电力市场环境下储能电站和光伏电站合作博弈模型

与传统电力市场主体不同,储能电站既可以参与发电侧,也可以参与用户侧,进而获取利益。文章以发电商、售电公司、用户、储能电站和光伏电站为市场主体,建立电力市场博弈模型;以储能电站在某一时段的运行方式和报价作为博弈策略,计及储能电站必要的运行约束条件,建立储能电站运行模型;基于招标电价制建立光伏电站运行模型。考虑储能电站与光伏电站进行合作博弈,以最大化联盟收益为剩余博弈支付,以联盟内部交换功率和交易电价为协议,基于Shapley值对合作博弈剩余进行分配,通过分析得到模型的Nash均衡。文章通过算例验证了所提出方法的正确性和有效性,所建立的模型适用于储能电站与光伏电站进行合作博弈参与电力市场的情景。     

清洁能源发电商参与的发电侧市场多目标竞价模型及应用

电力市场中社会资本大量涌入,使市场参与者的利益诉求日益多样化,加之碳排放市场的成立将会改变各发电商在电力市场的发电比例,也会对发电侧电力市场的竞价产生重大影响,因此有必要研究新形势下发电侧竞价问题。先将碳排放费用计入发电商总成本,并充分考虑电力系统经济性和环保性等多目标运行需求,同时兼顾各发电商发电利益,构建了基于非合作博弈理论的清洁能源发电商参与的发电侧市场多目标竞价模型,然后采用基于Tent映射和NDX交叉算子的改进多目标遗传算法NSGA-Ⅱ求解该模型的Stackelberg-Nash均衡解。仿真结果表明,碳交易市场的引入能显著增加清洁能源发电商的发电量,有效推动了清洁能源的发展。     

电力市场环境下槽式太阳能热发电系统配置优化设计方法研究

通过建立全年时段槽式太阳能热发电系统运行的线性规划模型,提出槽式太阳能热发电系统太阳倍数和储热时长优化选取的方法,并考虑了电力市场环境下负荷和光伏发电出力波动对电价的影响因素。通过实际算例分析不同的分时电价曲线下最佳集热场面积和储热容量的选取,以及其设计参数选取对发电项目年利用小时数和收益的影响。     

基于期权合同的风电商日前市场投标偏差风险管理

由于风电出力和平衡市场价格的不确定性，风电商在日前市场投标时将面临较大的风险。为此，提出风电商通过看涨期权以控制平衡市场价格风险，从而减小日前市场投标风险的方法。为了研究风电商的期权合同对其日前市场投标行为的影响，建立一个考虑风电商看涨期权合同的日前市场随机均衡模型，其中采用场景削减技术计入风速和平衡市场价格的不确定性。算例分析验证了模型的合理性和有效性，并表明看涨期权合同可降低风电商参与日前市场竞争时收益的波动，减小风电商的投标偏差，且风电商通过合适的看涨期权合同交易可达到效用最大化。     

风电参与投标竞争的多能源市场博弈分析

在能源互联网框架下,利用电、气等多能源互补特性有助于缓解风电等可再生能源随机波动的不利影响。为弥补风电开发商在日前市场的投标偏差,首先给出一个考虑电力与天然气等多种能源的市场交易框架,其中参与日前电力市场竞争的风电开发商分别通过电转气(P2G)设备和燃气机组进行能源转换,处理风电实际出力过剩和不足这2种情况。然后建立风电开发商参与投标竞争的日前电力市场与天然气市场博弈模型,其中风电开发商、传统发电商和天然气生产商均以供应函数投标方式参与多能源市场竞争。最后,通过算例分析验证了理论模型的有效性。     

基于可再生能源经济调度时序模拟的绿色证书市场交易研究

梳理可再生能源发电商、常规能源发电商与售电公司等交易主体之间的电力、绿色证书供需关系,以各发电商的利益最大化为目标,建立考虑绿色证书的能源经济调度模型,求解消纳保障机制下发电商电力调度及证书交易策略;通过算例分析说明了绿色证书机制提高可再生能源发电商收益的有效性,消纳责任权重对于绿证价格变化、市场力抑制等市场良性运营具...     

