Congestion management impacts on bilateral electricity markets under strategic negotiation

Congestion management design is key to a fair and efficient use of transmission facilities and an improvement of market efficiency. Emergence of bilateral electricity markets provides a more flexible, private and decentralized decision-making scenario, in which the self-interested players autonomously search for counterparts to negotiate profitable transactions. In competitive bilateral markets of imperfect and incomplete information and explicit consideration of the network constraints, which make the markets significantly complex, more sophisticated bargaining strategies and market evaluation tools are imperative to both players and regulators.In this paper, under an assumption of imperfect and incomplete information, evolutionary bipartite complex network theory is employed to develop quantities bidding strategies through a dynamic game, in which the players drive the evolution of the network while maximizing their own utilities with explicitly considering the congestion management results. Resorting to adjustment bids, two congestion management schemes, with and without balancing bilateral transactions, are considered.The approach is illustrated with an application to the IEEE30 test system, assessing the impact of different congestion management schemes on the negotiations, market equilibria, market performance and gaming opportunities for the market participants in congestion managements.     

Congestion management considering hydro-thermal combined operation in a pool based electricity market

This paper proposes a novel congestion management strategy for a pool based electricity market considering combined operation of hydro and thermal generator companies. The proposed congestion management problem is formulated as mixed binary nonlinear programming problem to minimize the cost of re-dispatching the hydro and thermal generator companies to alleviate congestion subject to operational, line overloading and water availability constraints. A piecewise-linearized unit performance curve is used in this formulation, which takes into account its non-concave nature. The effectiveness of the proposed technique is demonstrated by solving the modified IEEE 57-bus and IEEE 118-bus systems for congestion management under line outages.     

联营-双边混合交易模式下的阻塞费用分摊

针对联营-双边混合交易模式的特点,基于“论责分摊”的思想,提出了一种基于潮流追踪计算阻塞影响因子的方法。根据该方法可将阻塞线路上的阻塞费用根据交易参与者定量阻塞责任的大小进行分摊。即首先利用约束分配系数将系统阻塞费用分摊给阻塞所在线路,然后利用潮流追踪法得出各个市场成员对阻塞线路的利用份额,最后将线路阻塞费用分配给所有市场成员。该方法不产生销售盈余,给市场参与者提供了准确的经济信息。IEEE-14节点系统算例结果显示,该方法能够正确有效地分摊市场成员的阻塞费用。     

双边交易在南方电力市场的成功实践

介绍了省区间电能双边交易和大用户与发电企业直购电的双边交易在南方电力市场的成功实践.省区间电能双边交易按交易发起者分为政府主导协议交易和企业自主交易2种模式,按交易周期分为长期、中长期、短期和临时交易4种类型.论述了省区间电能双边交易的统购统销、天生桥一级水电站和龙滩水电站的3种组织模式;计划内电量的跨省区交易价格、临时交易电量的原则、销售电价水平和电力供需形势等.对大用户直购电的双边交易形式、实施效果、积极意义和存在的问题等进行分析后,指出大用户直购电最核心的问题是合理地核定电价及解决交叉补贴问题.     

Congestion management in hybrid power markets

This paper proposes a one-step methodology for congestion management of a hybrid power market that consists of a power pool and bilateral contracts between market participants. The proposed method is based on a modified Optimal Power Flow (OPF) model to minimize the total cost of generation and ancillary services. Transmission losses, reactive power support and congestion relief are provided centrally in one optimization step. The benders decomposition technique is applied to solve the proposed OPF problem. The congestions are relieved through an iterative process, which makes the congestion management scheme transparent to all the market parties. The IEEE-RTS is analyzed to illustrate the proposed technique.     

