Congestion rents and FTR evaluations in mixed-pool-bilateral systems

Evaluation of key metrics for congestion management, including the congestion rents and the financial transmission rights (FTR) payoffs, requires the efficient allocation of transmission services and the calculation of appropriate locational marginal prices (LMPs). This requirement is particularly acute when there are bilateral transactions coexisting with the centralized pool markets. We propose a new formulation for this purpose, which captures explicitly the contribution of the bilateral transactions to the social welfare. The proposed formulation effectively integrates the pool market and the bilateral transactions on a consistent basis and results in the more efficient allocation of the transmission resources than the conventional tool. We assess analytically the capabilities of the proposed formulation and solution and quantify the improvements in the evaluations over those done using the conventional approach. Such improvements are also illustrated using simulation results on a wide range of test systems including the IEEE 118-bus network.     

Modeling Bilateral Electricity Markets: A Complex Network Approach

In electricity markets, a pool trading model with a power exchange pool is a typical market organization that attracts much more attention than a bilateral trading model. To date, quite a few papers have focused on bilateral trading models, particularly those under network constraints. This trend is due to the model's complexity in terms of the various trading patterns, reflecting the self-interested behavior of the market participants striving to find potentially profitable transactions. In this paper, we propose a new approach based on complex networks suitable for assessing different aspects of bilateral market. This work strives to analyze the bilateral trading patterns in the electricity markets where physical network constraints need to be considered for the feasible and secure operation of the power systems. The goal of the work is to find the stable network structures that can be used to anticipate possible bilateral transactions in the real market place and to provide a novel and applicable approach to studying the bilateral model in electricity markets. The proposed approach has been tested on several test systems in which the transmission network structure of the market that accommodates the transactions is considered. The proposed model is illustrated with examples using a four-bus test system, the IEEE 30-bus, and the IEEE 118-bus test systems.      

基于资源协调的分散优化阻塞管理新算法

将基于资源协调的分散优化算法应用到电力合约市场的阻塞管理问题中。ISO将可能阻塞的线路容量看作公共的全局资源,分配给各合约交易商,并通过与交易商交换必要的信息实现最优的线路容量分配。该分散优化方法中,ISO可在不要求用户私人信息的条件下实现社会效益最优,同时迭代过程中的解总是保持可行,因此更加适用于电力市场环境。该文建立了相应的数学模型,提出求解算法和步骤,并证明了与集中优化解的一致性。最后用IEEE-30节点的算例,验证了该方法的有效性。     

Transmission congestion management in an electricity market

Managing transmission congestion in an unbundled electric power system poses a challenge to an independent system operator (ISO). This paper considers an open transmission dispatch environment in which pool and bilateral/multilateral dispatches coexist and proceeds to develop a congestion management strategy for this scenario. Prioritization of electricity transactions and related curtailment strategies are explored and a mechanism for coordination between market participants to achieve additional economic advantages is described     

Comparison of Sen Transformer and UPFC for congestion management in hybrid electricity markets

Congestion management (CM) is one of the most important and challenging tasks of the Independent System Operator (ISO) in the deregulated environment. Recently, Sen Transformer (ST) has emerged as an important power flow control device which has the capability of power flow control over a wide range like UPFC. This device with a conventional transformer and tap changers has the capability of bidirectional control of active and reactive power and can play a very important role in future markets for mitigating the congestion problems. In this paper, the capability of ST has been utilized to manage transmission line congestion for hybrid based electricity market model. The main contribution of the paper is: (i) to develop an optimal rescheduling of generators strategy for real time congestion management and impact of ST for congestion management, (ii) the comparison of ST with unified power flow controller (UPFC) for congestion management, (iii) the secure bilateral transactions determination in a hybrid market model and congestion management with both power flow controllers in combined pool and bilateral market model. The optimal location of ST and UPFC has been obtained solving mixed integer non-linear programming model of congestion management. The proposed model has been applied for results on IEEE 24-bus RTS test system.     

Congestion management solution under secure bilateral transactions in hybrid electricity market for hydro-thermal combination

The deregulation of power system has created an environment of competitiveness among different market players and the transmission lines are forced to operate near to their thermal or stability limits. It is a challenge with System Operators (SO) to ensure a secure and reliable transmission of power under these conditions. This paper proposes a rescheduling based congestion management strategy in hybrid (pool + bilateral) electricity market structure for a combination of hydro and thermal units. The proposed congestion management problem has been formulated as mixed integer nonlinear programming (MINLP) problem with an objective to minimize the congestion management cost by suitably rescheduling the hydro and thermal units based on their up and down generation cost bids. The hydro units having lowest operational cost and fast startup time have been used to alleviate the congestion by considering non-concave piecewise linear performance curves for them. The secure bilateral transactions have been ensured while rescheduling of the generators for alleviating the congestion. The performance of the proposed model has been demonstrated by solving the congestion management problem on modified IEEE-24 bus system.     

