结合可中断合同交易的电力系统随机生产模拟

提出了一种结合可中断电力合同交易的电力系统随机生产模拟方法,其中把可中断电力等效为具有随机停运特性的灵活发电资源.考虑了可中断合同定价模型与合同交货时段系统边际运行成本之间的相关性问题,并采用一种迭代协调算法来加以解决.该方法可用于分析可中断电力合同交易对于系统发电可靠性和经济性的影响,以及考虑系统需求不确定性和发电机组故障的可中断电力合同的系统决策.算例仿真验证了该方法的有效性,并且表明在不确定环境下要求以尽可能小的成本来保证系统适当可靠性水平时,可中断电力合同交易具有重要应用价值.     

电力市场下的可中断负荷管理及其方法

为实现电力资源在电力市场下的有效配置和社会福利的最大化，主要从电价、机制和合约3个角度为电力市场下可中断负荷管理提供解决方法。根据可避免成本设计可中断电价，运用机制设计理论设计博奕规则，利用金融衍生工具设计合约形式，为电力公司在电力市场下进行可中断负荷管理提供了有利力的依据和指导价值，为电力市场下电网的安全经济运行服务。     

An optimal pricing scheme in electricity markets by parallelizing security constrained optimal power flow based market-clearing model

To improve economic efficiency of electricity markets, the market-clearing model must be designed to give transparent information for pricing system security and to quantify the correlation between the market operations and the power systems operations, which is an immensely provocative and challenging issue in electricity markets. This paper sets out to propose a novel approach to pricing the system security by parallelizing the security constrained optimal power flow (SCOPF) based market-clearing model, while providing market solutions as a function of complying with the required voltage security margin and N-1 contingency criteria. The proposed SCOPF based market-clearing framework also takes into consideration the bilateral transaction information and, at the same time, optimal pricing expressions through computing locational marginal prices (LMPs) and nodal congestion prices (NCPs) for ensuring voltage security are derived. The results from a 129-bus model of the Italian HV transmission system turn out to be the validity of the proposed market-clearing model for managing and pricing the system security.     

调峰电价与可中断负荷联动机制研究

在分析传统调峰方式基础上,提出一种调峰交易模式,即调度机构将所有参与调峰的负荷停止用电或减少用电的容量当作一种“电力资源”买入,参与调峰的负荷具有可中断负荷的特性。因此明确提出参与调峰的负荷被认为是可中断负荷,把可中断负荷补偿费视为该“电源”的购电成本。引入一个可中断负荷补偿机制,实现了“电源”买入。在该模式下,应用微观经济学理论,重点提出了分区调峰电价和统一调峰电价2种调峰定价方法,抓住调峰定价的实质,实现了调峰电价调节供需关系,使市场有限资源优化再分配,实现社会效益最大化。该算法适用于我国电力市场改革初期,利用调峰电价调节供需关系,缓解缺电矛盾。     

可中断电力合同中新型期权的定价

可中断电力合同是一种结合电力期权的风险管理工具，可有效地管理可中断负荷。可中断电力合同所结合的电力期权为新型复合电力期权而不是普通的期权，由于新型电力期权的复杂性导致不能求解期权价格的解析解，因此该文提出通过数值方法：蒙特卡罗法近似求解该复合电力期权的价格，并提出了该期权在无套利条件下的定价公式。该文通过电价的历史数据分析提出了电价的混合模型，以描述电价行为特性。算例对美国New England电力市场某月的复合电力期权进行定价，结果表明该期权价格与实际市场中的该期权价值间的误差小于5％，说明该文所提方法是有效的。该文提出的期权定价方法也适用于其它类型的电力期权，有推广价值和应用前景。     

电力市场中基于序贯仿真的用户电价研究

在厂网分开的电力市场中，用户电价不仪与电厂报价和电网支出有关，还与系统的可靠水平有关。电网运行方式、负荷水平、设备的检修和随机故障，都对用户电价和电网收益产生重要影响。本文采用时间序列负荷模型，在电网运行中考虑了运行方式、负荷水平和设备停运，采用序贯仿真模拟电网的长期运行，建立优化调度策略，引入停电赔偿电价和峰谷电价，计算相应的收支费用。在IEEE-14测试系统的计算结果表明，算法反映了安全因素和经济因素的关系，有助于建立电力市场中合理的用户电价体系。     