电力市场双边交易的阻塞管理

双边交易是电力市场中的一种重要交易形式,其相应的阻塞管理也具有重要的意义。鉴此．在潮流计算中应用直流法的基础上,提出了应用灵敏度的概念解决输电阻塞问题,将削减量与所占支路的容量的比例结合起来,做到公正、公平的阻塞管理。最后给出了一个5节点系统的算例,证明该方法的有效性。     

Influence of TCSC on congestion and spot price in electricity market with bilateral contract

This paper presents a quantitative analysis of the effect of TCSC on congestion and spot price in deregulated electricity markets. The paper could also be considered as a comprehensive tutorial on the influence of TCSC in electricity market. A voluntary pool market, where the market participants can trade electricity either via a pool or through bilateral contracts is considered. The electricity market is modeled in an optimal power flow framework with the objective of maximizing the social welfare. In such formulation, the Lagrange operators associated with the equality constraints associated with real power balance give the spot prices of energy at each bus of the system. Studies are carried out with and without TCSC at peak and low loading conditions to capture the influence and to see the effectiveness of TCSC at different loading conditions. The paper further explores the effect of TCSC compensation level on the spot prices and the congestion under varying pool and bilateral loading conditions. A 5-bus test system is used for numerical studies and to showcase the influence of TCSC in an electricity market environment.     

电力市场长期交易的限价制定方法研究

电力市场中市场限价是规避市场风险的有效措施之一,大量的电力交易集中于长期交易市场,因此更需要研究其限价的制定方法以及市场限价的原则,给出了7种最高限价的制定方法和3种最低限价的制定方法,以及每种方法的使用范围,针对某电力市场的数据对部分方法进行了算例的分析验证.     

电力市场中期货与现货电量交易比例的研究

合理的期货与现货电量交易比例是保证电力市场有效实施的一个重要环节。以市场效率最大化为目标函数,考虑发电机组的可用容量与负荷预测的误差,以及输电线路的有效传输容量等因素,推导出期货与现货市场交易比例的计算公式,此公式是以发、输、负荷三个串联系统可靠供电的概率性指标为基础的。经过一个实际系统的仿真,说明这种比例是非常合理的。     

Energy bidding strategies for restructured electricity market

Many countries around the world have changed the economics of their electricity markets from monopolies to oligopolies in an effort to increase competition. The restructured electricity markets have introduced risk and uncertainty into a sector of the economy that was traditionally state-owned. Suppliers and customers use financial methods to manage the risk from market prices. The maximization of profit for power companies is highly associated with the bidding strategies. In order to maximize the profit, participants need suitable bidding models. In an open access electricity market, the bidding problem is a complicated task because of producer’s uncertain behaviors and demand fluctuation. Therefore, developing bidding strategy is extremely important for electricity market participants to achieve the maximum profit. This paper analyses a comprehensive literature on the state of the art research of bidding strategies in restructured electric power market.     

Hydrothermal self-scheduling problem in a day-ahead electricity market

This paper addresses the self-scheduling problem of determining the unit commitment status for power generation companies before submitting the hourly bids in a day-ahead market. The hydrothermal model is formulated as a deterministic optimization problem where expected profit is maximized using the 0/1 mixed-integer linear programming technique. This approach allows precise modelling of non-convex variable cost functions and non-linear start-up cost functions of thermal units, non-concave power-discharge characteristics of hydro units, ramp rate limits of thermal units and minimum up and down time constraints for both hydro and thermal units. Model incorporates long-term bilateral contracts with contracted power and price patterns, as well as forecasted market hourly prices for day-ahead auction. Solution is achieved using the homogeneous interior point method for linear programming as state of the art technique, with a branch and bound optimizer for integer programming. The effectiveness of the proposed model in optimizing the generation schedule is demonstrated through the case studies and their analysis.     

电力市场下的传输阻塞管理

对开放的电力市场环境（电力联营体模式）下的输电调度模型进行了研究。分析了以社会福利最大化（系统运行成本最小化）为优化目标的输电调度模型，指出其存在的一些不足，报价曲线和成本曲线的区别使模型中的优化目标难以实现；输电设施投资的回收难以得到保障，难以体现输电调度机构的市场功能。在此基础上，建立了以最大化电力市场交易量为优化目标的输电调度模型，对算例计算结果的对比、分析表明；新模型能较好地解决原模型中存在的问题，保证市场竞争的公平性，并且能消除由阻塞引起的交易盈余。     

