国外平衡机制介绍及建设我国实时平衡市场的建议

近年来，越来越多的电力市场引入了平衡机制，采用市场手段平衡电网运行中的电能供需不平衡，使电网调度遵循市场规律。实时平衡市场在英格兰、澳大利亚和北欧等电力市场中已经取得了成功的运行经验，但在中国还处于起步阶段，与此相关的理论研究和实践经验都比较少。文中介绍了国外成功运行的实时平衡市场，提出了建设符合中国国情的实时平衡市场的建议和大区交易分区调度的市场模式。     

Simulations of wind power integration with complementary power system planning tools

This paper describes a procedure for simulations of wind power integration in a deregulated power system with two complementary planning tools. The first planning tool is a joint market model (JMM) taking into account the day-ahead market and the regulating power market using 1 h average time steps. The second tool is the stepwise power flow (SPF) model simulating the frequency deviations and power balancing within the hour, e.g. based on 5 min average time steps. Input data is shared by the two tools, and the simulation results from JMM are used in the SPF simulations to ensure consistent results. JMM simulations are performed using two different scenarios for the development in the Nordic power system. The first scenario is the most likely development for 2010, and the second is a high-wind scenario assuming 10% of the electricity consumption in the Nordic countries supplied by wind power. Subsequently, a worst case 1 h period is selected from the JMM simulations, converted to the more detailed grid representation in SPF, and finally simulated and analysed with SPF.     

备用辅助服务市场的组织与交易决策

备用辅助服务是电力系统的重要特征之一，关系到电力系统的安全运行与可靠性，在电力市场环境下，备用辅助服务的市场组织，指标量化和费用结算等研究课题一直令人关注，文中对各类备用辅助服务市场的组织模式，备用市场与电量市场进行协调等相关问题进行了研究，总结了电量市场与备用市场的交易决策方法，并提出了电侧电力市场中备用市场运行模式的建议。     

Coordinated spot market for congestion management of inter-regional electricity markets

The rapid growth of inter-regional trading among electricity markets requires the development of new market-oriented mechanisms for the inter-regional congestion management of such trading. In this paper, we deal with the operation of power systems consisting of several interconnected electricity markets. We propose an alternative approach to inter-regional trade that avoids the flaws of forward markets with explicit auctioning of interconnections capacities. We propose the integration of a forward market with a balancing (spot) market for inter-regional exchanges based on nodal pricing. The interaction of transmission system operators (TSOs) belonging to adjacent markets is efficiently taken into account through a decentralized optimal power flow (OPF), which is solved by interior point methods.     

A market-oriented hierarchical framework for residential demand response

The integration of a great deal of uncertain renewable sources in future grids will require more operational flexibility. Demand response (DR) can provide the load shaping potentials thereby assuaging the need for operational flexibility. To this end, this paper intends to develop a framework focusing on realization of domestic storage space heating DR capability in balancing market. The developed framework consists of two hierarchical stages named energy market stage and balancing power market stage. The first stage deals with customers’ day-ahead decisions in energy market. In this stage, the system operator releases day-ahead energy prices in response to which customers optimize their electricity usage to minimize their energy expenses. The second stage optimizes customers’ intra hour load scheduling decisions in balancing power market. In the second stage, up/down power regulation incentives are offered to customers who, in the hope of achieving monetary gains, modify their promised day-ahead decisions. Performance of the framework is verified through simulations on Finnish case studies. According to the obtained results, the framework allows the customers to make savings in energy expenses as well as the system operator to benefit from DR.     

Relative merits of load following reserves & energy storage market integration towards power system imbalances

Traditionally, power system balancing operations consist of three consecutive control techniques, namely security-constrained unit commitment (SCUC), security-constrained economic dispatch (SCED), and automatic generation control (AGC). Each of these have their corresponding type of operating reserves. Similarly, energy storage resources (ESRs) may be integrated as energy, load following, or regulation resources. A review of the existing literature shows that most ESR integration studies are focused on a single control function. In contrast, recent work on renewable energy integration has employed the concept of enterprise control where the multiple layers of balancing operations have been integrated into a single model. This paper now uses such an enterprise control model to demonstrate the relative merits of load following reserves and energy storage integrated into the resource scheduling and balancing action layers. The results show that load following reserves and energy storage resources mitigate imbalances in fundamentally different ways. The latter becomes an increasingly effective balancing resource for high net-load variability and small day-ahead market time step.     