New secure bilateral transaction determination and study of pattern under contingencies and UPFC in competitive hybrid electricity markets

In the competitive electricity environment, the flexibility of power transactions is expected to drastically increase among the trading partners and can compromise the system security and reliability. These transactions are to be evaluated ahead of their scheduling in a day-ahead and hour-ahead market to avoid congestion and ensure their feasibility with respect to the system operating conditions. The security of the transactions has become essential in the new environment for better planning and management of competitive electricity markets. This paper proposes a new method of secure bilateral transaction determination using AC distribution factors based on the full Jacobian sensitivity and considering the impact of slack bus for pool and bilateral coordinated markets. The secure bilateral transactions have also been determined considering critical line outage contingencies cases. The bilateral transaction matrix pattern has also been determined in the presence of unified power flow controller (UPFC). The optimal location of UPFC has been determined using mixed integer non-linear programming approach. The proposed technique has been applied on IEEE 24-bus reliability test system (RTS).     

电力现货市场环境下结算权转让在阻塞管理中的应用

采用节点电价的电力现货市场通过节点电价中的阻塞分量反映线路或断面阻塞产生的成本,引导市场主体参与阻塞管理。除了形成合理准确的价格信号外,建立有效的阻塞风险管理机制也是开展阻塞管理的重要环节。考虑当前中国电力现货市场的实际特点及需求,提出了应用于阻塞风险管理的结算权转让交易机制。发电厂通过与其他发电厂或用户对特定电量进行结算权转让交易,获得对方以特定价格结算的权利,进而规避以自身所在节点价格结算时面临的阻塞风险。相对于国外成熟电力现货市场从阻塞盈余返还金额不确定性的风险管理角度建立的金融输电权等机制,结算权转让交易机制站在阻塞费用缴纳金额不确定性的风险管理角度,实现阻塞风险在交易双方间的重新分配,更适用于当前中国电力现货市场中长期合同交易与现货交易顺次结算、中长期合同交割点唯一设置在用户侧统一结算点、发电侧承担较大阻塞风险等特征。算例分析进一步验证了结算权转让交易的实用性和有效性。     

基于潮流变化量的解析阻塞成本分配

在开放的电力市场环境下，阻塞管理不仅关系到系统的安全稳定运行，还影响市场的有效运转。尤其是双边交易的涌现，更增加了系统调度及阻塞管理的复杂性。如何有效地消除阻塞并实现其成本的快速分配，成为研究的重要内容之一。文中提出了一种基于阻塞支路潮流变化量的阻塞成本分摊方法，该方法以双边交易对网络的影响程度为分摊依据，以灵敏度解析计算为基础，能够实现阻塞成本在多个双边交易间的快速分配。同时，可通过即时信息系统发布灵敏度，便于市场成员及时调整交易计划，优化系统运行。     

基于潮流变化量的解析阻塞成本分配

在开放的电力市场环境下，阻塞管理不仅关系到系统的安全稳定运行，还影响市场的有效运转。尤其是双边交易的涌现，更增加了系统调度及阻塞管理的复杂性。如何有效地消除阻塞并实现其成本的快速分配，成为研究的重要内容之一。文中提出了一种基于阻塞支路潮流变化量的阻塞成本分摊方法，该方法以双边交易对网络的影响程度为分摊依据，以灵敏度解析计算为基础，能够实现阻塞成本在多个双边交易间的快速分配。同时，可通过即时信息系统发布灵敏度，便于市场成员及时调整交易计划，优化系统运行。     

实时电力交易中平均成本和边际成本定价理论研究

发电计划的制定、网损分摊以及阻塞调度是实时电力交易的主要内容。首先对电力市场均衡进行了详细的描述,阐明了基于市场均衡原则的市场效益分配是公平、合理的;然后基于市场均衡原则分别论述了基于平均成本定价理论和边际成本定价理论的网损分摊以及阻塞调度方法,说明了以平均成本定价理论为基础的网损分摊方法是精确的,而基于边际成本定价理论的阻塞费用分配方法是有效的;最后以IEEE-30节点系统为检验系统,对所提出的方法进行了验证,证明是正确的。     

新电改背景下大用户直购双边博弈模型

目前,我国电力市场正积极推进发电商与大用户双边交易。在此背景下,根据交易过程中各博弈主体所获取的信息情况变化,在交易初始不完全信息博弈阶段,基于暗标拍卖理论构建了发电商报价贝叶斯博弈模型,确定了发电商边际报价增长参数。在后续的多轮博弈中,考虑到现货市场对大用户直购的影响,以发电商报价和大用户购电分配作为博弈策略,构建了以各博弈方收益最大为目标的发电商与大用户主从博弈模型,并利用粒子群优化算法对模型进行了求解。最后对发电商和大用户的策略行为、大用户直购双边交易的市场影响进行了深入分析。     

双边交易模式下阻塞成本的快速分配

在电力市场环境下,输电网开放增加了系统阻塞的可能性。尤其是双边交易的大量出现,给系统调度及阻塞管理带来了困难。如何有效地消除阻塞并实现阻塞成本的快速分配成为研究的重要内容之一。作者提出了系统阻塞成本对双边交易功率的灵敏度的概念,并将灵敏度用解析表达,通过灵敏度与交易功率的乘积可方便地确定双边交易的阻塞成本,其计算速度与双边交易的数量及阻塞线路的数量无关。此外,通过在即时信息系统中发布灵敏度,可以使市场参与者及时了解系统运行状况,及时调整下一步的交易计划,有利于系统的短期优化运行。     

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.     

