水电市场化运营的电量配置问题研究
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摘要
本文基于水电站经济运行理论与方法,以电力市场理论和微观经济学理论为指导,对水电参与电力市场过程中的期货、现货两级市场中的电量分配问题,进行了系统的研究和深入的探讨。首先建立了基于发电过程概率特性分析的水电参与期货市场合约电量的划分模型,研究了期货与现货电量比例的确定方法;接着建立了以收益最大为目标函数的期货市场合约电量年内分解模型,并运用一次二阶矩法对不确定性因子引起的风险进行分析求解,确定了期货合约电量年内分解方案与风险的定量关系;进一步结合实时电价的预测信息,建立了现货目前市场的电量分配模型;最后通过基于径流预报特征的蒙特卡罗风险分析模型,对现货日前市场的电量分配方案进行风险分析。
通过实例,证明论文提出的方法符合实际情况,定性与定量相结合,为分析计算水电厂参与期货、现货两级市场中的电量分配方案提供了一种有效、可行的途径和方法,并为确定分解后的水电站效益与风险之间的定量关系提供了依据,便于市场参与者规避风险,结合自身具体情况,做出合适的竞价决策。
Based on the theory and method of Hybrid Genetic Algorithm, this paper conducted systematic research and intensive study of power quantity distribution at the background of hydropower participating in future market and spot market, which is guided by power market theory and microeconomics theory. Firstly, the dividing model of hydropower quantity in future market and spot market was built based on the probability characteristic of generation process, and the ratio of future power quantity and spot power quantity was researched; secondly, the annual future power quantity decomposition model based on maximal economic benefit was established, and the risk caused by uncertainty factors was solved by the application of FOSM method, which finally determined the quantitatively relationship between decomposition of annual future power quantity and risk; furthermore, the power quantity decomposition model was built according to prediction of real time price; finally, the risk of power decomposition of spot market was analyzed based on Monte Carlo model in runoff forecasting.
It has been proved by case that the method in this paper proposed matches the truth, combined hydrology with meteorology, which provided an efficient and feasible path and method in hydropower quantity decomposition in future and spot market. Further, this paper provided basis for the quantitative relation between economic interest and risk of power station, which is benefit for market participants avoid risk and make proper price decision according to its own specific conditions.
通过实例,证明论文提出的方法符合实际情况,定性与定量相结合,为分析计算水电厂参与期货、现货两级市场中的电量分配方案提供了一种有效、可行的途径和方法,并为确定分解后的水电站效益与风险之间的定量关系提供了依据,便于市场参与者规避风险,结合自身具体情况,做出合适的竞价决策。
Based on the theory and method of Hybrid Genetic Algorithm, this paper conducted systematic research and intensive study of power quantity distribution at the background of hydropower participating in future market and spot market, which is guided by power market theory and microeconomics theory. Firstly, the dividing model of hydropower quantity in future market and spot market was built based on the probability characteristic of generation process, and the ratio of future power quantity and spot power quantity was researched; secondly, the annual future power quantity decomposition model based on maximal economic benefit was established, and the risk caused by uncertainty factors was solved by the application of FOSM method, which finally determined the quantitatively relationship between decomposition of annual future power quantity and risk; furthermore, the power quantity decomposition model was built according to prediction of real time price; finally, the risk of power decomposition of spot market was analyzed based on Monte Carlo model in runoff forecasting.
It has been proved by case that the method in this paper proposed matches the truth, combined hydrology with meteorology, which provided an efficient and feasible path and method in hydropower quantity decomposition in future and spot market. Further, this paper provided basis for the quantitative relation between economic interest and risk of power station, which is benefit for market participants avoid risk and make proper price decision according to its own specific conditions.