电力市场中的备用问题

备用是辅助服务的主要组成部分,关系到电力系统的安全运行和可靠性,是电力市场重要的特征之一。文中在总结该领域主要研究内容的基础上,讨论了备用的各种分类方法、备用在电力市场中分类的趋势以及备用与可靠性的关系,并进一步介绍了与备用密切相关的可靠性指标的计算方法;备用的成本效益分析,包括成本效益计算思路和相关参数的获取;备用市场的运营、市场力的评估等当前研究相对深入的问题,并对一种特殊备用——可中断负荷,从可中断的容量、价格、时机等方面进行了综述。最后,提出该领域中急需研究的问题。     

欧洲统一电力市场演变和日前市场出清模型

本文首先梳理了欧洲一体化电力市场的融合过程,介绍了用于计算电价及跨境容量的区域价格耦合项目;其次研究了泛欧混合电力市场集成算法,研究了节点边际电价、可用传输容量和基于潮流的市场耦合数学模型;最后总结了各种市场耦合模型的特点,并针对南方区域电力现货市场建设提出了建议。     

Increasing DER integration through discrete intraday settlements

Deployment of distributed energy resources (DERs) is accelerating across the United States. These assets have the potential to provide cost-effective grid services and bulk power while supporting a low-cost energy transition to carbon-free electricity. Full integration of these resources into the bulk power system remains a barrier to unlocking the potential value of these assets. The regional wholesale energy markets, originally designed to integrate centralized, dispatchable power plants, must be reformed to adapt to the changing potential resource mix. The current day-ahead and real-time system is poorly designed for DERs. Day-ahead DER forecast errors create exposure to real-time price variations, as resources committed in the day-ahead market are required to rebalance in real-time, challenging the business model for DERs. New intraday markets with multiple discrete intermediate auctions between the day-ahead market and real-time market are needed to enable proper integration of DERs and efficient mitigation of forecast uncertainty risk. These markets must incorporate financially-binding commitments, closer-to-dispatch price signals, and adequate liquidity to ensure competition. Intermediate auctions should be built on top of existing intraday processes in each regional market, incorporating the principles of the existing market structures and leveraging the benefits of the centralized dispatch systems. Regional transmission organization (RTOs) and Independent System Operators (ISOs) should pursue and implement intermediate auctions to support fair, open, and efficient markets in the U.S.     

Reserve procurement and transmission capacity reservation in the Northern European power market

This paper provides the modeling approach and the associated results of determination of bidding prices for frequency restoration reserves (FRR) provision, and implications of cross-border transmission capacity reservation for FRR exchange. A model with three optimization blocks is developed. The FRR bidding price determination block uses an opportunity cost based approach to calculate the cost of providing FRR. For the FRR procurement, the transmission system operator (TSO) selects the cheapest bids with the possibility of cross-border exchange if transmission capacity is reserved for this purpose. In the day-ahead procurement block, optimal unit commitment and dispatch is determined, taking into account the reserve and transmission capacity allocations.A case study is done for the Northern European power system, consisting of the Nordic countries, Germany and the Netherlands. The results show how, among others, the FRR bidding prices are determined by the difference between the daily averaged sport price forecasts and the units’ marginal costs. The day-ahead and total reserve procurement costs are positively and negatively correlated to the system load respectively. As could be expected, costs are reduced in the FRR market when transmission capacity is reserved for this purpose. But a decrease in cost in the day-ahead market was also obtained for small transmission capacity reservations, caused by the increased flexibility in the FRR importing market. The total costs are the lowest for a transmission capacity reservation level of around 20%, illustrating that such reservation can be beneficial.     

Modeling real-time balancing power demands in wind power systems using stochastic differential equations

The inclusion of wind power into power systems has a significant impact on the demand for real-time balancing power due to the stochastic nature of wind power production. The overall aim of this paper is to present probabilistic models of the impact of large-scale integration of wind power on the continuous demand in MW for real-time balancing power. This is important not only for system operators, but also for producers and consumers since they in most systems through various market solutions provide balancing power.     

电力市场条件下电网的安全保证体系

电力市场化进程是电力工业发展的必然趋势,市场化会带来许多与过去的垄断经营模式不同的新问题.文章讨论在电力市场环境下电网安全保证体系问题,主要包括电力系统统一规划和充裕度问题、辅助服务和运行备用问题以及系统调度和输电系统备用问题共三个部分.建立电网安全保证体系不是单纯的技术问题,特别是在市场经济条件下,解决电网安全问题时,不仅要考虑在安全性和经济性之间寻求适当的折衷,而且还要协调各市场主体之间的利益,涉及到体制和法律法规等方面的问题.作者就这些问题进行了分析,并指出了今后研究工作将面临的挑战.     

西北省间实时平衡电力市场探索

新能源出力的波动性和随机性影响电网实时平衡.中国西北电网新能源占比高、平衡资源时空分布不均衡,分省市场实时平衡困难,为此,文中设计西北省间实时平衡电力市场,以发挥西北省间实时平衡能力,适应高比例新能源电网实时平衡需要.首先,结合国内外电力市场建设与西北实时平衡现状,分析了建立西北省间实时平衡市场的必要性;然后,说明了双边竞价的市场运作思路,提出了基于潮流的市场耦合方法的市场竞价出清模型,设计了市场运作流程;最后,讨论了西北省间实时平衡市场与其他市场之间的协调运作,通过模拟算例说明了西北省间实时平衡市场的作用.     

