单一卖方电力市场及购电商竞价策略研究

针对目前电力市场竞价模式在电力短缺时期无法有效抑制电价剧升的问题,提出了在此时期采用单一卖方竞价模式的设想.探讨了单一卖方模式的市场规则及交易机制,提出了采用分段报价规则的竞价交易的数学模型,给出了基于Monte Carlo方法的购电商最优竞价策略,并推导了简化算法.最后,通过一算列对提出的竞价模式进行分析,得出了一些有益的结论.

Study of the Single-Bargainer Electricity Market and Energy Purchaser's Bidding Strategy

In order to solve the problem of soaring electricity price during the period of energy supply shortage, a single bargainer electricity market has been developed. First, the market rules and trading mechanism are discussed, and proposed bidding strategy based on step-wise bidding rules and its mathematical model. Then a stochastic optimization formulation is developed and two methods proposed for describing and solving this problem. A numerical example serves to illustrate the essential features of the approach and some useful results are achieved.