Proceedings of the CSEE , 2021 , 41 ( 6 ): 2029 - 2040 .
李刚 , 何怡刚 . 区域电力市场中的寡头发电厂商博弈分析 [J]. 华北电力大学学报 , 2007 , 34 ( 4 ): 43 - 46 .
LI Gang , HE Yigang . Oligarchic power plants game analysis in regional power markets [J]. Journal of North China Electric Power University , 2007 , 34 ( 4 ): 43 - 46 .
赵会茹 , 赵名锐 , 王玉玮 . 售电侧开放下日前电力市场动态博弈模型 [J]. 电力建设 , 2017 , 38 ( 4 ): 144 - 152 .
ZHAO Huiru , ZHAO Mingrui , WANG Yuwei . Day-ahead electric power market dynamic game model based on sale-side opening up [J]. Electric Power Construction , 2017 , 38 ( 4 ): 144 - 152 .
李力行 , 苗世洪 , 余璟 , 等 . 源荷双侧不确定因素影响下基于Rubinstein博弈的电网双层定价模型 [J]. 电工技术学报 , 2019 , 34 ( 增刊2 ): 729 - 741 .
LI Lixing , MIAO Shihong , YU Jing , et al . Double-layer pricing model of power grid based on Rubinstein game under the influence of source-side and load-side uncertainty [J]. Transactions of China Electrotechnical Society , 2019 , 34 ( Supplement 2 ): 729 - 741 .
叶畅 , 苗世洪 , 刘昊 , 等 . 联盟链框架下主动配电网电力交易主体合作演化策略 [J]. 电工技术学报 , 2020 , 35 ( 8 ): 1739 - 1753 .
YE Chang , MIAO Shihong , LIU Hao , et al . Cooperative evolutionary game strategy for electricity trading stakeholders in active distribution network under consortium blockchain framework [J]. Transactions of China Electrotechnical Society , 2020 , 35 ( 8 ): 1739 - 1753 .
NASROLAHPOUR E , KAZEMPOUR J , ZAREIPOUR H , et al . Impacts of ramping inflexibility of conventional generators on strategic operation of energy storage facilities [J]. IEEE Transactions on Smart Grid , 2018 , 9 ( 2 ): 1334 - 1344 .
NASROLAHPOUR E , KAZEMPOUR S J , ZAREIPOUR H , et al . Strategic sizing of energy storage facilities in electricity markets [J]. IEEE Transactions on Sustainable Energy , 2016 , 7 ( 4 ): 1462 - 1472 .
ZUGNO M , MORALES J M , PINSON P , et al . Pool strategy of a price-maker wind power producer [J]. IEEE Transactions on Power Systems , 2013 , 28 ( 3 ): 3440 - 3450 .
STEEGER G , BARROSO L A , REBENNACK S . Optimal bidding strategies for hydro-electric producers: a literature survey [J]. IEEE Transactions on Power Systems , 2014 , 29 ( 4 ): 1758 - 1766 .
SHEBLÉ G B . Computational auction mechanisms for restructured power industry operation [M]. Boston, USA : Springer , 1999 .
SHAFIEE S , ZAMANI-DEHKORDI P , ZAREIPOUR H , et al . Economic assessment of a price-maker energy storage facility in the Alberta electricity market [J]. Energy , 2016 , 111 : 537 - 547 .
BASLIS C G , BAKIRTZIS A G . Mid-term stochastic scheduling of a price-maker hydro producer with pumped storage [J]. IEEE Transactions on Power Systems , 2011 , 26 ( 4 ): 1856 - 1865 .
张富强 , 周浩 . 电力市场中的电价分布问题 [J]. 电力系统自动化 , 2006 , 30 ( 4 ): 22 - 28 .
ZHANG Fuqiang , ZHOU Hao . Probability distribution of prices in electricity market [J]. Automation of Electric Power Systems , 2006 , 30 ( 4 ): 22 - 28 .
UGEDO A , LOBATO E , FRANCO A , et al . Stochastic model of residual demand curves with decision trees [C]// 2003 IEEE Power Engineering Society General Meeting , July 13-17 , 2003 , Toronto, Canada : 979 - 984 .