碳价格水平提升条件下的可再生能源发电投资决策研究

鉴于提高碳价格对可再生能源发电投资具有双重影响,因此有必要研究碳价格提升条件下的发电投资决策。以风电和燃气发电为例,基于自由竞争发电市场下的竞价原理,构建碳价格提升条件下发电投资决策的非合作博弈模型,给出不同碳价格水平下各发电商容量投资的纳什均衡状态。结果表明,该模型能有效地量化碳价格的提升对可再生能源发电投资决策的影响,有助于政府制定合理的碳价格。     

基于随机两层规划的电力备用合约购电模型

为研究购电商成本最小化的最优电力备用容量电价及发电商利润最大的最优电力备用合约容量,基于随机两层规划,构建了双定价机制下的电力备用合约购电模型,应用Stackelberg博弈理论求解。数值算例分析了单位缺电损失、电力需求方差对最优策略的影响,并进一步探讨了在发电商经济行为存在相互影响的情况下,购电商与发电商最优策略的变化。     

基于委托-代理模型的绿色电力市场激励机制

根据发电企业参与绿色电力市场的成本和收益,搭建了政府和发电企业之间的“委托-代理”博弈模型,通过将博弈模型分别在自愿认购市场和配额考核市场下进行求解,研究了在不同绿色电力市场下,政府对发电企业采用的不同激励机制。     

考虑绿色证书的可再生能源跨区消纳竞价优化方法

绿色证书交易机制作为一种支撑可再生能源跨区消纳的电力交易新政策,受到越来越多的关注。在该政策下,以各发电商及电力交易中心的利益最优为目标,同时考虑输电线路容量约束、火电机组爬坡约束等条件,提出了基于非合作博弈的双层优化模型。其中,发电商位于优化模型上层,通过与其他发电商进行非合作博弈,确定最优报价以获得最大利润;电力交易中心位于优化模型下层,根据各发电商的报价进行市场出清,从而使购电成本最低。算例仿真分析结果表明,所构建的非合作博弈双层优化模型既可促进可再生能源消纳,又可显著提高发电商收益。     

PES News

A method to predict the optimal energy production of a profit maximizing power producer in an oligopoly electricity market is presented. The cases where producers have incomplete information about the operating costs of rival producers are highlighted. Cournot noncooperative game theory is used to determine the oligopoly electricity market equilibrium state that corresponds to the optimal supply quantity of each power producer.     

Market power in a coal-based power generation sector: The case of Poland

The paper presents an analysis of market power in the Polish power sector. The study is carried out for the structure that was established by the last consolidation undertaken by the government in 2007, using a game theoretic model of the power generation market (the PolMark model). The model is run under five scenarios and eight cases. The scenarios distinguish between assumptions on strategic behaviour, whereas the cases distinguish assumptions on coal prices. The following measures are discussed in this study: electricity prices, production volumes, consumer and producer surpluses, dead weight welfare loss, CO₂, SO₂, NO_x emissions and fuel supplies to power producers. The results confirm that the potential to exert market power in the Polish power generation sector may influence significantly electricity prices and production volumes. The analysis indicates that under the competitive scenario the average wholesale electricity price would be approximately 14.7% lower and the production would be 6.7% higher when compared to the reference scenario. Furthermore, apart from surplus transfer between producers and consumers, the dead weight loss was estimated at the level of 123.6 M€. This value reflects the net social loss resulting from uncompetitive market equilibrium.     

基于PEMFC-P2G与风光不确定的综合能源系统优化调度

以氢气为主要燃料的质子交换膜燃料电池是一种良好的清洁能源利用介质,为应对“双碳目标”的挑战,提出基于质子交换膜燃料电池与电转气（P2G）混合储能并考虑系统中风电、光伏出力不确定性因素的综合能源系统模型。首先,对膜燃料电池进行精细化建模分析;其次,对风电、光伏等新能源采取基于小波变换-神经网络的短期预测;最后,建立包含设备运行维护成本、实时电价政策的外购能源等经济成本以及碳惩罚成本的最小优化目标的混合整数线性规划模型,且以系统安全稳定运行为约束。某园区的算例分析结果表明,所提出的考虑新能源出力与PEMFC-P2G混合储能优化模型能有效降低运行成本、减少碳排放,具有良好的经济性与环保性。     

Interaction among competitive producers in the electricity market: An iterative market model for the strategic management of thermal power plants

The liberalization of the electricity sector requires utilities to develop sound operation strategies for their power plants. In this paper, attention is focused on the problem of optimizing the management of the thermal power plants belonging to a strategic producer that competes with other strategic companies and a set of smaller non-strategic ones in the day-ahead market. The market model suggested here determines an equilibrium condition over the selected period of analysis, in which no producer can increase profits by changing its supply offers given all rivals’ bids. Power plants technical and operating constraints are considered. An iterative procedure, based on the dynamic programming, is used to find the optimum production plans of each producer. Some combinations of power plants and number of producers are analyzed, to simulate for instance the decommissioning of old expensive power plants, the installation of new more efficient capacity, the severance of large dominant producers into smaller utilities, the access of new producers to the market. Their effect on power plants management, market equilibrium, electricity quantities traded and prices is discussed.     

