电力市场中的电价动态特性及灵敏度分析

通过比较任意摄动参数在微分方程动态解的泰勒展开多项式中的系数，获得了求取电力市场动态灵敏度的方程，并进一步对方程的动态特性进行了讨论。依据所提出的方法，以新英格兰39节点系统为例，计算了市场参与者成本函数对电价动态变化的影响。仿真结果表明，市场运营商可以依据各电价水平下市场参与者的灵敏度因子及电价上限来制定不同电价水平下的各参与者报价函数与基准成本函数的比例，且该比例应随着市场电价的上升而减小；或通过适当增大市场的信息发布周期来稳定电价。

Dynamic Character and Sensitive Analysis of Power Price in Electricity Market

By means of comparing the coefficients of arbitrary perturbation parameters in Taylor expansion polynomials of differential equation's dynamic solution, the equation to solve dynamic sensitivity of electricity market is acquired, and further analysis on the dynamic characteristic of the equation is performed. Based on the proposed method and taking the New England 39-bus power system for example, the impacts of market participants' cost functions on dynamic variation of power price are calculated. Simulation results show that according to the sensitivity factors of market participants under different power price levels and the cap of price the market operator can formulate the proportions of the bidding functions of the participants under different power price levels to base cost functions, and these proportion should be descended with the ascending of market price; or the market price is stabilized by properly increasing the market information distribution period.