考虑灵活块交易的电力现货市场出清模型

灵活块交易是国外电力现货市场新设计的交易品种。该交易品种允许发电企业、电力用户根据自身的发电技术特征与用电实际需求,选择多样化、个性化的交易方式,以增加市场的流动性,这对于在中国开展电力现货市场建设试点具有借鉴价值。为此,文中首先简要介绍了北欧电力现货市场的运行机制,描述了现货市场中小时交易、灵活小时交易、块交易等交易品种的定义与特点。在此基础上,结合现货市场交易机制设计,重点构建了考虑灵活块交易的现货市场出清模型。由于该模型属于多时段、大规模、非线性混合整数规划问题,因此为提高该模型的求解效率,提出了降低模型非线性程度的线性化建模方法。最后,通过算例分析验证了所提模型与求解方法的正确性和有效性。

Clearing Model of Electricity Spot Market Considering Flexible Block Orders

In the abroad electricity spot market, a flexible block order is the new designed transaction category in the bidding mechanism. It allows the market members to select the diversified and personalized transaction mode according to the technical characteristics of the power generation and the actual demand of the electricity, which enriches the liquidity of trading market. This kind of mechanism has the reference value for China to carry out the construction of electricity spot market pilot. Therefore, the operating mechanism of the Nordic electricity spot market is briefly introduced, and the definition and characteristics of trading varieties including hour order, flexible order and block order in the spot market are described. On this basis, a clearing model for electricity spot market with the complex bidding of flexible block order is established combined with the design of the spot market transaction mechanism. Since the model belongs to the multi-period, large-scale and nonlinear mixed integer programming problem, a linear modeling method to reduce the nonlinearity of the model is proposed to improve the efficiency of the model. Finally, the example analysis is given to illustrate the correctness and validity of the proposed model and the solving method.