Congestion management with ex ante pricing for decentralized electricity markets

In this paper, the authors present a method and a model for managing transmission congestion based on ex ante congestion prices. Their method is influenced by the yield management approach widely used for airline reservation systems, and their model is built based on the relations between transmission congestion prices and electricity commodity prices that exist for an optimal solution. They formulate the congestion pricing problem as a master problem and the electricity commodity (energy and reserve) pricing as subproblems. Examples are presented to illustrate how a system operator can use this approach to compute ex ante congestion prices and how market operators can determine clearing prices and schedules of forward electric energy and reserve markets.     

面向主辅能量市场出清的输电网双层扩展规划

电力市场开放下源荷频繁互动给高比例可再生能源并网的电力系统规划带来一系列挑战。提出了一种面向电力主辅市场出清的价格驱动下的输电系统双层规划模型。上层模型主要考虑系统运营商的投资成本及系统运行效用成本。下层模型则主辅电力市场出清模型,在考虑系统运行宽裕度的前提下以边际节点电价与备用价格引导上层输电网扩展规划。通过将下层市场出清模型基于Karush-Kuhn-Tucker (KKT)条件作为约束代入上层优化模型,构成混合整数非线性规划问题,进一步用近似线性化以及互补松弛等方式将非线性优化问题线性化。最后,以Garver-6节点系统及中国西南某500 kV输电网络为例进行验证。仿真结果表明所提输电网扩展规划方案有利于激励用户参与新能源市场化消纳,降低尖峰负荷场景下线路阻塞,保障电力市场交易的公平性。     

Market power implication on congested power system: A case study of financial withheld strategy

Market power refers to the ability of generators in influencing the energy prices above competitive level to obtain more profits. It may be the cause of transmission congestion that limits transfer capability in an interconnected area. Hence an independent system operator (ISO) must be able to detect the conditions in which market power has been practiced to guarantee a secure competition and economical operation of the electricity market. To cope up with transmission congestion to assess market power, an optimal power flow (OPF) based on shift-factor methodology to find out a new indicator, called congestion-based dynamic dispatch index has been proposed. One of the beneficial feature of the proposed method is the ability to recognise accurately the most potential generator to exercise the market power. A generator bidding scheme represented by financial withheld strategy is then utilised to investigate the dynamic condition of power market. An analysis on the power market performance to identify potential generators in exercising market power is also presented. The results show that transmission congestion condition may be created unnaturally by this particular bidding strategy. It prevents some cheap generators to supply their outputs and allows all more expensive generators within the congested zone to gain more profits at the cost of other market participants.     

New models for integrated short-term forward electricity markets

In a typical short-term forward wholesale electricity market where products are auctioned sequentially, one often observes significant market inefficiency and price volatility-thus the growing impetus in developing integrated short-term forward markets where electric energy, reserves, and transmission capacity are auctioned simultaneously. Such markets need new computational methods and models for determining market clearing prices and physical (delivery/consumption) schedules. The purpose of this paper is to examine key aspects of current modeling and pricing methods in short-term forward wholesale electricity markets and to introduce new models suitable for clearing price-based markets of integrated trades of energy, reserve, and transmission. Specifically, an analysis of the impacts of various pricing rules and bidding requirements on market operations is presented, the selection of optimization objectives is discussed, and a new model of transmission congestion and multiproducts simultaneous auction is introduced. Examples are used where appropriate.     

An empirical study of applied game theory: transmission constrainedCournot behavior

Restructured energy markets present opportunities for the exercise of market power, meaning market players can potentially maintain prices in excess of competitive prices. In this paper, we investigate Cournot equilibrium in a simple example network. We analyze three market players in a transmission-constrained system and consider nonconstant marginal cost. Several scenarios are evaluated that show a pure strategy equilibrium can break down even when a transmission constraint exceeds the value of the unconstrained Cournot equilibrium line flow     

