电网技术2024，Vol.48Issue(4)：1418-1427,中插7-中插9,13.DOI:10.13335/j.1000-3673.pst.2023.1859
考虑电力中长期及现货市场衔接的月内融合交易模式及统一限价研究
Study on Intra-month Fusion Trading Model and Unified Price Limit Considering the Connection of Medium and Long-term Electricity and Spot Markets
摘要
Abstract
Against the backdrop of"medium-long term+spot"in the electricity market,we focus on the connection between medium-long term and spot,explore the market boundary of intra-month integrated trading under the high proportion of new energy entering the market,study the impact of unified price limit on social welfare and curve decomposition,and analyze the role of intra-month integrated trading mode on the market connection.Firstly,consider the existing problems in the market and explore feasible solutions.Secondly,based on market forecasting,market entities'pricing,and objective functions are constructed,combined with imbalanced electricity consumption,to construct a social welfare maximization market-clearing model.The A-NSGA-Ⅲalgorithm is used to solve the problem,and the market clearing situation and corresponding optimal price limit range are obtained.Finally,the advantages of unified price limits and segmented periods were verified through numerical examples,and a market-oriented approach for setting unified price limits was proposed while ensuring the interests and vitality of market entities.This indicates that the integrated trading market within the month under the unified price limit model is conducive to flexible trading of market entities and promotes the connection between the medium and long-term and spot markets.关键词
统一限价/中长期市场/连续运营/报价策略/多目标寻优Key words
unified price limit/medium and long-term electricity market/continuous operation/bidding strategy/multi-objective optimization分类
信息技术与安全科学引用本文复制引用
张雪秋,刘敦楠,王小路,薛晓强,李竹,韩金山,梁家豪..考虑电力中长期及现货市场衔接的月内融合交易模式及统一限价研究[J].电网技术,2024,48(4):1418-1427,中插7-中插9,13.基金项目
国家电网公司总部科技项目"适应多样化交易需求的带时标能量块交易机制与关键技术研究"(5108-202225032A-1-1-ZN).Project Supported by Science and Technology Foundation of SGCC"Research on Trading Mechanism and Key Technology of Energy Block With Time Scale for Diversified Trading Demand"(5108-202225032A-1-1-ZN). （5108-202225032A-1-1-ZN）