A robust possibilistic mixed-integer programming method for planning municipal electric power systems

In this study, a robust possibilistic mixed-integer programming (RPMP) method is developed for planning municipal electric power systems (EPS) under uncertainty. RPMP incorporates the concept of robustness within a possibilistic mixed-integer programming framework to handle ambiguous uncertainties in the objective function and constraints. It is superior to existing fuzzy possibilistic programming method by accounting for recourse actions of deviation of objective function with imprecise parameters from its optimal value, as well as economic penalties as corrective measures of possible violation for constraints with imprecise parameters. A RPMP-based electric power system (RPMP-EPS) model is then formulated for planning EPS of the City of Shenzhen, China, while cost-effective and sustainable electricity generation schemes can be achieved through analyzing city’s electricity consumption mix, electricity balance condition, as well as energy self-sufficiency. Results demonstrate that (i) power export contracts based on national and regional energy policies bring significant effects on the municipal EPS, particularly in energy supply schemes and electricity consumption mix; (ii) although city can be basically self-sufficient in power supply if nuclear power is not enforced for export, import dependency of fuels remains extremely high, leading to the insecure fuel supply and vulnerable EPS; (iii) uncertainties have significant effects on the city’s energy source supply as well as the relevant electricity-generation scheme. The findings are helpful for formulating policies of electricity generation as well as analyzing interactions among system cost, environmental objective, and electricity supply security.     

Economic evaluation of a photovoltaic power generation introduced into an electric power system with electricity storage

Renewable energy utilization and electricity storage will soon be introduced into the conventional electric power system. This study assumes that a photovoltaic (PV) power generation system, a set of the PV units, is installed into the electric power system with electricity storage; moreover, the effects of uncertain variation characteristics of the PV system output on the operations of the conventional power generation system and the storage units are evaluated by simulations, with cost a major consideration. According to the simulation results, it is clearly demonstrated that the costs of the PV system are influence sharply by the prediction accuracy of their output.     

Application of auctions as a pricing mechanism for the interchangeof electric power

The expected move to a market-based electric power industry will significantly change electric utility operations. These changes will fundamentally alter the pricing of electric power. How this pricing will be accomplished is a key issue. Traditionally, embedded cost based methods have been used. Spot-pricing has received attention as a possible approach in a market-based electric power environment. Another market-based approach is the use of auctions. This paper presents the application of a sequential sealed-bid and sealed-offer auction to the pricing of electric power by using linear programming     

基于合作分配模型的可中断电价研究

将合作分配模型引入到可中断电价研究中。对电网公司和用户等可中断负荷计划参与者的成本和效益进行了分析,利用Shapley等值法确定电网公司对参与用户的电价折扣率,可以根据合作各方在合作中所作贡献的大小公平地分配实施可中断负荷所产生的效益。算例结果表明,该方法既可作为制定可中断电价的依据,也可以作评估可中断电价合理性和公平性的验证手段。     

计及可中断负荷影响的阻塞管理定价模型研究

在电力市场环境下,利用可中断负荷参与阻塞管理能有效缓解阻塞和消除市场力,合理的定价是有效利用可中断负荷的关键.作者指出,利用负荷需求的弹性特点并将可中断负荷参与到阻塞管理机制中,通过市场供需关系确定电价可显著减轻阻塞.文中提出了一种定价模型,在此基础上给出了两种定价方法,即节点定价法和分摊定价法,并比较了两种定价方法的特点.最后对两种定价方法进行了仿真,并讨论了电价与负荷弹性的关系,算例结果说明,所提出的定价模型正确合理、简单、实用.     

电力市场环境下运行备用问题的研究

运行备用作为辅助服务的一种，在维持电力系统的安全可靠性、提高系统运行质量，缓解高峰负荷电价等方面具有举足轻重的作用。在电力市场环境下，运行备用的获取和定价面临着许多新的挑战，相关研究工作散见于各类文献中，所探讨的内容主要涉及了：运行备用定价机制的框架性研究，发电侧对备用市场的决策响应与投标策略，可中断负荷管理和对停运成本的分析评估，以及如何制定出兼顾经济性和可靠性的定价策略等相关问题，对国内外在这些方面的研究工作做简要综述。     

