采用高低匹配机制的发电权交易市场中发电公司的竞价策略

发布时间：2018-09-11 19:09

【摘要】：发电权交易有利于优化电源结构,促进节能减排,在国内电力系统领域得到比较普遍的应用。发电公司在发电权交易市场中所采用的竞价策略直接影响其收益,因而是发电公司关注的重要问题。在此背景下,针对采用高低匹配机制的发电权集中竞价交易市场,发展了计及风险的发电公司的竞价策略。首先,建立了评估发电权交易双方的成本和收益的数学模型。之后,构建了发电公司参与采用高低匹配机制的发电权交易市场的计及风险的最优竞价策略的优化模型,并采用蒙特卡洛仿真方法求解。最后,用算例对所构造的最优竞价策略模型和采用的方法进行说明,并分析了发电权交易其他参与者的报价行为对所研究的发电公司最优报价策略的影响。
[Abstract]:Power right trading is beneficial to optimize power supply structure, promote energy saving and emission reduction, and is widely used in the field of domestic power system. The bidding strategy adopted by power generation companies in the power generation trading market directly affects their income, so it is an important issue for power generation companies to pay attention to. In this context, the bidding strategy of power generation companies taking into account the risks is developed for the centralized bidding market of power generation rights based on high and low matching mechanism. Firstly, a mathematical model is established to evaluate the costs and benefits of power right trading. After that, the optimal bidding strategy model of power generation companies taking into account the risk is constructed and solved by Monte Carlo simulation method. Finally, an example is used to illustrate the optimal bidding strategy model and the method used, and the influence of the bidding behavior of other participants in the power generation right transaction on the optimal bidding strategy of the power generation company is analyzed.
【作者单位】：直流输电技术国家重点实验室(南方电网科学研究院有限责任公司);浙江大学电气工程学院;
【基金】：国家重点基础研究发展规划项目(973计划)(2013CB228202) 国家自然科学基金项目(51477151) 南方电网科学研究院科研项目(CSGTRC-K153018)~~
【分类号】：F426.61

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