基于FACTS的现货市场阻塞解决方法研究

在电力市场环境下,利用柔性交流输电系统FACTS(FlexibleACTransmissionSystem)设备解决网络阻塞问题,获取更大的经济效益已经越来越引起人们的重视。提出基于FACTS的现货市场阻塞解决方法。从安全域的角度分析了引入FACTS控制作用解决阻塞问题的机理,建立了含FACTS控制作用的潮流和最优潮流模型,并用算例进行了分析。研究结果表明,FACTS的控制作用可以有效地解决网络传输阻塞问题,降低购电成本,避免由于网络输电阻塞引起节点电价的震荡。     

Bidding design for price-taker sellers in bilateral electricity contract auctions

This work presents a mathematical model to aid a price-taker seller who offers in a bilateral electricity contract auction. The buyers’ demand for electricity is disputed by multiple sellers in a descending, sealed-bid auction, with multiple products, uniform price for each product, and multiple rounds. The model efficiently allocates the seller’s offers into the auctioned products, maximizing his financial benefit. It was developed for auctions with the same rules of the Brazilian Purchase Auction, a sequence of eleven-monthly auctions that happened from July-03 to June-04.     

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).     

多种交易模式下确定输电系统固定成本的一种分摊方法

针对在多种交易模式(联营体交易、双边交易、多边交易)共存的电力市场中,如何公平合理地分摊输电网的固定成本这一问题,提出了一种新的固定成本分摊方法。即以电流分解为基础,用电流表示交易,按与复电流分量模成比例的分摊方法,将固定成本先分摊到交易,然后再对联营体交易(或多边交易)进一步分摊到参与该交易的发电机和负荷,每个输电设备的固定成本一半分配给用它的发电机,一半分配给由它送电的负荷。通过对5节点系统进行算例分析,验证了该方法的正确性和合理性。     

Development of a new loss allocation method for a hybrid electricity market using graph theory

This paper introduces a new method for allocating losses in a power system using a loop-based representation of system behaviour. Using the new method, network behaviour is formulated as a series of presumed power transfers directly between market participants. In contrast to many existing loss allocation methods, this makes it easier to justify the resulting loss distribution. In addition to circumventing the problems of non-unique loss allocations, a formalised process of loop identification, using graph theory concepts, is introduced. The proposed method is applied to both the IEEE 14-bus system and a modified CIGRE Nordic 32-bus system. The results provide a demonstration of the capability of the proposed method to allocate losses in the hybrid market, and demonstrate the approach's capacity to link the technical performance of the network to market instruments.     

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。     

日本和新加坡电力零售市场对我国电力市场建设的启示

近年来随着售电侧开始逐步放开,国内的电力零售市场也已初步形成。过去的购售电方式已然发生了转变,但我国对零售市场的建设发展显然还不够,仍需寻求更为成熟的经验。日本、新加坡电力零售市场,在全面放开市场竞争后已发展地较为成熟完善。本文首先分析了日本、新加坡两国电力零售市场的改革之路,进而对两国零售市场进行总结对比,得出对我国未来电力零售市场的启示,并结合我国实际情况从市场改革、零售套餐、零售电价、零售商、网络业务等方面提出相关建议,以期有助于未来我国电力零售市场的建设与发展。     

电力市场环境下计及风险的发电公司中期运行规划

在电力市场环境下,发电公司需要对中期运行进行合理规划,以最大化其售电收益.在进行中期规划时,需要综合考虑其在现货市场和合约市场的售电策略,以及检修计划的合理安排,并采用适当方法管理风险.通过采用条件风险价值(CVaR)模型度量售电收益风险,并在计及输电阻塞对合约交易的影响下,为发电公司构造了一种兼顾期望利润最大化和CVaR风险值最小化的中期运行规划模型.将年度发电计划转化为计及机组物理约束的日发电计划,并提出了结合遗传算法和蒙特卡罗方法的求解方法.最后用算例说明了该方法的基本特征,并分析了合约参数、置信度等相关因素对发电公司决策效用的影响.