一种点对点阻塞电价计算方法

针对当前集中交易为主同时存在大用户直供试点的市场模式,提出了一种点对点阻塞电价计算方法。给出了该算法的基本思想及详细描述,根据集中交易中无约束经济调度和考虑单个阻塞线路传输容量经济调度购电成本的差值计算阻塞线路传输单位能量的阻塞费用,进而基于功率传输分配系数矩阵计算点对点阻塞电价,根据需要可以在协议双方之间分摊。该算法中,加重阻塞的协议要支付阻塞费用,而减轻阻塞的协议应得到阻塞补偿,且阻塞费用(阻塞补偿)的大小取决于协议对阻塞线路潮流影响的程度。对PJM电力市场中的5节点算例进行了试算,并与金融输电权进行了对比,结果表明:点对点阻塞电价计算方法能够提供有效管理阻塞的经济信号,且简便易操作。     

利用差价合同和金融输电权的组合规避电力市场风险

CfD和FIR是典型的金融工具，CfD主要用于规避随机电价风险，而FIR主要规避由于阻塞带来的风险。该文通过二者的组合来规避随机电价和阻塞风险，并在此基础上提出了市场参与者在实时市场最优调度模型下的收入最低裕度限制约束条件，从而较好地解决了电网及市场参与者在风险与利润之间的平衡问题。IEEE30节点系统的详细计算和分析论证了上述方法。     

Market-Based Price Differentials in Zonal and LMP Market Designs

The California ISO is redesigning procedures for scheduling, dispatch, and congestion management, which are critical to reliable, nondiscriminatory transmission service. The redesign implements security constrained unit commitment and locational marginal pricing to reflect actual costs of delivering energy, using an accurate network model to price both congestion and losses. CAISO simulations of the market redesign are a unique opportunity to compare a) estimated LMPs if the redesign were in place during recent historical periods with b) actual conditions, as logged in operating records. The study uses market schedules and bids in an alternating current optimal power flow simulation. Resulting LMPs are similar within current congestion zones, but price differences occur during high loads, reflecting actual changes in system conditions. The frequency and magnitude of LMP differences are consistent with the current market, suggesting that the increased market transparency will produce stable, predictable prices. Case studies demonstrate that optimization using SCUC and SCED, coupled with the state estimator, allows more appropriate responses to system conditions, improved utilization of transmission capacity, reduction in congestion costs, and enhanced system reliability.     

含P2G和混合电储能的矿山综合能源系统多目标优化调度

为了提高分布式光伏消纳能力、优化矿山能源利用效率,提出一种基于电转气(P2G)技术和煤层气发电技术的光-储-气-废弃矿井抽蓄多能耦合矿山综合能源系统(MIES),该系统将弃光电量通过电解水制CH4作为煤层气发电的补充,并采用混合电储能平抑光伏出力波动.在对多能耦合MIES进行分析的基础上,构建矿山电、气、热、冷不同能源转换装置的数学模型,并以总运行成本和弃光电量最小为目标,建立MIES协调优化调度模型.不同运行场景下的调度结果表明,所提模型能实现协调调度,提高弃光电量的消纳,降低总运行成本.对不同储能模式下P2G和混合电储能装置之间互补协调能力的分析结果表明,所提模型能提升系统运行灵活性,实现能源最优经济利用.     

电力市场中市场力的评估与发电竞标策略

提出发电公司竞标价格函数，并构建了在不健全市场下发电公司的竞标模型，在这种竞标模型和竞标价格函数的基础上对市场力加以评估。市场力的评估主要针对供不应求而且具有价格限制的市场。当市场经常出现供不应求的局面时，具有装机容量非常大或市场中主要的市场垄断者或所在地理位置可容易地造成输电阻塞等特性的发电公司，可利用其对市场需求的准确预测，来行使市场力，控制市场价格，从而获取高额的利润。数字仿真结果表明，在市场供不应求和市场供求均衡等2种情况下发电公司实现利润最大化的竞标策略完全不相同，从另一方面看也证实了市场力的存在和表现。     

The importance of market interdependencies in modeling energy systems - The case of the European electricity generation market

