Bilateral quotation trading mechanism and model in spot market considering systemic risk

杜 帅; 丰玉帆

doi:10.3969/j.issn.1009-1831.2023.01.003

您当前的位置：

首页 >

文章列表页 >

Bilateral quotation trading mechanism and model in spot market considering systemic risk

更新时间：2026-03-05

- Bilateral quotation trading mechanism and model in spot market considering systemic risk
- Vol. 25, Issue 1, (2023)
- 作者机构：
  
  国核电力规划设计研究院有限公司智慧能源设计中心,北京,100095
- 作者简介：
- 基金信息：
- DOI：10.3969/j.issn.1009-1831.2023.01.003
  CLC：
- Published：2023
- 稿件说明：
移动端阅览
杜帅, 丰玉帆. Bilateral quotation trading mechanism and model in spot market considering systemic risk[J]. 2023, 25(1).
DOI：

杜帅, 丰玉帆. Bilateral quotation trading mechanism and model in spot market considering systemic risk[J]. 2023, 25(1). DOI： 10.3969/j.issn.1009-1831.2023.01.003.

摘要

随着我国电力市场建设进程的加快，越来越多的新能源及用户侧资源将成为市场交易的主要参与者。不同于传统火力发电商，这些新能源发电商的竞价策略更灵活、竞标行为更复杂多变，同时也为电力市场带来了更多的风险，亟需1种适用于新能源发电商参与的现货市场交易机制。首先设计了一种现货市场双边交易机制，分析并建立了新能源发电商和用户侧的报价模型。然后构建了基于CoVaR的市场参与者系统性风险指标，给出了不同市场主体系统性风险评估方法，并提出了风险规避的现货市场双边交易出清模型。最后通过算例仿真计算了不同主体的系统性风险，分析不考虑和考虑系统性风险出清模型下市场交易结果，验证了模型的有效性。

Abstract

With the acceleration of China’spower market construction process

more and more new energy and customer-side resources will become main participants of market transactions. Unlike traditional thermal power generators

these renewable energy generators have more flexible bidding strategies and more complex and variable bidding behaviors

which also bring more risks to the power market

and there is an urgent need for a spot market trading mechanism applicable to the participation of renewable energy generators.Thus

aspotmarketbilateraltradingmechanismisdesigned

an offer model for renewable energy generators and the cus tomer side are analysed and established. Then

aCoVaR - based systematic risk index for market participants is constructed

a systematic risk assessment method for different market players is given

and a risk- averse clearing model for bilateral trading in the spot market is proposed. Finally

the systemic risk of different subjects is calculated through simulation of arithmetic cases

and the results of market transactions without and with the systemic risk clearing model are analyzed to verify the effectiveness of the model.

关键词

Keywords

references

Views

下载量

CSCD

Alert me when the article has been cited

提交

Tools

Publicity Resources

Integration relationship and mechanism design between mid-to-long-term and spot electricity markets

Analysis and enlightenment of demand response mechanism under PJM electricity spot market

Analysis of unbalanced funds under unilateral market mode

Research on the key problems of Guangxi electric spot market construction

Study on clearing model of power market considering participation of cascade hydropower

Related Author

王呈

高赐威

杨斌

丁羽

周浩

魏旭

李雪松

陈雨果

Related Institution

东南大学电气工程学院

国网江苏省电力有限公司

北京清能互联科技有限公司

云南电力调度控制中心

国网安徽省电力有限公司经济技术研究院

AI问答

⁰