电力实时平衡调度交易市场运作机制及模型的研究

电力实时平衡调度交易是保证电网在市场环境下安全稳定运行的关键,是竞争性电力市场的重要组成部分,是电网调度决策的一项重要内容。文中对电力实时平衡调度机制、实时平衡交易市场的设计及运作流程、机组报价、实时调度交易计划的制定及其安全校正机制、电网阻塞在线校正机制、实时平衡辅助服务、实时平衡交易市场的电价机制及结算机制等进行了分析研究。为尽量避免市场投机行为,文中还探讨了市场成员在实时平衡交易市场申报竞价数据的时间提前量与买时平衡交易市场的电价机制之间的协调关系。最后,对电力实时平衡调度自动控制系统的结构与功能进行了详细设计。     

国外典型调频辅助服务市场综述与启示

调频辅助服务对于维持系统频率稳定、保障系统安全可靠运行具有重要意义.目前,我国调频辅助服务产品类型简单,多采取固定价格结算,不利于调频资源的优化配置.深入研究了美国PJM、英国和北欧3大成熟电力市场的调频辅助服务市场的产品类型、运行方式、价格及结算机制,对比分析了上述3个典型调频辅助服务市场的特点.在此基础上,结合国内实际情况,提出了对国内调频辅助服务市场发展的建议,以期对国内调频辅助服务市场建设提供有益借鉴.     

丹麦新能源参与电力市场机制及对中国的启示

中国新能源消纳矛盾突出。随着中国电力市场的建设,如何借助市场手段促进新能源消纳备受关注。其中,新能源如何参与电力市场、电力市场如何平衡新能源波动是关键问题。国外多数新能源富集国家都有成熟的电力市场,在电力市场消纳新能源方面积累了诸多经验。深入分析国外新能源参与电力市场经验将对中国新能源消纳及电力市场建设提供参考。选取丹麦作为欧洲经验的代表,研究丹麦新能源参与电力市场的机制以及对中国的启示。首先分析了丹麦电力系统及新能源发展情况,其次介绍了丹麦电力市场框架和相应规则,在此基础上研究了丹麦新能源参与电力市场的机制,最后结合中国新能源政策和电力市场建设,提出了对中国的启示。     

Modeling Real-Time Balancing Power Market Prices Using Combined SARIMA and Markov Processes

This paper describes modeling of real-time balancing power market prices by using combined seasonal auto regressive integrated moving average (SARIMA) and discrete Markov processes. The combination of such processes allows generation of price series with periods where no demand for balancing power exists. The purpose of the model is simulation of prices to construct scenario trees representing possible realization of the stochastic prices. Such scenario trees can be used in planning models based on stochastic optimization to generate bid sequences to the balancing market. The spread of the prices in the tree and the shape of the scenarios are of central importance. Model parameter estimation methods reflecting the demands on scenario trees have therefore been used. The proposed model is also applied to data from the Nordic power market. The conclusion of this paper is that the developed model is appropriate for modeling real-time balancing power prices.     

Constructing bidding curves for a price-taking retailer in the norwegian electricity market

We propose a stochastic linear programming model for constructing piecewise-linear bidding curves to be submitted to Nord Pool, which is the Nordic power exchange. We consider the case of a price-taking power marketer who supplies electricity to price-sensitive end users. The objective is to minimize the expected cost of purchasing power from the day-ahead energy market and the short-term balancing market. The model is illustrated using a case study with data from Norway.     

欧美电力保底服务的实践及启示

在电力保底服务的设计中,欧美国家成熟的电力市场运营对我国保底服务的建设有重要的借鉴经验。文章主要以欧美电力保底服务实践经验为研究点,在系统性分析保底服务的定义及基本概念下,从欧洲、美国电力市场保底服务的电力保底服务供应商的确定及定价方式角度,对电力保底服务各种实施形式展开详细介绍和分析。最后结合中国的实际国情,提出针对我国电力保底服务建设的建议。     

电力现货市场建设进展与关键问题

现货市场是电力市场体系的关键环节,其通过产生分时分地的价格信号,推动资源实现更优配置,并形成可供调度执行的生产计划。文中论述了欧洲、美国、中国电力现货市场的建设进展,并从区域市场融合、容量充裕性机制、新主体参与市场、市场运营水平提升4个方面提炼了电力现货市场建设的关键与共性问题。针对中国电力体制、市场体系、现货市场范围扩展、价格机制、参与主体、出清模型、辅助服务机制等问题,展望了中国市场建设的未来发展方向。