考虑绿色证书交易的寡头电力市场均衡分析
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摘要
可再生能源配额和可交易绿色证书制度作为一种基于市场机制的新能源扶持政策,得到越来越多的关注。该政策的引入会对电力批发市场的竞争产生重要影响,特别是绿色证书交易市场与电力批发交易市场之间存在复杂的相互影响关系。为了定量研究该影响关系,采用寡头竞争均衡理论,建立了一个考虑绿色证书交易市场和电力批发交易市场的两阶段联合均衡模型。在第1阶段,可再生能源发电商以供应函数模式参与证书市场竞争;在第2阶段,所有发电商以古诺模式参与批发市场竞争。该模型描述的均衡问题可以表示为一个具有均衡约束的均衡问题,可采用非线性互补方法来求解。最后,算例仿真重点研究不同配额要求下发电商在两个市场中的策略性行为及相互影响关系,表明在不同的配额要求下,可再生能源发电商会选择在不同市场中行使市场力,并导致电力批发市场价格与绿色证书市场价格上升。
As a market-based support policy of renewable energy,the renewable portfolio standard(RPS)and tradable green certificate(TGC)scheme is receiving ever-increasing attention.The integration of the RPS and TGC scheme is expected to exert significant influences on the electricity wholesale market competition,especially the interplay between the TGC market and the electricity wholesale market.To quantitatively investigate these influences,based on the oligopolistic competition equilibrium theory,a two-stage joint equilibrium model considering the TGC market and wholesale market is proposed.In stage one,the renewable firms behaveàla supply function mode in the TGC market,and in stage two,all generation firms behaveàla Cournot mode in the electricity wholesale market.The equilibrium model is formulated as an equilibrium problem with equilibrium constraints(EPEC)and is solved by the nonlinear complementarity approach.Finally,simulation examples focus on studying the strategic behaviors of generation firms in two markets under various RPS requirements and the interaction of these strategic behaviors.Simulation results show that,with various RPS values,the renewable firms exercise market power in different markets and drive up the electricity price and TGC price.
As a market-based support policy of renewable energy,the renewable portfolio standard(RPS)and tradable green certificate(TGC)scheme is receiving ever-increasing attention.The integration of the RPS and TGC scheme is expected to exert significant influences on the electricity wholesale market competition,especially the interplay between the TGC market and the electricity wholesale market.To quantitatively investigate these influences,based on the oligopolistic competition equilibrium theory,a two-stage joint equilibrium model considering the TGC market and wholesale market is proposed.In stage one,the renewable firms behaveàla supply function mode in the TGC market,and in stage two,all generation firms behaveàla Cournot mode in the electricity wholesale market.The equilibrium model is formulated as an equilibrium problem with equilibrium constraints(EPEC)and is solved by the nonlinear complementarity approach.Finally,simulation examples focus on studying the strategic behaviors of generation firms in two markets under various RPS requirements and the interaction of these strategic behaviors.Simulation results show that,with various RPS values,the renewable firms exercise market power in different markets and drive up the electricity price and TGC price.
引文
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[16]HUANG H,LI F X.Bidding strategy for wind generation considering conventional generation and transmission constraints[J].Journal of Modern Power Systems and Clean Energy,2015,3(1):51-62.
[17]XIAO Y P,WANG X F,WANG X L,et al.Behaviors analysis of wind power producer in the electricity market[J].Applied Energy,2016,171:325-335.
[18]JENSEN S G,SKYTTE K.Interactions between the power and green certificate markets[J].Energy Policy,2002,30(5):425-435.
[19]ZHOU H Z,TAMAS M M.Impacts of integration of production of black and green energy[J].Energy Economics,2010,32(1):220-226.
[20]AMUNDSEN E S,BERGMEN L.Green certificates and market power on the Nordic power market[J].The Energy Journal,2012,33(2):101-117.
[21]TANAKA M,CHEN Y.Market power in renewable portfolio standards[J].Energy Economics,2013,39(3):187-196.
[22]WILLEMS B.Cournot competition,financial option markets and efficiency[R].Berkeley,CA,USA:University of California Energy Institute,2005.
[2]WANG T,GONG Y,JIANG C W.A review on promoting share of renewable energy by green-trading mechanisms in power system[J].Renewable and Sustainable Energy Reviews,2014,40:923-929.
[3]TAN Z F,NGAN H W,WU Y,et al.Potential and policy issues for sustainable development of wind power in China[J].Journal of Modern Power Systems and Clean Energy,2013,1(3):204-215.
[4]HUANG J,XUE F,SONG X F.Simulation analysis on policy interaction effects between emission trading and renewable energy subsidy[J].Journal of Modern Power Systems and Clean Energy,2013,1(2):195-201.
