Design of Incentive Mechanism for Spot Market Considering Source-load Uncertainty

WANG Yutong; AI Xin

doi:10.19725/j.cnki.1007-2322.2023.0225

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Design of Incentive Mechanism for Spot Market Considering Source-load Uncertainty

更新时间：2025-10-22

- Design of Incentive Mechanism for Spot Market Considering Source-load Uncertainty
- Vol. 42, Issue 5, Pages: 1071-1081(2025)
- 作者机构：
  
  新能源电力系统国家重点实验室(华北电力大学), 北京市昌平区,102206
- 作者简介：
- 基金信息：
- DOI：10.19725/j.cnki.1007-2322.2023.0225
  CLC： 5
- Published：2025
- 稿件说明：
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WANG Yutong, AI Xin. Design of Incentive Mechanism for Spot Market Considering Source-load Uncertainty[J]. 2025, 42(5): 1071-1081.
DOI：

WANG Yutong, AI Xin. Design of Incentive Mechanism for Spot Market Considering Source-load Uncertainty[J]. 2025, 42(5): 1071-1081. DOI： 10.19725/j.cnki.1007-2322.2023.0225.

摘要

随着能源革命的不断推进，新能源因低成本和低碳特性在电力市场中逐渐承担主要角色，而新能源与负荷的波动性为市场出清带来了新的挑战。随着新能源机组装机容量的攀升，为新能源提供辅助服务的火电机组的比例也相应地不断降低，火电机组存在虚报高价辅助服务以抢占市场份额的动机。为促进新能源与传统能源的高效融合与均衡，基于模糊解法和Vickey-Clarke-Groves（VCG）交易机制，提出一种考虑源荷不确定性的现货市场激励机制。第一阶段：建立考虑源荷不确定性的模糊机会约束规划模型，同时以一定的置信水平表征预测风险的承受能力，利用隶属度函数进行清晰等价类处理得到可信性结论。第二阶段：针对VCG机制不满足收支平衡的特性，提出面向高峰负荷的事后处理策略。基于IEEE 39节点系统的算例表明，在第一阶段得到新能源出力的基础上采用VCG机制，促进了火电机组的真实报价，针对VCG机制收支不平衡的事后处理策略合理拉大了峰谷价差，以清晰的价格信号引导市场成员用电行为，为高比例新能源与火电机组参与现货市场提供公平互赢的市场环境。

Abstract

The ongoing energy revolution drives the renewable energy assuming a major role in the power market

primarily due to its low cost and low carbon characteristics. However

the volatility of renewable energy and load brings new challenges to market clearing. The increasing installed capacity of new energy units leads to a corresponding decrease in the proportion of thermal power units providing auxiliary services for new energy

prompting thermal power units to inflate the price of auxiliary services to gain market share. To promote the efficient integration and balance between new and traditional energy sources

a spot market incentive mechanism considering source-load uncertainty is proposed based on the fuzzy solution method and VCG trading mechanism. Stage 1: A fuzzy chance-constrained planning model is established with source-load uncertainty taken into account

while the tolerance of forecast risk is characterized with certain confidence level. Plausibility conclusions are then drawn by using the affiliation function for clear equivalence class processing. Stage 2: In the light of the case that the characteristic of VCG mechanism does not satisfy the revenue-expenditure balance

an expost processing strategy for peak load is proposed. The example based on the IEEE 39 node system demonstrates that the VCG mechanism promotes the real offer of thermal units based on the new energy output obtained in stage 1. Moreover

the ex-post processing strategy for addressing the imbalance in revenue and expenditure under the VCG mechanism reasonably widens the peak-valley price difference. This method guides the electricity consumption behavior of market members with clear price signals and provides a fair and win-win market environment for the high proportion of new energy and thermal units to participate in spot market.

关键词

Keywords

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