基于多时空尺度辅助服务的多类能源协同运营优化机制研究

在可再生能源参与电力现货市场交易的环境下,考虑可再生能源发电波动性、系统节点电压稳定性以及实时负荷需求的影响,构建含有可再生能源的多类能源联盟体运营模式,模拟光伏、风电能源分别接入不同节点系统,以及选择系统典型的日负荷需求曲线(峰谷差率分别取55.68%、37.03%)设计不同的运行场景;并基于联盟体中各主体的均衡收益、收益均衡离散性评价、发电功率优化分配以及系统总收益构建多时空尺度辅助服务优化运营模型。研究表明:1)多类能源联盟体模式可有效减少可再生能源波动性对系统稳定性的影响,促进联盟体多个时段总体运营收益明显改善,充分挖掘系统辅助服务的市场价值;2)以满足负荷实时需求的多时空尺度辅助服务组合策略,可实现对于各主体多时段的出力优化以及市场投标报价决策的支持,以提升联盟体的市场竞争力;3)揭示了联盟体多时空尺度辅助服务总收益、各主体的均衡收益与负荷实时变化的关联规律和机理,为完善联盟体模式参与电力实时市场交易理论提供了实证数据支撑。     

Integrated bidding strategy of distributed energy resources based on novel prediction and market model

This paper presents an integrated operation model of renewable energy, distributed generators (DGs), energy storage, and demand response to overcome the challenges of renewable energy market participation. Additionally, an accurate prediction model for wind, photovoltaic (PV) power, and market price is introduced based on ensemble empirical model decomposition. In this model, radial basis function neural network (RBFNN) is used for the forecasting of subsignals from the analysis model. The training model of RBFNN is shaped based on the B-water cycle algorithm (WCA) optimization method. Additionally, by considering the adjusted market, demand response, and uncertainties analysis, this method reduced the economic damages of generators and loads. A case study test has consisted of a wind turbine, photovoltaic energy, fuel cell energy, demand response, and energy storage.     

A blocked takeover in the Polish power sector: A model-based analysis

As the President of the Office of Competition and Consumer Protection refused to approve a government initiated takeover in the Polish power sector and the Court of Competition and Consumer Protection did not make a ruling on that case, the takeover was finally prohibited. In this context, the main aim of this paper is to carry out a quantitative analysis of the impact of the takeover in question on electricity prices and quantities, consumer and producer surpluses, dead weight loss and emissions.The scope of the study covers the Polish power generation sector and the analysis was carried out for 2009. A game theory-based electricity market equilibrium model developed for Poland was applied. The model includes several country-specific conditions, such as a coal-based power generation fuel-mix, a large share of biomass co-combustion, etc. For the sake of clarity, only four scenarios are assumed.The paper concludes that the declared synergy savings did not compensate for the increase in dead weight loss and the transfer of surplus from consumers to producers caused by increased market power.     

Mitigating wind exposure with zero-cost collar insurance

Renewable energy generation worldwide has relied increasingly on wind farms where wind energy is transformed into electricity. On the other hand, electricity prices are uncertain and wind speeds are highly variable, which exposes the producer to risks. Typically wind power producers enter into long term fixed price contracts in order to hedge against energy price risk, but these contracts expose the wind farm to energy volume risk, as they require delivery of the full amount of energy contracted, even if energy production falls short due to low wind speeds. To mitigate this risk, wind producers can purchase insurance. This article proposes a zero-cost collar insurance and develop a stochastic model to determine the feasible range of wind strikes for both the wind farm and the insurer. The results indicate there is a set of possible strike combinations that meets the objectives of both parties.     

Trading wind energy on the basis of probabilistic forecasts both of wind generation and of market quantities

Wind power is not easily predictable and non‐dispatchable. Nevertheless, wind power producers are increasingly urged to participate in electricity market auctions in the same manner as conventional power producers. The aim of this paper is to propose an operational strategy for trading wind energy in liberalized electricity markets and to assess its performance. At first, the so‐called optimal quantile strategy is revisited. It is proved that without market power, i.e. under the price‐taker assumption, this strategy maximizes expected market revenues. Forecasts of wind power production, of day‐ahead and real‐time market prices and of the system imbalance are inputs to this strategy. Subsequently, constraining of the bid that maximizes the expected revenues is proposed as a way to overcome the strategy's disregard of practical limitations and, at the same time, of risk. Two constraining techniques are introduced: constraining in the decision space and in the probability space. Finally, the trade of a wind power producer is simulated in a test case for the Eastern Danish (DK‐2) price area of the Nordic Power Exchange (Nord Pool) during a 10 month period in 2008. The results of the test case show the financial benefits of the aforementioned strategy as well as the consequent interaction with the electricity market. This study will support a demonstration in the framework of the EU project ANEMOS.plus. Copyright © 2012 John Wiley & Sons, Ltd.