促进风电消纳的供需互动合约机制与多市场购电策略
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摘要
中国售电侧市场的逐步开放为风电大规模消纳的市场化解决提供了新的可能途径。研究了以促进风电消纳为目标的风电商—售电商供需互动市场机制构建框架。在长期电能市场、现货电能市场、备用市场等市场化交易体系的支撑下,考虑售电公司的需求侧响应能力,建立了以综合购电成本最小为目标的风电—售电多市场购电的随机规划模型。通过对模型结构的分析,给出了在给定价格序列下单时段子问题的解析最优解以及基于情景树的价格序列生成方法,实现了期望意义下购电决策问题的快速求解。最后通过算例分析,讨论了在多市场购电决策层面,供需互动机制促进风电消纳的关键因素。
The new round of electricity market reform in China provides a new possible way for the market-oriented solution of large-scale wind power accommodation. A framework of supply-demand interaction contract mechanism across multi-market is presented to improve wind power accommodation. A stochastic programming model is built to minimize the total electricity purchasing cost of wind generators and retailers under the support of marketized trading system including long-term market, spot market, reserve market, and considering demand-side response capability of retailers. By analyzing the model structure, an analytic optimal solution of the single time period subproblem is proposed under the given price sequence generated by scenario tree. The fast solution of the expected electricity purchasing decision-making is achieved. Finally, some key factors of wind power accommodation through supply-demand interaction are discussed at the multi-market decision-making level through a study case.
The new round of electricity market reform in China provides a new possible way for the market-oriented solution of large-scale wind power accommodation. A framework of supply-demand interaction contract mechanism across multi-market is presented to improve wind power accommodation. A stochastic programming model is built to minimize the total electricity purchasing cost of wind generators and retailers under the support of marketized trading system including long-term market, spot market, reserve market, and considering demand-side response capability of retailers. By analyzing the model structure, an analytic optimal solution of the single time period subproblem is proposed under the given price sequence generated by scenario tree. The fast solution of the expected electricity purchasing decision-making is achieved. Finally, some key factors of wind power accommodation through supply-demand interaction are discussed at the multi-market decision-making level through a study case.
引文
[1] 史连军,周琳,庞博,等.中国促进清洁能源消纳的市场机制设计思路[J].电力系统自动化,2017,41(24):83-89.DOI:10.7500/AEPS20170614002.SHI Lianjun, ZHOU Lin, PANG Bo, et al. Design ideas of electricity market mechanism to improve the accommodation of clean energy in China[J]. Automation of Electric Power Systems, 2017, 41(24): 83-89. DOI: 10.7500/AEPS20170614002.
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[9] 任艺,周明,李庚银.考虑用户需求响应的售电公司购售电决策双层模型[J].电力系统自动化,2017,41(14):30-36.DOI:10.7500/AEPS20170219003.REN Yi, ZHOU Ming, LI Gengyin. Bi-level model of electricity procurement and sale strategies for electricity retailers considering user’s demand response[J]. Automation of Electric Power Systems, 2017, 41(14): 30-36. DOI: 10.7500/AEPS20170219003.
[10] 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.
[11] 徐玮,康重庆,钟声,等.电网企业购售电决策中的报价空间分析[J].电网技术,2008,32(9):15-20.XU Wei, KANG Chongqing, ZHONG Sheng, et al. Analysis on bidding space for power grid enterprises’ decision-making of electricity purchasing and sales[J]. Power System Technology, 2008, 32(9): 15-20.
[12] 赵阳,蒋传文,赵岩,等.基于偏度-加权条件风险价值的售电公司动态购电策略[J].电网与清洁能源,2017,33(1):130-136.ZHAO Yang, JIANG Chuanwen, ZHAO Yan, et al. Skewness-WCVaR based dynamic procurement strategy for electricity retailers[J]. Power System and Clean Energy, 2017, 33(1): 130-136.
[13] 陈彦州,赵俊华,文福拴,等.偏度风险价值下供电公司/电力零售公司动态购电组合策略[J].电力系统自动化,2011,35(6):25-29.CHEN Yanzhou, ZHAO Junhua, WEN Fushuan, et al. A skewness-VaR based dynamic electricity purchasing strategy for power supply companies/retail companies[J]. Automation of Electric Power Systems, 2011, 35(6): 25-29.
[14] ZHANG Chunyu, WANG Qi, WANG Jianhui, et al. Real-time procurement strategies of a proactive distribution company with aggregator-based demand response[J]. IEEE Transactions on Smart Grid, 2018, 9(2): 766-776.
