考虑绿色证书交易的寡头电力市场均衡分析

可再生能源配额和可交易绿色证书制度作为一种基于市场机制的新能源扶持政策,得到越来越多的关注。该政策的引入会对电力批发市场的竞争产生重要影响,特别是绿色证书交易市场与电力批发交易市场之间存在复杂的相互影响关系。为了定量研究该影响关系,采用寡头竞争均衡理论,建立了一个考虑绿色证书交易市场和电力批发交易市场的两阶段联合均衡模型。在第1阶段,可再生能源发电商以供应函数模式参与证书市场竞争;在第2阶段,所有发电商以古诺模式参与批发市场竞争。该模型描述的均衡问题可以表示为一个具有均衡约束的均衡问题,可采用非线性互补方法来求解。最后,算例仿真重点研究不同配额要求下发电商在两个市场中的策略性行为及相互影响关系,表明在不同的配额要求下,可再生能源发电商会选择在不同市场中行使市场力,并导致电力批发市场价格与绿色证书市场价格上升。

Equilibrium Analysis of Oligopolistic Electricity Markets Considering Tradable Green Certificates

As a market-based support policy of renewable energy, the renewable portfolio standard(RPS)and tradable green certificate(TGC)scheme is receiving ever-increasing attention. The integration of the RPS and TGC scheme is expected to exert significant influences on the electricity wholesale market competition, especially the interplay between the TGC market and the electricity wholesale market. To quantitatively investigate these influences, based on the oligopolistic competition equilibrium theory, a two-stage joint equilibrium model considering the TGC market and wholesale market is proposed. In stage one, the renewable firms behave à la supply function mode in the TGC market, and in stage two, all generation firms behave à la Cournot mode in the electricity wholesale market. The equilibrium model is formulated as an equilibrium problem with equilibrium constraints(EPEC)and is solved by the nonlinear complementarity approach. Finally, simulation examples focus on studying the strategic behaviors of generation firms in two markets under various RPS requirements and the interaction of these strategic behaviors. Simulation results show that, with various RPS values, the renewable firms exercise market power in different markets and drive up the electricity price and TGC price.