二级电力市场交易模式与方法研究
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摘要
席卷全球的电力市场化改革代表了电力工业的发展方向,随着中国电力工业的“厂网分开”与国家电力公司的解体,我国的电力市场化改革已全面展开。由此改革而带来的诸多问题中,电力市场交易模式与方法是一个基础问题,它关系到中国电力市场改革的顺利进行以及电力工业的可持续发展。美国加州电力市场危机出现以后,合理设计交易模式与规则的重要性得到了更加深入的认识。中国的电力工业发展现状以及外部市场环境与国外存在很多不一致的地方,在建设中国电力市场的过程中,可以借鉴国外电力市场的成功经验,但同时也应该结合我国的实际情况。区域电力市场是当前中国电力市场化改革的一个重点,未来在全国联网的基础上,中国还将建设国家电力市场。中国的区域电力市场与未来国家电力市场都可能采用二级电力市场结构,这是一种与国外现有电力市场不同的市场结构,采用什么交易模式与方法实现二级电力市场的各种交易是需要研究的问题。本文结合我国电力工业发展现状及外部市场环境,对二级电力市场交易模式与方法进行了初步的探讨与研究。
    论文首先回顾了世界电力工业市场化改革的背景、发展现状及我国电力工业市场化改革的进展情况,根据我国电力市场建设将采用二级电力市场结构的实际情况,明确了课题的研究内容。第2 章在介绍大系统基本理论的基础上,探讨了电力市场分层分区的原则以及我国电力市场的层次结构。在对区域电力市场多种交易模式进行分析的基础上,提出了兼顾电力资源优化配置与电网安全运行的区域电力市场交易模式。第3 章将期权理论引入电力市场,介绍了电力期权交易及主要形式,分析了电力期权交易的经济学原理,并探讨了电力期权的多种具体应用方式。
    根据二级电力市场的特点,第4 章提出了一种基于分布式协同计算的日前交易计划计算方法。该方法充分利用各个电力调度交易中心的计算资源与计算能力,将它们的计算机系统看作一个分布式交易计算平台,根据各个调度交易中心的计算能力分配计算任务,通过协同计算完成日前交易计划,兼顾了交易优化与电网安全校核。最后,对所提出的方法进行了仿真计算,结果表明这一方法是可行的。
    根据我国区域电网的实际情况,第5 章探讨了区域共同市场AGC 辅助服务交易。首先介绍了我国区域电网的AGC控制模式及发展趋势,分析了AGC辅助服务的成本。
The electricity market reform all around the world stands for the development direction of the electric power industry. With the disintegration of the State Electric Power Company and the separation of power plants from power grid in China, the electricity market reform has being generally outspreading. Among various problems brought by the reform, the trade mode and method of electricity market is the basic one and relate to smooth progress of electricity market reform and sustainable development of the electric power industry in China. It has been deeply understood that the importance of reasonable designing trade mode and principle after the happening of electricity market crisis in California US. There are many differences between China and foreign countries in electric power industry actualities and exterior market environment, so that the establiment of electricity market in China should learn the experience of other countries as well as consider the actualities of our nation. Currently the construction of six regional electricity markets is an emphasis of electricity market reform in china, and the national electricity market will be built after nationwide interconnection of power grid. The regional and national electricity markets may adopt the structure of two-level electricity market which is much different from other countries, the trade mode and method for the two-level electricity market is need to be studied. In this dissertation, the trade mode and method for the two-level electricity market paper is studied preliminarily based on the actualities of electric power industry and exterior market environment in China.
    Firstly, the backgrounds of electricity market reform all around the world and the progressing actualities in our country are reviewed, the significance and content of this subject are introduced according to that two-level electricity market will be adopted in the establishment of electricity markets in China. In chapter 2, basing on the introduction of large-scale system thoery, the layered and divisional principle of electricity market and hiberarchy of electricity market in China are discussed. A trade mode for regional layered electricity market is proposed based on the analysis of other trade modes, in which electric power resource optimal allocation and power grid safe operation are considered. In chapter 3, option theory is imported into electricity market and the electricity option and its main modes are introduced. The economic theory of electricity option and various material
    applications are discussed. According to the characters of two-level electricity market, in chapter 4 a distributed method for day-ahead trade schedule in two-level electricity market is proposed. It fully make use of the calculation resource of all electric power dispatching and trading centers, treats computer systems of trading centers as a distributed trade calculation platform and assigns calculation task by ability of the centers, finishes the day-ahead trade schedule by distributed cooperative calculation. The trade optimization calculations as well as the security check are considered in the method. Finally the simulation calculation is processed and results shows that the proposed method is effective. According to the actualities of the regional power grids in China, in chapter 5 it is discussed the trade modes of AGC ancillary service in the layered regional market. The AGC control methods and its development direction of the regional power grids in China are introduced, and then the cost of AGC ancillary service is analysed. There are two basic trade modes for AGC ancillary service: long-term contract and competing auction. For long-term contract, the cost compensation method of AGC ancillary service is proposed. For competing auction, the calculation methods of AGC regulating capacity, the decision methods and organasation methods of AGC ancillary service trade are discussed. In chapter 6, the model of electricity market operation systems based on multi-Agent technology and detailed structure design are proposed. From view of power system security and minimal regulating on system operating, it is presented that the real-time trade mode based on multi-Agent negotiation, detruded the linear equibrium solution for the mode by game equalibrium theory, designed the negotiation algorithms for Agents. Finally the simulation calculation for this method is processed and results show that the approach is effective. At the end of this dissertation, the main results of reseach are summarized and the further work is pointed out as well.
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