[15] 邹鹏,李春晖,郭静,等.考虑可中断负荷的配售电公司最优购售电策略[J].南方电网技术,2017,11(2):71-77.ZOU Peng, LI Chunhui, GUO Jing, et al. Optimal marketing strategy of distribution and retail companies considering interruptible load[J]. Southern Power System Technology, 2017, 11(2): 71-77.
[16] AL A T, EL-SHARKAWI M A. Coordinated trading of wind and thermal energy[J]. IEEE Transactions on Sustainable Energy, 2011, 2(3): 277-287.
[17] 吴杨,刘俊勇,高红均,等.基于风险决策的风火发电权交易研究[J].电网技术,2016,40(3):833-839.WU Yang, LIU Junyong, GAO Hongjun, et al. Research on power generation right trading between wind power and thermal power based on risky decision-making[J]. Power System Technology, 2016, 40(3): 833-839.
[18] 徐玮,杨玉林,李政光,等.甘肃酒泉大规模风电参与电力市场模式及其消纳方案[J].电网技术,2010,34(6):71-77.XU Wei, YANG Yulin, LI Zhengguang, et al. Participation mode of large-scale Jiuquan wind power farm in Gansu Province to electricity market and its utilization scheme[J]. Power System Technology, 2010, 34(6): 71-77.
[19] 冯奕,刘秋华,刘颖,等.中国售电侧可再生能源配额制设计探索[J].电力系统自动化,2017,41(24):137-141.DOI:10.7500/AEPS20170615014.FENG Yi, LIU Qiuhua, LIU Ying, et al. Design and exploration of renewable portfolio standard in power demand side in China[J]. Automation of Electric Power Systems, 2017, 41(24): 137-141. DOI: 10.7500/AEPS20170615014.
[20] 曾鸣,段金辉,李娜,等.英国电力双边交易市场模式的经验借鉴[J].华东电力,2013,41(1):1-4.ZENG Ming, DUAN Jinhui, LI Na, et al. The experience of British bilateral electricity market modes[J]. East China Electric Power, 2013, 41(1): 1-4.
[21] 杜超,王锡凡,王秀丽,等.双边分段竞价的电力市场[J].电力系统自动化,2014,38(13):28-32.DU Chao, WANG Xifan, WANG Xiuli, et al. Electricity market based on bilateral block bidding[J]. Automation of Electric Power Systems, 2014, 38(13): 28-32.
[22] 赖业宁,薛禹胜,汪德星,等.备用容量服务市场的风险决策[J].电力系统自动化,2006,30(16):1-5.LAI Yening, XUE Yusheng, WANG Dexing, et al. Risk decision-making for reserve capacity market[J]. Automation of Electric Power Systems, 2006, 30(16): 1-5.
[23] DAI Ting, QIAO Wei. Optimal bidding strategy of a strategic wind power producer in the short-term market[J]. IEEE Transactions on Sustainable Energy, 2015, 6(3): 707-719.
[24] DU Ershun, ZHANG Ning, KANG Chongqing, et al. Managing wind power uncertainty through strategic reserve purchasing[J]. IEEE Transactions on Power Systems, 2017, 32(4): 2547-2559.
[25] 丁一,惠红勋,林振智,等.面向电力需求侧主动响应的商业模式及市场框架设计[J].电力系统自动化,2017,41(14):2-9.DOI:10.7500/AEPS20170218001.DING Yi, HUI Hongxun, LIN Zhenzhi, et al. Design of business model and market framework oriented to active demand response of power demand side[J]. Automation of Electric Power Systems, 2017, 41(14): 2-9. DOI: 10.7500/AEPS20170218001.
[26] 张炜,王秀丽.基于分段竞价的售电侧需求响应策略[J].电力系统自动化,2017,41(14):24-29.DOI:10.7500/AEPS20170218006.ZHANG Wei, WANG Xiuli. Block bidding based demand response strategy for power sales side[J]. Automation of Electric Power Systems, 2017, 41(14): 24-29. DOI: 10.7500/AEPS20170218006.
[27] 刘敦楠,汤洪海,杨沫,等.促进新能源消纳的电力交易偏差结算补偿机制[J].电力系统自动化,2017,41(24):105-111.DOI:10.7500/AEPS20170615020.LIU Dunnan, TANG Honghai, YANG Mo, et al. Settlement compensation mechanism of power trading deviation with promotion of renewable energy consumption[J]. Automation of Electric Power Systems, 2017, 41(24): 105-111. DOI: 10.7500/AEPS20170615020.