DING H J , PINSON P , HU Z C , et al . Optimal offering and operating strategy for a large wind-storage system as a price maker [J]. IEEE Transactions on Power Systems , 2017 , 32 ( 6 ): 4904 - 4913 .
BOTTAZZI G , SAPIO S , SECCHI A . Some statistical investigations on the nature and dynamics of electricity prices [J]. Physica A: Statistical Mechanics and Its Applications , 2005 , 355 ( 1 ): 54 - 61 .
尚金成 , 黄永皓 , 张维存 , 等 . 一种基于博弈论的发电商竞价策略模型与算法 [J]. 电力系统自动化 , 2002 , 26 ( 9 ): 12 - 15 .
SHANG Jincheng , HUANG Yonghao , ZHANG Weicun , et al . A model and algorithm of game theory based bidding strategy for an independent power provider [J]. Automation of Electric Power Systems , 2002 , 26 ( 9 ): 12 - 15 .
SHRESTHA G B , QIAO S B . Analysis of electricity price in competitive markets: a study in Singapore market [C]// 2008 IEEE Power and Energy Society General Meeting—Conversion and Delivery of Electrical Energy in the 21st Century , July 20-24 , 2008 , Pittsburgh, USA : 1 - 5 .
ZHU Zhaoxia , ZOU Bin . PJM statistical analysis of day-ahead prices in PJM market [J]. Automation of Electric Power Systems , 2006 , 30 ( 23 ): 53 - 57 .
CABERO J . Forecasting long term electricity prices [EB/OL]. [ 2020-07-31 ]. http://www.it. upco.es/decs/03JCBO1.pdf http://www.it.upco.es/decs/03JCBO1.pdf .
白利超 , 康重庆 , 夏清 , 等 . 不确定性电价分析 [J]. 中国电机工程学报 , 2002 , 22 ( 5 ): 36 - 41 .
BAI Lichao , KANG Chongqing , XIA Qing , et al . Analysis on the uncertainty of electricity price [J]. Proceedings of the CSEE , 2002 , 22 ( 5 ): 36 - 41 .
陈泉 , 严正 , 罗谌持 . 电价 α -稳定分布模型及其计及风险的报价策略 [J]. 电力系统及其自动化学报 , 2010 , 22 ( 2 ): 124 - 128 .
CHEN Quan , YAN Zheng , LUO Chenchi . α -stable statistical modeling of electricity price and its risk-constrained optimal bidding strategies [J]. Proceedings of the CSU-EPSA , 2010 , 22 ( 2 ): 124 - 128 .
PARK J , SHEVLYAKOV G , KIM K . Maximin distributed detection in the presence of impulsive alpha-stable noise [J]. IEEE Transactions on Wireless Communications , 2011 , 10 ( 6 ): 1687 - 1691 .
金艳 , 李曙光 , 姬红兵 . 基于柯西分布的跳频信号参数最大似然估计方法 [J]. 电子与信息学报 , 2016 , 38 ( 7 ): 1696 - 1702 .
JIN Yan , LI Shuguang , JI Hongbing . Maximum-likelihood estimation for frequency-hopping parameters by Cauchy distribution [J]. Journal of Electronics and Information Technology , 2016 , 38 ( 7 ): 1696 - 1702 .
陈喜生 , 邹斌 . 期望利润最大化报价策略的风险分析 [J]. 继电器 , 2007 , 35 ( 12 ): 52 - 55 .
CHEN Xisheng , ZOU Bin . Risk analysis of bidding strategy for expected profit maximization [J]. Relay , 2007 , 35 ( 12 ): 52 - 55 .
LINDSAY B G . Mixture models: theory, geometry and applications [J]. NSF-CBMS Regional Conference Series in Probability and Statistics , 1995 , 163 .
SEIDEL W . Mixture models [M]. Berlin, Germany : Springer , 2011 : 827 - 829 .
GREFENSTETTE J J . Genetic algorithms and machine learning [J]. Machine Learning , 1988 , 3 ( 2 ): 95 - 99 .
0
浏览量
0
下载量
5
CSCD
关联资源
相关文章
相关作者
相关机构
京公网安备11010802024621