独立发电厂基于电价预测的竞价策略研究
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摘要
建立厂网分开、竞价上网的发电侧电力市场是中国电力市场商业化运营的第一步。发电厂将作为独立的法人实体,竞价上网,自负盈亏,因此,研究发电厂竞价上网辅助决策系统具有重要的理论和现实意义。系统边际电价是电力市场中反映电力商品短期供求关系的统一价格。从系统购电方来看,系统边际电价构成了它的单位购电成本,系统边际电价的预测使自身的动态成本控制成为可能;从市场的监管者来看,系统边际电价的预测为促使市场健康、稳定、有序地竞争和发展提供科学依据;从发电方来看,系统边际电价是它的产品价格,其利润依赖于成功的报价策略,报价策略形成的基础是准确把握短期市场的走向,把握市场的关键是对系统边际电价的准确预测。如果能够提前知道电价的信息就可以在电力市场的交易中获得更大的利益。因此,电价预测就成了电力市场中急待研究和解决的课题之一。
    论文首先研究了电力市场环境下基于边际电价预测的独立发电厂竞价上网策略问题。通过预测全网短期边际电价,建立基于实时成本分析的最优报价模型,提出了切实可行的报价策略。
Building up the power market on power generation side through separate power plants from power network and price competition is the first step for China power market commercial operation. As the independent entity, power plants must generate power through price competition and bear the profit and loss. So there is theory and practice significance for studying on Auxiliary Decision-making System for Power Plants Price Competition. The system margin price is the unite price which reflects the short-term supply-demand relation of power commodity. For system purchase party, it consists of the power purchase unit cost, the forecasting of which make it possible for control the dynamic cost of itself; For market monitors, the forecasting of it provide rational foundation for the development and competition with soundness、stability and order; For power generators, the system margin price is its product price and its profit rely on the success bidding strategy which bases on the grasp the tendency of short-term market price. If known the information of power price beforehand, the power generators will get greater profit. SO the power price forecasting is one of the most urgent problems that should be solved.
     In this paper, we firstly study on the bidding strategy of independent power plants based on power price forecasting in the power market, then build up the optimal bidding model based on the real-time cost analysis for power plant, give a feasible bidding strategy.
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