The analysis of complex electricity generation systems such as the European one require large scale models based on extensive databases of the relevant infrastructures. Such models are increasingly used to assist policymaking by developing scenarios to investigate the impact of certain policies on generation capacities, investments and prices. The continuing liberalization and interconnection of energy markets thereby requires the considerations of multiple interdependencies with other markets. Most models, however, do not take this into account. This paper develops and applies a large scale electricity investments and dispatch and natural gas market dispatch model to highlight the importance of recognizing interdependencies between power generation and the gas market. In an exemplary analysis, it is demonstrated that seasonal gas price patterns resulting from temperature-dependent household gas demand have a significant impact on the competitiveness of gas-fired power stations in competition with other technologies. Spatially, we show that competitive cost-based gas prices would lead to a relocation of such plants closer to the sources of natural gas.     

Pricing Energy and Reserves Using Stochastic Optimization in an Alternative Electricity Market

This paper presents a stochastic linear programming model that can be used for pricing in electrical energy and reserve markets. It addresses capacity, energy, and reserve dispatch problems that may arise from n-1 contingency scenarios. Possible market solutions focusing on generator compensation using real-time, day-ahead, and hybrid schemes are enumerated, along with opportunities for consumer pricing and transmission costing. This model is illustrated on a 6-bus test system as well as a larger 66-bus system representing the Ontario network. A key difference among schemes is the degree of risk to the generators, measured by variance in profit     

Assessment of transmission congestion cost and locational marginal pricing in a competitive electricity market

In an open-access environment, transmission constraints can result in different energy prices throughout the network. These prices are, in fact, dependent on a number of factors such as the generating unit bid, system load level, network topology and security limits imposed on the transmission network due to thermal, and voltage and stability considerations. Computing these energy prices at all buses in large transmission networks under given system operating conditions can be time-consuming. This paper describes a simple methodology based on the analysis performed by the Hydro One in-house computer program (PROCOSE) to calculate, for a given period of time, transmission congestion cost (TCC) in dollars per unit time and locational marginal pricing (LMP) in dollars per megawatt-hour (MWh) at any selected bus in the transmission system. In addition, the information provided by the program output on congested transmission elements is used to identify buses in the network whose LMPs are representative of the entire network. The computed LMPs at these buses are used to define zones in the network where each zone has its LMP. The proposed methodology can be used to carry out sensitivity studies to determine the impact of changes in system parameters and operating conditions on the LMPs. The proposed method is illustrated using the IEEE Reliability Test System (RTS) and the Hydro One network system.     

Decentralized approach to intermarket congestion management

When transmission bottlenecks affect dispatches and prices of neighboring Regional Transmission Organization (RTO) markets, intermarket congestion management and coordination are needed to mitigate congestion and to compute economically efficient prices in the day-ahead markets. This paper discusses and proposes two decentralized processes with which each RTO administers its energy market and also acts as a transmission coordinator to achieve feasible and efficient use of congested transmission by all markets in the region (interconnection). With this arrangement, a new decomposition technique is introduced without breaking a network model at the RTO's geographical boundaries. The paper then presents two decentralized congestion management formulations to model markets interactions in the interconnection. The coordination between market operators and transmission operators is based on the use of congestion price signals or allocated megawatt capacities, as well as their sensitivity information. The proposed solution ensures not only feasible schedules but also efficient and consistent congestion path prices for the final schedules in the entire interconnection. Numerical examples are given to illustrate the application of the proposed models.     

考虑输电网络损耗的节点电价计算方法

提出了一种考虑网络损耗的节点电价计算方法。节点电价包含能量的生产成本、输电阻塞成本以及网损成本。网损成本与前两者相比所占比例不大,通常在节点电价中可忽略,而采用其他方法分摊给各市场参与者。文中根据经典实时电价理论推导出节点电价的网损修正公式,从中定义了网损修正系数,并基于直流潮流模型和交流潮流模型提出了2种计算网损修正系数的方法。通过RTS-24系统算例仿真表明,考虑网损之后的价格信号能有效地引导市场成员合理配置资源,协助调度中心降低系统的网络损耗,提高能量传输效率。     

