考虑源荷不确定性的现货市场激励机制设计

王宇童; 艾欣

doi:10.19725/j.cnki.1007-2322.2023.0225

欢迎来到能源电力期刊网！

English Version 读者登录期刊登录

您当前的位置：

首页 >

文章列表页 >

考虑源荷不确定性的现货市场激励机制设计

电力市场 | 更新时间：2025-10-22

- 考虑源荷不确定性的现货市场激励机制设计
- Design of Incentive Mechanism for Spot Market Considering Source-load Uncertainty
- 现代电力 2025年42卷第5期页码：1071-1081
- 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：
  
  [ "王宇童(1999)，女，硕士研究生，通信作者，研究方向为电力市场及虚拟电厂，E-mail：wangyutong9@163.com" ]
  [ "艾欣(1964)，男，教授，博士生导师，研究方向为新能源电力系统及微网，E-mail：aixin@ncepu.edu.cn" ]
- 基金信息：
- DOI：10.19725/j.cnki.1007-2322.2023.0225
  中图分类号： 5
- 纸质出版：2025
- 稿件说明：
移动端阅览
王宇童, 艾欣. 考虑源荷不确定性的现货市场激励机制设计[J]. 现代电力, 2025,42(5):1071-1081.

WANG Yutong, AI Xin. Design of Incentive Mechanism for Spot Market Considering Source-load Uncertainty[J]. 2025, 42(5): 1071-1081.
王宇童, 艾欣. 考虑源荷不确定性的现货市场激励机制设计[J]. 现代电力, 2025,42(5):1071-1081. DOI： 10.19725/j.cnki.1007-2322.2023.0225.

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

references

廖睿灵. 统一电力市场建设提速[N]. 人民日报海外版, 2022-03-15(011).

FANG X, HODGE B M, DU E, et al. Introducing uncertainty components in locational marginal prices for pricing wind power and load uncertainties[J]. IEEE Transactions on Power Systems, 2019, 34(3): 2013−2024.

WEI Wen, JIANG Fei, DAI Shuangfeng, et al. Economic optimization of deep peak regulation of thermal power units taking into account the risk of emergency storage on the demand side[J]. Power System Protection and Control, 2022, 50(10): 153−162(in Chinese).

魏文, 姜飞, 戴双凤, 等. 计及需求侧储能事故备用风险与火电机组深度调峰的经济优化研究[J]. 电力系统保护与控制, 2022, 50(10): 153−162.

WANG Z, JIN Z. Procuring and pricing performance-based frequency regulation services in the electricity market[J]. IET Generation Transmission Distribution, 2017, 11(10): 2633−2642.

EXIZIDIS L, KAZEMPOUR J, PAPAKONSTANTINO U, et al. Incentive-compatibility in a two-stage stochastic electricity market with high wind power penetration[J]. IEEE Transactions on Power Systems, 2019, 34(4): 2846−2858.

XIA Qing, YANG Zhifang, LAI Xiaowen, et al. Electricity market design based on temporal pricing of renewable capacity[J]. Power System Technology, 2022, 46(5): 1771−1779(in Chinese).

夏清, 杨知方, 赖晓文, 等. 基于分时容量电价的新型电力现货市场设计[J]. 电网技术, 2022, 46(5): 1771−1779.

WANG Jianxiao, ZHONG Haiwang, XIA Qing, et al. Competitve machanism design in electricity market based on fair benefit allocation[J]. Automation of Electric Power Systems, 2019, 43(2): 7−17(in Chinese).

王剑晓, 钟海旺, 夏清, 等. 基于价值公平分配的电力市场竞争机制设计[J]. 电力系统自动化, 2019, 43(2): 7−17.

GU Huijie, PENG Chaoyi, XU Danli, et al. Research on modeling the incentive electricity pricing machanism in day-ahead electricity market clearing containing flexible loads[J]. Power System Protection and Control, 2020, 48(12): 23−32(in Chinese).

顾慧杰, 彭超逸, 许丹莉, 等. 激励性含柔性负荷日前市场出清电价机制的建模[J]. 电力系统保护与控制, 2020, 48(12): 23−32.

XING Shanxi, XIE Jun, DUAN Jianan, et al. Agent-based simulation of day-ahead market pricing mechanism for energy-frequency regulation-reserve combined operation for power systems with wind power[J]. Power System Technology, 2022, 46(12): 4822−4833(in Chinese).

邢单玺, 谢俊, 段佳南, 等. 含风电电力系统能量-调频-备用联合运行日前市场电价机制智能代理仿真分析[J]. 电网技术, 2022, 46(12): 4822−4833.

