Time-of-Use Pricing Model Considering the Risk of Cost Transmission in Multi-level Market Agent Electricity Purchase

WANG Siqi; CAO Fang; YAO Li

doi:10.11930/j.issn.1004-9649.202503013

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Time-of-Use Pricing Model Considering the Risk of Cost Transmission in Multi-level Market Agent Electricity Purchase

更新时间：2025-12-20

- Time-of-Use Pricing Model Considering the Risk of Cost Transmission in Multi-level Market Agent Electricity Purchase
- Vol. 58, Issue 11, Pages: 25-37(2025)
- 作者机构：
  
  1. 华北电力大学电气与电子工程学院,北京,102206
  2. 国网能源研究院有限公司,北京,102209
- 作者简介：
- 基金信息：
- DOI：10.11930/j.issn.1004-9649.202503013
  CLC：
- Published Online：01 December 2025，
  
  Published：01 December 2025
- 稿件说明：
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王斯琪, 曹昉, 姚力. 计及多级市场代理购电成本传导风险的分时电价定价模型[J]. 中国电力, 2025, 58(11): 25-37.

WANG Siqi, CAO Fang, YAO Li. Time-of-Use Pricing Model Considering the Risk of Cost Transmission in Multi-level Market Agent Electricity Purchase[J]. 2025, 58(11): 25-37.
王斯琪, 曹昉, 姚力. 计及多级市场代理购电成本传导风险的分时电价定价模型[J]. 中国电力, 2025, 58(11): 25-37. DOI： 10.11930/j.issn.1004-9649.202503013.

WANG Siqi, CAO Fang, YAO Li. Time-of-Use Pricing Model Considering the Risk of Cost Transmission in Multi-level Market Agent Electricity Purchase[J]. 2025, 58(11): 25-37. DOI： 10.11930/j.issn.1004-9649.202503013.

摘要

针对当前省内分时电价机制忽略省级以上电力市场交易成本影响且忽视代理购电商购电成本传导风险的问题，提出一种考虑多级市场代理购电成本传导风险的分时电价定价模型。首先，基于购电成本最小化目标，设计多级市场购电决策模型；然后，采用概率场景描述现货市场价格预测偏差和用户响应预测偏差，并以条件风险价值（conditional value at risk，CVaR）作为传导风险评估指标，建立最大化传导上级市场购电成本变动和最小化代理购电商传导风险为目标的分时电价模型；最后，采用k-means和粒子群算法进行求解。算例分析结果表明，所提出的分时电价模型能更准确传导多级市场的成本与风险，向用户释放多级电力市场的综合价格信号，并能够为代理购电商提供多级市场交易情境下的风险分析。

Abstract

Aiming at the current issue that the intra-provincial time-of-use (TOU) electricity pricing mechanism overlooks the impact of transaction costs in electricity markets above the provincial level and ignores the risk of cost transmission for agent purchasers

this paper proposes a TOU electricity pricing model that considers the risk of cost transmission in multi-level market for agent electricity procurement. Firstly

a multi-level market electricity procurement decision-making model is established based on the objective of minimizing electricity procurement costs. Then

probabilistic scenarios are used to describe prediction deviations of spot market prices and user responses. Conditional value at risk (CVaR) is adopted as the risk assessment indicator for cost transmission. A TOU electricity pricing model is constructed with the dual objectives of maximizing the transmission of procurement cost fluctuations from upper-level markets and minimizing the transmission risk for agent electricity purchasers. Finally

k-means and particle swarm optimization (PSO) are used to solve the model. Case study shows that the proposed model can more accurately reflect the cost and risk of multi-level markets

deliver integrated price signals to users

and provide risk analysis for electricity retailers under multi-level market transactions.

关键词

Keywords

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