引文
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[2]尚金成,张兆峰,韩刚.区域电力市场竞价交易模型与交易机制的研究[J].电力系统自动化:第29卷,第12期,2005-06-25;
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[4]黑龙江省电力市场交易规则;
[5]王雁凌,张粒子,杨以涵.基于水火电置换的发电权调节市场[J].中国电机工程学报:第26卷,第5期,2006-03;
[6]武云霞,刘俊勇,刘继春.现货交易中水电公司竞价上网研究[J].水电能源科学:第23卷,第6期,2005-12;
[7]赵玉红,黄剑伟,甘玉江.大型水利枢纽电站上网电价研究[J].水电及农村电气化:34-35,2006-10;
[8]王象链.福建小水电上网电价浅析[J].中国农村水电及电气化:21-23,2006-03;
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[10]朱效章,赵建达.欧洲小水电发展现状、制约因素和对策[J].小水电:2005年,第3期(总第123期);
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[12]刘丹,王丽萍,纪昌明,梅亚东,北欧统一电力市场的组成和运营模式介绍(1)物理市场:现货市场、平衡市场和实时市场[J],国际电力,VOL.7,NO.3,4-7,2003;
[13]刘丹,王丽萍,纪昌明,梅亚东,北欧统一电力市场的组成和运营模式介绍(2)衍生市场—期货市场[J],国际电力,VOL.7,NO.4,6-9,2003;
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[17]吴耀忠,安骏,倪彪发电市场竞价模式解析[J].华东电力,2005(33)10:34-36;
[18]常艳超,吕丽霞,张建.电力市场环境下发电厂竞价上网模式的探究[J].华中电力,2007(20)2,12-14;
[19]包颖.浅议水电两部制上网电价[J].四川水利,2006年第一期:57-58;
[20]李乃寒,赵俊屹.对电力市场竞价上网模式的探讨[J].山西电力,2005(125)2,24-25+36;
[21]李厚俊,全宏兴,余有胜,黄春雷.电力市场规则及水电竞价浅析[J].水电自动化与大坝监测.2007(31)1:6-8;
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[23]徐达明,电力期货市场的风险与防范机制[J],华东电力,2003年第9期,52-54;
[24]王蕊,王丽萍等.水电参与竞争电量的比例分析方法探讨[J].人民黄河,2008年第30卷第2期:9-10+32;
[25]王蕊,王丽萍,姜生斌等.西北电网水电参与市场化运营若干问题的研究[J].水力发电,2007(5):7-9;
[26]张验科,王丽萍,李安强等.水电厂竞价电量的风险分析模型及应用[J].水电自动化与大坝检测,2006,30(6):27-30;
[27]《运筹学》教材编写组.运筹学[M].北京:清华大学出版社,2005;
[28]Conejo A J,Arroyo J M,Contreras J,et al.Self-scheduling of a Hydro Producer in a Pool-based Electricity Market[A].IEEE Trans on Power Systems,2002,17(4):1265-1272;
[29]M R Piekutowski,T litwinowics,R J Frowd.Optimal short-term scheduling of a large-scale cascaded hydro system[A].IEEE Trans.On Power Systems.1994,9(2):805-811;
[30]丁军威,胡旸,夏清等.竞价上网中的水电优化运行[J].电力系统自动化,2002,26(3):19-23;
[31]李继清,张玉山,王丽萍,纪昌明.基于集对分析理论的水电站中长期风险调度问题研究[J].水文,2006(26),4:21-26;
[32]李继清,张玉山,王丽萍,纪昌明.市场环境下水电站中长期风险调度问题研究[A],第三届全国水电站水库运行调度研讨会论文集[C],129-135,2005年9月;
[33]李继清,张玉山,王丽萍,纪昌明.市场环境下水电站发电风险调度问题研究[J].水力发电学报,2005,24(5):1-6+109;
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[35]Hasam Yazicigil,Houek Mark H.The effects of risk and reliability on optimal reservoir design[J].Water Resource Ball,1984,20(3);
[36]Bjorgan R,Liu C C,Dahlgren R.Pricing Flexible Electricity Contracts[J].IEEETransonPowerSystems,2000,(2):477-482;
[373 Rashidinejad M,Song Y H,Javidim H.Option Pricing of Spinning Reserveina Deregulated Electricity Market[J]IEEE Power Engineering Review,2000,20(7):39-40;
[38]李钰心.水电站经济运行[M].北京:中国电力出版社,1999;
[39]李继华.可靠性数学[M].北京:中国建筑工业出版社,1988;
[40]张玉山,李继清,纪昌明,王丽萍.市场环境下水电系统短期预发电计划问题研究[J].水电自动化与大坝监测,2004,28(5):1-3+42;
[41]Borichevsky G.Bidding Mechanisms for Realizing Hydro Efficiencies in Market Operations.In:Proceedings of 2002 IEEE Power Engineering Society Summer Meeting,Vol 3.Piscataway(NJ):IEEE Operations Center,2002.1301;
[42]Conejo A J scheduling,Arroyo J M,Contreras J,et al.Self-scheduling of Hydro Producer in a Pool-based Electricity Market.IEEE Trans on Power Systems,2002,17(4):1265-1272;
[43]黄永皓,尚金成,康重庆等.电力日前交易市场的运作机制及模型[J].电力系统自动化,2003,27(3):23-27;
[44]马光文,王黎,过夏明.分时电价下多用途水库的运用方式研究[J].水科学进展,2002,13(5):583-587;
[45]吴兴华,周晖.最优加权几何平均组合预测在短期电价预测中的应用[J],电气技术,2007年第12期,24-27+31;
[46]卢国良,跨区域电网间实时交易的研究[J],华北电力大学,2005年5月;
[47]武亚光,张志刚,张锐,金晓明,王芝茗,辽宁发电市场实时交易管理系统[J],电力系统自动化,2001年10月,13-15;
[48]张玉山,李继清,纪昌明,王丽萍.市场环境下水电运营方式的探讨[J].水电自动化与大坝监测.2003,27(5):8-10;
[49]张验科,王丽萍,李安强,李崇浩.水电厂竞价电量的风险分析模型及应用[J].水电自动化与大坝监测,2006,30(6);
[50]浙江大学数学系高等数学教研组.概率论与数理统计[M].北京:高等教育出版社,1985;
[51]刘宝碇,赵瑞清,王纲.不确定规划及应用[M].北京:清华大学出版社,2004.