[28] WU L, SHAHIDEHPOUR M, LI T. Stochastic security-constrained unit commitment[J]. IEEE Transactions on Power Systems, 2007, 22(2): 800-811.
[2] 王锡凡,肖云鹏,王秀丽.新形势下电力系统供需互动问题研究及分析[J].中国电机工程学报,2014,34(29):5018-5028.WANG Xifan, XIAO Yunpeng, WANG Xiuli. Study and analysis on supply-demand interaction of power systems under new circumstances[J]. Proceedings of the CSEE, 2014, 34(29): 5018-5028.
[3] 舒印彪,张智刚,郭剑波,等.新能源消纳关键因素分析及解决措施研究[J].中国电机工程学报,2017,37(1):1-9.SHU Yinbiao, ZHANG Zhigang, GUO Jianbo, et al. Study on key factors and solution of renewable energy accommodation[J]. Proceedings of the CSEE, 2017, 37(1): 1-9.
[4] BITAR E, POOLLA K, KHARGONEKAR P, et al. Selling random wind[C]// 45th Hawaii International Conference on System Science, January 4-7, 2012, Hawaii, USA: 1931-1937.
[5] BITAR E Y, RAJAGOPAL R, KHARGONEKAR P P, et al. Bringing wind energy to market[J]. IEEE Transactions on Power Systems, 2012, 27(3): 1225-1235.
[6] TANG Wenyuan, JAIN R. Market mechanisms for buying random wind[J]. IEEE Transactions on Sustainable Energy, 2015, 6(4): 1615-1623.
[7] 肖云鹏,王锡凡,王秀丽,等.基于卖方灵活电力合约的风电合同交易机制[J].电力系统自动化,2016,40(5):38-44.XIAO Yunpeng, WANG Xifan, WANG Xiuli, et al. A wind power contract trading mechanism based on seller-side flexible electricity contract[J]. Automation of Electric Power Systems, 2016, 40(5): 38-44.
[8] 刘连光,刘鸿熹,刘自发,等.基于古诺模型的风火电合作容量优化[J].中国科学:技术科学,2016,46(5):467-474.LIU Lianguang, LIU Hongxi, LIU Zifa, et al. Cooperation capacity optimization of wind power and thermal power based on Cournot model[J]. SCIENTIA SINICA Technologica, 2016, 46(5): 467-474.
[9] 任艺,周明,李庚银.考虑用户需求响应的售电公司购售电决策双层模型[J].电力系统自动化,2017,41(14):30-36.DOI:10.7500/AEPS20170219003.REN Yi, ZHOU Ming, LI Gengyin. Bi-level model of electricity procurement and sale strategies for electricity retailers considering user’s demand response[J]. Automation of Electric Power Systems, 2017, 41(14): 30-36. DOI: 10.7500/AEPS20170219003.
[10] 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.
[11] 徐玮,康重庆,钟声,等.电网企业购售电决策中的报价空间分析[J].电网技术,2008,32(9):15-20.XU Wei, KANG Chongqing, ZHONG Sheng, et al. Analysis on bidding space for power grid enterprises’ decision-making of electricity purchasing and sales[J]. Power System Technology, 2008, 32(9): 15-20.
[12] 赵阳,蒋传文,赵岩,等.基于偏度-加权条件风险价值的售电公司动态购电策略[J].电网与清洁能源,2017,33(1):130-136.ZHAO Yang, JIANG Chuanwen, ZHAO Yan, et al. Skewness-WCVaR based dynamic procurement strategy for electricity retailers[J]. Power System and Clean Energy, 2017, 33(1): 130-136.
[13] 陈彦州,赵俊华,文福拴,等.偏度风险价值下供电公司/电力零售公司动态购电组合策略[J].电力系统自动化,2011,35(6):25-29.CHEN Yanzhou, ZHAO Junhua, WEN Fushuan, et al. A skewness-VaR based dynamic electricity purchasing strategy for power supply companies/retail companies[J]. Automation of Electric Power Systems, 2011, 35(6): 25-29.
[14] ZHANG Chunyu, WANG Qi, WANG Jianhui, et al. Real-time procurement strategies of a proactive distribution company with aggregator-based demand response[J]. IEEE Transactions on Smart Grid, 2018, 9(2): 766-776.
[15] 邹鹏,李春晖,郭静,等.考虑可中断负荷的配售电公司最优购售电策略[J].南方电网技术,2017,11(2):71-77.ZOU Peng, LI Chunhui, GUO Jing, et al. Optimal marketing strategy of distribution and retail companies considering interruptible load[J]. Southern Power System Technology, 2017, 11(2): 71-77.