考虑输电阻塞的电网固定成本分摊核仁法

探讨了电力市场环境下多区域互联电网固定成本的分摊问题,给出了固定成本分摊的合作博弈模型。针对输电固定成本分配的核仁模型未考虑输电阻塞的情况,提出了一种区域核仁算法。首先根据系统潮流分布情况确定出现阻塞的线路,再根据节点边际价格的差异将输电网划分成多个输电区域,每个输电区域所有节点边际价格基本一致,区域内部线路没有阻塞;然后采用等值双边交易法将输电固定成本分配给各输电区域;最后在区域内部采用核仁模型将成本分配到用户。该方法考虑了阻塞并减小了将多区域互联电网作为一个整体求核仁解时的计算量。以IEEE14节点系统为例的仿真结果表明了该方法的可行性。     

主动配电网与输电网协调调度与阻塞管理

针对主动配电网优化调度的研究局限于配电网内部而未考虑与输电网关系的问题,提出了一种计及阻塞管理的输配电网协调优化调度策略。定义了主动配电网的广义投标函数和对外调节裕度作为输、配电网间协调媒介,对系统进行优化调度,通过潮流计算判断输电网的阻塞支路,在阻塞优化中考虑主动配电网中分布式电源的可调度性,利用节点对线路的灵敏度系数进行阻塞管理,消除线路阻塞。上述问题采用改进的粒子群优化算法解决。利用改编的IEEE30节点系统进行仿真实验,验证了所提输配电网协调优化策略与阻塞管理方法的有效性。     

当量电价体系及相关制度设计:(八)双边交易过网服务中含运行备用的当量电价法

在库联营基础上开放双边交易有重要的市场意义，然而其过网服务定价却是一个复杂问题。文中论述了过网费中应包括的6项主要成分，即输电线路运行和投资的2项回收成本，网络阻塞和优化调度的2项机会成本，以及运行备用和自动发电控制(AGC)的2项辅助服务成本，这2项辅助服务都是交易中心购自库联营发电并通过输电网提供的。前4项基本的回收成本和机会成本都已在输电当量电价中计入，而AGC辅助服务适合另行单独定价和考核。文中主要介绍了包含运行备用辅助服务的双边交易过网服务的当量电价方法。算例给出了不合和含运行备用的过网电价的日变化曲线及其成分，表明在过网电价中自动包含运行备用辅助服务成本是必要的、可行的；还表明在过网主要路径附近存在阻塞时，过网费率灵敏于负荷水平和过网节点，从而展现了当量电价方法解决这类复杂问题的优越性。     

电力市场输电阻塞管理

输电阻塞是电力系统运行中常见的问题,文中讨论了电力市场环境下输电线路的阻塞管理及阻塞价格因子的确定方法.由于在电力市场环境下各成员之间的关系是经济利益的关系,所以用基于行政命令方式的发电再调度来消除阻塞行不通,而必须通过激活输电线路的阻塞价格因子来抬高输电价格,使得供求均衡点维持在线路容量极限之内,从而消除阻塞.由于在市场中无法得到线路两端市场准确的需求与供给的变化规律,所以必须通过多次交互试探的方法来确定输电线路的阻塞价格因子,文中给出了有关的实用算法.     

Transmission access and pricing with multiple separate energyforward markets

California's congestion management protocols provide comparable access and prices to all users of the transmission system (power exchange and bilateral contract parties). The users implicitly bid for capacity on major transmission paths between zones. The independent system operator (ISO) allocates the available transmission capacity on these paths so that it maximizes the value of this capacity as measured by the users' bids. Everyone scheduling flow on a congested path is charged the marginal-cost-based price for using the path. The ISO keeps each party's portfolio of generation and load individually in balance when adjusting schedules to relieve congestion on interzonal paths. By keeping the portfolios of the different parties separate, the ISO clears its transmission market without arranging energy trades between parties. Parties are responsible for arranging their own trades. The ISO does not become involved in the energy forward markets