概率学的AGC先验定价和后验考核新方法

提出了一种在电力市场环境下自动发电控制（AGC）辅助服务的“概率学先验定价”和“统计学后验考核”的新方法，文中首先发展了概率学实用当量定价方法，该方法利用随机生产模拟技术和当量电价原理，事先评估出AGC的容量价值和为了提供AGC服务预留AGC容量而产生的机会损失成本，由此两项成本构成了AGC服务的先验价值和价格，进一步，利用实时记录，提出了一种基于统计学的后验考核和结算方法，即计算发电机组收到的AGC指令和实际执行的机组有功出力之间的“相关系数”，依此建立了基于概率学的AGC跟踪能力和服务质量的后验考核指标和结算方法，与此相应，还建议建立市场上有效的“AGC保证金制度”，最后，给出了以我国某电力系统数据为背景的算例，算例表明，该方法能很好地体现AGC平衡负荷随机波动的本质，也能很好地发挥当量电价方法的长处，再辅以市场上有效的AGC保证金制度，可成为一个很好的AGC定价和考核的新方法和新体制。     

基于最优潮流的无功定价方法探讨

电力市场环境下精确可行的无功服务定价是近年来研究的热点问题。将无功发电机会成本和无功补偿设备的投资加入到最优潮流的目标函数中,并考虑旋转备用的重要性,加入旋转备用约束条件,提出了新的基于最优潮流的无功功率实时定价模型。并对IEEE4-57节点系统进行了测试,所得的无功电价既能涵盖大部分的无功生产费用,又能提供足够的经济信息。     

考虑源荷协调的风电并网系统旋转备用容量优化

风电的接入给电力系统带来更大不确定性,要求电网公司购买更多的旋转备用以维持电力系统的功率平衡和稳定,兼顾系统运行可靠性与经济性的旋转备用优化配置具有重要意义。考虑风电、需求侧互动资源,提出一种基于多场景的概率性旋转备用优化方法。该方法综合考虑风电预测误差、负荷波动及发电机非计划停运不确定性因素对旋转备用的需求,将弃风、可中断负荷分别作为部分负、正旋转备用融入发电日前调度计划,以购电总费用最低为目标函数建立日前机组组合优化模型,获得各时段旋转备用优化配置量。通过对IEEE 30节点、IEEE 118节点系统进行算例分析,验证了所提方法的正确性和有效性。     

两部制水电上网电价的计算方法

水电如何进入市场参与竞价,是当前和今后一段时间电力市场改革必须面临的重要课题之一。该文根据水电站本身的直接财务效益和费用,对电力系统进行随机生产模拟,并以随机生产模拟为基础进行电能成本分析,制定水电上网电价定价计算方法,并构建两部制定价模型,最后通过实例,验证所建模型是可行的。     

Multi-area coordinated decentralized DC optimal power flow

This paper provides a framework to carry out a multi-area optimal power flow in a coordinated decentralized fashion. A DC nonlinear optimal power flow model is used. Losses are incorporated through additional loads based on cosine approximations. The model makes it possible the independent optimal dispatch of each area while the global economical optimum of the whole electric energy system is achieved. This is possible by means of the Lagrangian relaxation decomposition procedure. Optimal energy pricing rates for the energy traded through the interconnections are derived. The developed algorithm can be run in parallel either to carry out numerical simulations or in an actual multi-area electric energy system     

电力市场和过渡期电力系统可中断负荷管理(二)--可中断负荷运营

重点介绍可中断负荷的运营情况,这是关系到其能否发挥作用的重要因素。对电力市场和过渡期电力系统两种情况给予分析。首先介绍了在电力市场中以电价为核心的可中断负荷实行方式,包括中断合同类型、期权定价以及负荷侧参与市场竞价的情况;然后阐述了过渡期系统可中断负荷的中断条件、优化调度、实施障碍等;最后提出了该领域急需研究的问题。     

Development of a hybrid model for electrical power spot prices

A great deal of interest has been paid to the market-based pricing of electrical power. Electrical power contracts often contain embedded options, the valuations of which require a stochastic model for electricity prices. Successful stochastic models exist for modeling price variations in traditional commodities. Electricity is critically different from these commodities as it is difficult to store and, on short time scales, its price is highly inelastic. This has important implications for stochastic spot price models of electricity. Several stochastic models of electricity spot prices already exist. In these random models, price returns play a dominant role. In this paper, we lead a guided tour through existing electricity price data to motivate a new stochastic electricity price model different in that it directly models price. We apply the new model to the problem of pricing options on electrical power and discuss these preliminary results