[16] AL A T, EL-SHARKAWI M A. Coordinated trading of wind and thermal energy[J]. IEEE Transactions on Sustainable Energy, 2011, 2(3): 277-287.
[17] 吴杨,刘俊勇,高红均,等.基于风险决策的风火发电权交易研究[J].电网技术,2016,40(3):833-839.WU Yang, LIU Junyong, GAO Hongjun, et al. Research on power generation right trading between wind power and thermal power based on risky decision-making[J]. Power System Technology, 2016, 40(3): 833-839.
[18] 徐玮,杨玉林,李政光,等.甘肃酒泉大规模风电参与电力市场模式及其消纳方案[J].电网技术,2010,34(6):71-77.XU Wei, YANG Yulin, LI Zhengguang, et al. Participation mode of large-scale Jiuquan wind power farm in Gansu Province to electricity market and its utilization scheme[J]. Power System Technology, 2010, 34(6): 71-77.
[19] 冯奕,刘秋华,刘颖,等.中国售电侧可再生能源配额制设计探索[J].电力系统自动化,2017,41(24):137-141.DOI:10.7500/AEPS20170615014.FENG Yi, LIU Qiuhua, LIU Ying, et al. Design and exploration of renewable portfolio standard in power demand side in China[J]. Automation of Electric Power Systems, 2017, 41(24): 137-141. DOI: 10.7500/AEPS20170615014.
[20] 曾鸣,段金辉,李娜,等.英国电力双边交易市场模式的经验借鉴[J].华东电力,2013,41(1):1-4.ZENG Ming, DUAN Jinhui, LI Na, et al. The experience of British bilateral electricity market modes[J]. East China Electric Power, 2013, 41(1): 1-4.
[21] 杜超,王锡凡,王秀丽,等.双边分段竞价的电力市场[J].电力系统自动化,2014,38(13):28-32.DU Chao, WANG Xifan, WANG Xiuli, et al. Electricity market based on bilateral block bidding[J]. Automation of Electric Power Systems, 2014, 38(13): 28-32.
[22] 赖业宁,薛禹胜,汪德星,等.备用容量服务市场的风险决策[J].电力系统自动化,2006,30(16):1-5.LAI Yening, XUE Yusheng, WANG Dexing, et al. Risk decision-making for reserve capacity market[J]. Automation of Electric Power Systems, 2006, 30(16): 1-5.
[23] DAI Ting, QIAO Wei. Optimal bidding strategy of a strategic wind power producer in the short-term market[J]. IEEE Transactions on Sustainable Energy, 2015, 6(3): 707-719.
[24] DU Ershun, ZHANG Ning, KANG Chongqing, et al. Managing wind power uncertainty through strategic reserve purchasing[J]. IEEE Transactions on Power Systems, 2017, 32(4): 2547-2559.
[25] 丁一,惠红勋,林振智,等.面向电力需求侧主动响应的商业模式及市场框架设计[J].电力系统自动化,2017,41(14):2-9.DOI:10.7500/AEPS20170218001.DING Yi, HUI Hongxun, LIN Zhenzhi, et al. Design of business model and market framework oriented to active demand response of power demand side[J]. Automation of Electric Power Systems, 2017, 41(14): 2-9. DOI: 10.7500/AEPS20170218001.
[26] 张炜,王秀丽.基于分段竞价的售电侧需求响应策略[J].电力系统自动化,2017,41(14):24-29.DOI:10.7500/AEPS20170218006.ZHANG Wei, WANG Xiuli. Block bidding based demand response strategy for power sales side[J]. Automation of Electric Power Systems, 2017, 41(14): 24-29. DOI: 10.7500/AEPS20170218006.
[27] 刘敦楠,汤洪海,杨沫,等.促进新能源消纳的电力交易偏差结算补偿机制[J].电力系统自动化,2017,41(24):105-111.DOI:10.7500/AEPS20170615020.LIU Dunnan, TANG Honghai, YANG Mo, et al. Settlement compensation mechanism of power trading deviation with promotion of renewable energy consumption[J]. Automation of Electric Power Systems, 2017, 41(24): 105-111. DOI: 10.7500/AEPS20170615020.
[28] WU L, SHAHIDEHPOUR M, LI T. Stochastic security-constrained unit commitment[J]. IEEE Transactions on Power Systems, 2007, 22(2): 800-811.