市场电价的实证分析及预测建模

电力作为一种特殊的商品，具有很低的用电需求弹性，难以大量存储，易受到发电容量、输电阻塞等系统特有约束的影响，尤其是在电力市场环境下还要受到发电公司报价策略的影响，因此，对市场电价进行有效的预测建模将面临巨大的挑战。文中从实证分析的角度出发，首先对浙江发电市场的系统报价曲线进行分析，在此基础上提出一种报价曲线驱动的市场电价预测方法，并通过算例仿真表明此方法在实现上的方便、有效性。

FORECASTING ON MARKET-CLEARING PRICE BASED ON BIDDING CURVE DRIVEN MODEL

Because of various load, generation, and transmission factors, forecasting on market clearing price is inheritable complicated. Under the power industry restructuring environment, generators differ substantially in their bidding strategies of electricity production to maximize their benefits, which can lead to dramatic challenges in modeling electricity prices process. In accordance with the structure of Zhejiang Province generation power market, this paper firstly analyses the total supply bid curve for the underlying supply and demand processes, and then proposes the bid curve driven model to forecast market clearing price. Finally, a practical numerical case is utilized to illustrate the essential features of the method.