电力系统自动化2024，Vol.48Issue(4)：66-75,10.DOI:10.7500/AEPS20230509011
溢出风险约束下省间省内两级电力现货市场协同出清方法
Coordinated Clearing Method for Two-stage Inter-and Intra-provincial Electricity Spot Market Under Spillover Risk Constraints
摘要
Abstract
New requirements for the electricity market mechanism are proposed due to the rapid development of renewable energy.China has established two-stage inter-and intra-provincial electricity spot markets for promoting the renewable energy accommodation and reliable power supply.However,with the increasing scale and proportion of inter-provincial transactions,the power supply connection between each province becomes closer,which exacerbates the risk transmission between each intra-provincial electricity spot market.Firstly,the risk transmission characteristics between intra-provincial electricity spot markets based on the current linking-up mechanism between inter-and intra-provincial electricity spot markets is analyzed,and the concept of spillover risk value to quantitatively evaluate the risk transmission in the inter-and intra-provincial electricity spot markets is introduced.Secondly,a coordinated clearing model for the two-stage inter-and intra-provincial electricity spot markets under spillover risk constraints is built based on the two-stage stochastic optimization theory to suppress the risk transmission in the two-stage inter-and intra-provincial electricity spot markets.Furthermore,considering the privacy protection needs brought about by different market operating institutions,a solving method for the coordinated clearing model of the two-stage inter-and intra-provincial electricity spot markets based on the alternating direction method of multipliers(ADMM)is established.Finally,the case analysis verifies that the proposed market clearing model and method are effective in suppressing the risk transmission in the two-stage inter-and intra-provincial electricity spot markets.关键词
电力现货市场/省间省内电力市场/风险传递/溢出风险价值/两阶段随机优化Key words
electricity spot market/inter-and intra-provincial electricity market/risk transmission/spillover risk value/two-stage stochastic optimization引用本文复制引用
武文奇,肖云鹏,王秀丽,王志维,关立,赵天辉,黄成..溢出风险约束下省间省内两级电力现货市场协同出清方法[J].电力系统自动化,2024,48(4):66-75,10.基金项目
国家电网有限公司总部管理科技项目资助(面向高比例新能源的多层次电力现货市场协同运行关键技术研究,5108-202218280A-2-286-XG). This work is supported by State Grid Corporation of China(Research on Cooperative Operation Technology of Multilevel Electricity Spot Market for High Proportion Renewable Energy,No.5108-202218280A-2-286-XG). （面向高比例新能源的多层次电力现货市场协同运行关键技术研究,5108-202218280A-2-286-XG）
