采用高低匹配机制的发电权交易市场中发电公司的竞价策略

发电权交易有利于优化电源结构,促进节能减排,在国内电力系统领域得到比较普遍的应用。发电公司在发电权交易市场中所采用的竞价策略直接影响其收益,因而是发电公司关注的重要问题。在此背景下,针对采用高低匹配机制的发电权集中竞价交易市场,发展了计及风险的发电公司的竞价策略。首先,建立了评估发电权交易双方的成本和收益的数学模型。之后,构建了发电公司参与采用高低匹配机制的发电权交易市场的计及风险的最优竞价策略的优化模型,并采用蒙特卡洛仿真方法求解。最后,用算例对所构造的最优竞价策略模型和采用的方法进行说明,并分析了发电权交易其他参与者的报价行为对所研究的发电公司最优报价策略的影响。

Bidding Strategy for Generation Companies Participating in Generation-Right Trading Market Employing High-Low Matching Mechanism

Generation-right trade is an efficient approach for optimizing the power structure and promoting energy conservation and emission reduction, which is widely used in domestic power industry. The adopted bidding strategies of generation companies in the generation-right trading market could have significant impacts on their profits, which is an important issue for the generation companies. Under this background, this paper develops a risk-constrained optimal bidding strategy for generation companies based on the centrally bidding platform of generation-right trade market employing the high-low matching mechanism. Firstly, we construct the mathematical model to evaluate the costs and benefits for both sides participating in the generation-right trade. Then, we construct the optimization model of the risk-constrained optimal bidding strategy for generation companies participating in generating-right trading market based on the high-low matching mechanism, which can be solved by Monte Carlo simulation method. Finally, we adopt a numerical example to demonstrate the proposed optimal bidding strategy model and the presented method, and analyze the impacts of bidding behaviors of other power companies on the optimal bidding strategy of the studied power company.