两种类型电力市场"纳什-古诺"竞争的线性互补模型及其应用分析(Ⅱ)

在文(Ⅰ)基础上建立了两个有关生产者之间不完全竞争的均衡模型,模型属于混合的线性互补问题(LCP),并用-个简单实例阐述它们的应用.这两个模型模拟双边合同型电力市场,模型已包含了输电网拥堵的定价方法.这两个模型之间的区别在于,其中一个模型是输电网节点之间不存在套利,而另一个模型存在套利,故后一个双边合同模型等同于电力库型电力市场的Cournot均衡模型.文中还给出了模型求解的软件系统流程,并以一个简化的应用实例验证了本文给出的模型和方法的正确性和有效性.     

电力市场环境下基于多智能体的多目标电网规划方法

网络阻塞费用是表征电力市场竞争程度的指标之一。提出了一种以网络阻塞费用、线路投资和由于传输容量不足引起负荷缺失最少为目标的多目标网络规划模型,依据分层求解的思想设计了基于多智能体的网络规划体系结构并用其对模型进行求解。初始规划层的母线智能体以降低阻塞为目标相互协商形成初始规划集并将其传送给决策规划层;决策规划层采用遗传算法在初始规划集中搜索规划方案,并进行N-1安全校验和阻塞校验,得到优化可行解。该网络规划体系是开放式结构,可以在知识库中考虑各种不确定因素。通过IEEE RTS-14节点算例仿真表明,考虑阻塞的网络规划能够以最少的投资费用为市场参与者提供公平的电能输送平台,最大限度地满足电力传送。     

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。     

市场环境下计及阻塞集中度指标的输电网扩展规划

与传统的输电网规划相比,电力市场环境下的输电网扩展规划不仅要满足市场用户的需求,还对减缓输电系统阻塞、抑制市场力的滥用和提高社会效益起着重要作用。对于因网络充裕度不足造成的长期输电阻塞,首先参考市场集中度监管指标Lerner指数的定义,提出了新的阻塞集中度指标作为评估输电网络充裕度的指标;然后从市场运营的实际情况出发,以阻塞集中度指标作为约束条件来抑制网络的垂直市场力,构造了将阻塞收益用于回收投资成本的输电网扩展规划模型。IEEE-24节点算例系统分析表明该模型综合考虑了输电投资成本回收以及输电阻塞管理等实际问题,能有效减缓系统阻塞发生,降低投资风险,并为输电网监管提供可靠依据。     

Performance indices to measure and compare system utilization and congestion severity of different dispatch scenarios

In competitive electricity markets, energy Locational Marginal Prices (LMPs) are commonly used to allocate energy payments and transmission congestion charges and credits. In these markets, energy prices and transmission pricing are highly affected by transmission constraints, where a congested transmission is accompanied by congestion costs, lower system utilization, and higher energy prices due to resorting to out-of-merit order as expensive generating units are dispatched to alleviate congestion. The paper presents some performance indices to compare different dispatch options, where it proposes to use some congestion and system utilization measures. These measures are used in the paper to indicate level of system usage and congestion severity under different dispatch scenarios, and may enable the system operator or the qualified dispatch decision-making entity to decide which dispatch, among different dispatch scenarios, is the optimal. To show an example of using presented measures, planned line switching has been used to minimize transmission congestion cost and increase system utilization. The model used for energy market in the paper involves both spot (pool) transactions and firm bilateral contracts. The presented method is applied to a three-bus and an eight-bus test systems, where the results show that considering opening of some transmission lines may improve outcome of social-welfare problem, as reflected in reducing total congestion cost and improving system utilization.     

日前电力市场不完全信息条件下的电力供需双边博弈模型

随着大用户直购电的深入开展,中长期双边交易的市场化和现货交易非市场化之间的矛盾日益凸显,日前电力市场的构建迫在眉睫。建立了在日前电力市场中,电力供需双方间的不完全信息条件下的双边博弈模型,旨在为电力交易供需双方提供一种切实可行的博弈方案,使得双方可以在电力市场中获得最大的利益。模型以直购电价和直购电量作为博弈双方的预测重点,关于直购电价部分,引入发电成本因子,利用协整理论,构建考虑误差修正的直购电价与发电成本的关系模型;直购电量部分则利用相似日法进行预测。最后利用纳什均衡求出双边博弈的均衡解,并通过实例对所提出模型的有效性进行了证明。