陈梅森, 刘文彬, 王良缘, 王颖帆, 江岳文. 挂牌交易模式下考虑合约和日前收益的风电商灵活合约制定策略[J]. 现代电力, 2019, 36(1): 1-7.
引用本文: 陈梅森, 刘文彬, 王良缘, 王颖帆, 江岳文. 挂牌交易模式下考虑合约和日前收益的风电商灵活合约制定策略[J]. 现代电力, 2019, 36(1): 1-7.
CHEN Meisen, LIU Wenbin, WANG Liangyuan, WANG Yingfan, JIANG Yuewen. Seller-side Flexible Electricity Trading Strategy of Wind Power Based on Listed Transaction Mode[J]. Modern Electric Power, 2019, 36(1): 1-7.
Citation: CHEN Meisen, LIU Wenbin, WANG Liangyuan, WANG Yingfan, JIANG Yuewen. Seller-side Flexible Electricity Trading Strategy of Wind Power Based on Listed Transaction Mode[J]. Modern Electric Power, 2019, 36(1): 1-7.

挂牌交易模式下考虑合约和日前收益的风电商灵活合约制定策略

Seller-side Flexible Electricity Trading Strategy of Wind Power Based on Listed Transaction Mode

  • 摘要: 我国风电发展迅速,随着风电并网规模的增大,越来越多的风电商将作为市场主体参与到电力市场中。在合约市场中,风电商可以通过卖方灵活合约规避风电长期功率预测误差和日前市场电价波动的风险。本文在挂牌交易模式下,根据无套利灵活合约定价方法并给予买方一定激励来确定风电商在卖方灵活合约中的收益,并根据日前市场价格的概率分布得到日前市场的综合收益,风电商以合约收益和日前市场综合收益最大为目标,提出最优的卖方灵活合约。最后通过具体算例分析了各因素对风电商提出的最优的卖方灵活合约的影响,算例结果说明风电商可以根据风险承受能力和让利水平提出最优的卖方灵活合约。

     

    Abstract: With the increasing of the wind power, more and more wind farms connect to the grid, then more wind farms will participate in competition on the electricity market as market subjects. In the contract electricity market, seller-side flexible electricity contract can be used to avoid fluctuating risk of day-ahead market price and the prediction error for long term power of wind power. In the listed transaction mode, the no-arbitrage pricing theory and incentive for the buyer are applied to determine reasonable contract price. In addition, comprehensive income of day-ahead market is obtained according to probability distribution of day-ahead clearing price. And the optimal seller-side flexible electricity contract can be presented with the objective of maximum revenue of contract market and comprehensive day-ahead market. In the end, the influence of each factor on the proposed contract is analyzed. The results show that the best seller-side flexible electricity contract can be presented according to the risk tolerance capacity and profit level.

     

/

返回文章
返回