WANG H, ZHANG N, DU E, et al. A comprehensive review for wind, solar, and electrical load forecasting methods[J]. Global Energy Interconnection, 2022, 5(1): 9−30.

龙杭. 计及网络安全约束和需求侧低碳资源的机组组合研究[D]. 北京: 北京交通大学, 2016.

WANG Shuyun, LOU Suhua, LIU Wenxia, et al. Study on optimization of low-carbon power generation in power system considering the depth peak regulation of thermal power units[J]. Global Energy Internet, 2019, 2(3): 226−231(in Chinese).

王淑云, 娄素华, 刘文霞, 等. 考虑火电深度调峰的电力系统低碳发电优化研究[J]. 全球能源互联网, 2019, 2(3): 226−231.

ZHAO Gang, ZHANG Chao, JIA Honggang, et al. Design of active distribution network resource cluster control system based on fuzzy theory[J]. Science, Technology and Engineering, 2021, 21(13): 5374−5379(in Chinese).

赵刚, 张超, 贾宏刚, 等. 基于模糊理论的主动配电网资源集群控制系统设计[J]. 科学技术与工程, 2021, 21(13): 5374−5379.

XIONG Hu, XIANG Tieyuan, CHEN Hongkun, et al. Research of fuzzy chance constrained unit commitment containing large-scale intermittent power[J]. Proceedings of the CSEE, 2013, 33(13): 36−44(in Chinese).

熊虎, 向铁元, 陈红坤, 等. 含大规模间歇式电源的模糊机会约束机组组合研究[J]. 中国电机工程学报, 2013, 33(13): 36−44.

CHEN Yan, JIN Wei, WANG Wenbin, et al. Scheduling strategy for “wind-network-vehicle” joint accommodation based on electric vehicle clustering[J]. Electric Power, 2021, 54(4): 107−118(in Chinese).

陈岩, 靳伟, 王文宾, 等. 基于电动汽车分群的“风-网-车”联合消纳调度策略[J]. 中国电力, 2021, 54(4): 107−118.

SUN Yujun, LI Yang, WANG Beibei, et al. A day-ahead scheduling model considering demand response and its uncertainty[J]. Power System Technology, 2014, 38(10): 2708−2714(in Chinese).

孙宇军, 李扬, 王蓓蓓, 等. 计及不确定性需求响应的日前调度计划模型[J]. 电网技术, 2014, 38(10): 2708−2714.

LIU Shuo, WANG Jianxiao, SONG Yiyang, et al. Externality value based optimal pricing method for energy and ancillary service markets[J]. Automation of Electric Power Systems, 2022, 46(21): 11−19(in Chinese).

刘硕, 王剑晓, 宋懿洋, 等. 主辅电力市场外部性价值优化定价方法[J]. 电力系统自动化, 2022, 46(21): 11−19.

YUAN Jiangyang, YANG Ming, LIU Ningning, et al. Bidding strategy of generation companies based on multi-agent deep deterministic policy gradient algorithm under incomplete information[J]. Power System Technology, 2022, 46(12): 4832−4844(in Chinese).

员江洋, 杨明, 刘宁宁, 等. 不完全信息下基于多代理深度确定策略梯度算法的发电商竞价策略[J]. 电网技术, 2022, 46(12): 4832−4844.

郝培良. 考虑激励相容的风电市场价格机制设计[D]. 兰州: 兰州理工大学, 2021.

AN Qi, WANG Jianxiao, WU Zhaoyuan, et al. Benefit allocation mechanism design of electricity markets with penetration of high proportion of renewable energy[J]. Automation of Electric Power Systems, 2022, 46(7): 13−22(in Chinese).

安麒, 王剑晓, 武昭原, 等. 高比例可再生能源渗透下的电力市场价值分配机制设计[J]. 电力系统自动化, 2022, 46(7): 13−22.

BROOKS A E, LESIEUTRE B C. A locational marginal price for frequency balancing operations in regulation markets[J]. Applied Energy, 2022, 308: 118306−118314.

XU Y, LOW S H. An efficient and incentive compatible mechanism for wholesale electricity markets[J]. IEEE Transactions on Smart Grid, 2017, 8(1): 128−138.

浏览量

下载量

CSCD

文章被引用时，请邮件提醒。

提交

工具集

关联资源

基于混合博弈的社区综合能源服务商与微网群二阶段协同运行策略

考虑需求响应的虚拟电厂两阶段市场竞标模型

可再生能源参与电力现货市场关键问题的研究

基于非参数核密度估计的电力市场用户电量异常数据辨识与修正方法