[5]徐意婷,艾芊.考虑碳税策略的微网与常规机组协同运行[J].电力系统自动化,2016,40(14):25-32.DOI:10.7500/AEPS20150730010.XU Yiting,AI Qian.Coordinated operation of microgrid and conventional generators considering carbon tax strategy[J].Automation of Electric Power Systems,2016,40(14):25-32.DOI:10.7500/AEPS20150730010.
[6]刘文霞,凌云頔,赵天阳.低碳经济下基于博弈的风电容量规划方法[J].电力系统自动化,2015,39(19):68-74.DOI:10.7500/AEPS20141014002.LIU Wenxia,LING Yundi,ZHAO Tianyang.Cooperation game based capacity planning model for wind power in lowcarbon economy[J].Automation of Electric Power Systems,2015,39(19):68-74.DOI:10.7500/AEPS20141014002.
[7]WANG T,WANG X,GONG Y,et al.Initial allocation of carbon emission permits in power systems[J/OL].Journal of Modern Power Systems and Clean Energy[2017-02-18].DOI:10.1007/s40565-016-0194-7.
[8]罗金山,路畅,孟繁骏.碳排放及燃料约束下的电源规划及其效益评价[J].电力系统自动化,2016,40(11):47-52.DOI:10.7500/AEPS20150714011.LUO Jinshan,LU Chang,MENG Fanjun.Generation expansion planning and its benefit evaluation considering carbon emission and coal supply constraints[J].Automation of Electric Power Systems,2016,40(11):47-52.DOI:10.7500/AEPS20150714011.
[9]JU L W,LI H H,YU X B,et al.A combined external delivery optimization model for wind power and thermal power considering carbon trading and tradable green certificates based on credibility theory[J].International Journal of Electrical Power and Energy Systems,2016,78:51-60.
[10]寻斌斌,文福拴,薛禹胜,等.电力联营体模式下计及排污权交易的跨期多市场均衡[J].电力系统自动化,2011,35(3):21-28.XUN Binbin,WEN Fushuan,XUE Yusheng,et al.A periodspanning multi-market equilibrium model in a pool-based electricity market and emission trading environment[J].Automation of Electric Power Systems,2011,35(3):21-28.
[11]NIELSEN L,JEPPESEN T.Tradable green certificates in selected European countries—overview and assessment[J].Energy Policy,2003,31(1):3-14.
[12]任东明.中国可再生能源配额制与实施对策探讨[J].电力系统自动化,2011,35(22):25-28.REN Dongming.China’s renewable portfolio standards and implementing countermeasures[J].Automation of Electric Power Systems,2011,35(22):25-28.
[13]钟宇峰,黄民翔,文福拴,等.计及绿色证书交易机制的大用户直购电市场均衡分析[J].电力自动化设备,2014,34(2):144-150.ZHONG Yufeng,HUANG Minxiang,WEN Fushuan,et al.Equilibrium analysis of direct electricity purchase with green certificate mechanism[J].Electric Power Automation Equipment,2014,34(2):144-150.
[14]WANG X,LI Y Z,ZHANG S H.Oligopolistic equilibrium analysis for electricity market:a nonlinear complementary approach[J].IEEE Trans on Power Systems,2004,19(3):1348-1355.
[15]张宗益,郭兴磊,汪锋.基于寡头竞争模型的金融输电权与市场力分析[J].电力系统自动化,2011,35(6):30-33.ZHANG Zongyi,GUO Xinglei,WANG Feng.Analysis of financial transmission rights on market power based on oligopoly models[J].Automation of Electric Power Systems,2011,35(6):30-33.
[16]HUANG H,LI F X.Bidding strategy for wind generation considering conventional generation and transmission constraints[J].Journal of Modern Power Systems and Clean Energy,2015,3(1):51-62.
[17]XIAO Y P,WANG X F,WANG X L,et al.Behaviors analysis of wind power producer in the electricity market[J].Applied Energy,2016,171:325-335.
[18]JENSEN S G,SKYTTE K.Interactions between the power and green certificate markets[J].Energy Policy,2002,30(5):425-435.
[19]ZHOU H Z,TAMAS M M.Impacts of integration of production of black and green energy[J].Energy Economics,2010,32(1):220-226.
[20]AMUNDSEN E S,BERGMEN L.Green certificates and market power on the Nordic power market[J].The Energy Journal,2012,33(2):101-117.
[21]TANAKA M,CHEN Y.Market power in renewable portfolio standards[J].Energy Economics,2013,39(3):187-196.
[22]WILLEMS B.Cournot competition,financial option markets and efficiency[R].Berkeley,CA,USA:University of California Energy Institute,2005.