[2]尚金成,张兆峰,韩刚.区域电力市场竞价交易模型与交易机制的研究[J].电力系统自动化:第29卷,第12期,2005-06-25;
[3]张森林.水电参与电力市场竞争若干问题研究[J].水电能源科学:第24卷,第2期,2006-04;
[4]黑龙江省电力市场交易规则;
[5]王雁凌,张粒子,杨以涵.基于水火电置换的发电权调节市场[J].中国电机工程学报:第26卷,第5期,2006-03;
[6]武云霞,刘俊勇,刘继春.现货交易中水电公司竞价上网研究[J].水电能源科学:第23卷,第6期,2005-12;
[7]赵玉红,黄剑伟,甘玉江.大型水利枢纽电站上网电价研究[J].水电及农村电气化:34-35,2006-10;
[8]王象链.福建小水电上网电价浅析[J].中国农村水电及电气化:21-23,2006-03;
[9]马骏.市场环境下水电竞价上网模式研究[D],华北电力大学,2007年;
[10]朱效章,赵建达.欧洲小水电发展现状、制约因素和对策[J].小水电:2005年,第3期(总第123期);
[11]何学民.我所看到的美国水电[J].四川水力发电:第25卷,第1期,2006-02;
[12]刘丹,王丽萍,纪昌明,梅亚东,北欧统一电力市场的组成和运营模式介绍(1)物理市场:现货市场、平衡市场和实时市场[J],国际电力,VOL.7,NO.3,4-7,2003;
[13]刘丹,王丽萍,纪昌明,梅亚东,北欧统一电力市场的组成和运营模式介绍(2)衍生市场—期货市场[J],国际电力,VOL.7,NO.4,6-9,2003;
[14]国家电力监管委员会编.欧洲澳洲电力市场[M].北京:中国电力出版社;
[15]国家电力监管委员会编.国外电力市场规则和发电业务许可制度[M].北京:中国电力出版社;
[16]国家电力监管委员会编.美国电力市场[M].北京:中国电力出版社;
[17]吴耀忠,安骏,倪彪发电市场竞价模式解析[J].华东电力,2005(33)10:34-36;
[18]常艳超,吕丽霞,张建.电力市场环境下发电厂竞价上网模式的探究[J].华中电力,2007(20)2,12-14;
[19]包颖.浅议水电两部制上网电价[J].四川水利,2006年第一期:57-58;
[20]李乃寒,赵俊屹.对电力市场竞价上网模式的探讨[J].山西电力,2005(125)2,24-25+36;
[21]李厚俊,全宏兴,余有胜,黄春雷.电力市场规则及水电竞价浅析[J].水电自动化与大坝监测.2007(31)1:6-8;
[22]周浩,陈建华.关于发展电力期货市场的探讨[J],中国电力,2003年第36卷第6期:31-34;
[23]徐达明,电力期货市场的风险与防范机制[J],华东电力,2003年第9期,52-54;
[24]王蕊,王丽萍等.水电参与竞争电量的比例分析方法探讨[J].人民黄河,2008年第30卷第2期:9-10+32;
[25]王蕊,王丽萍,姜生斌等.西北电网水电参与市场化运营若干问题的研究[J].水力发电,2007(5):7-9;
[26]张验科,王丽萍,李安强等.水电厂竞价电量的风险分析模型及应用[J].水电自动化与大坝检测,2006,30(6):27-30;
[27]《运筹学》教材编写组.运筹学[M].北京:清华大学出版社,2005;
[28]Conejo A J,Arroyo J M,Contreras J,et al.Self-scheduling of a Hydro Producer in a Pool-based Electricity Market[A].IEEE Trans on Power Systems,2002,17(4):1265-1272;
[29]M R Piekutowski,T litwinowics,R J Frowd.Optimal short-term scheduling of a large-scale cascaded hydro system[A].IEEE Trans.On Power Systems.1994,9(2):805-811;
[30]丁军威,胡旸,夏清等.竞价上网中的水电优化运行[J].电力系统自动化,2002,26(3):19-23;
[31]李继清,张玉山,王丽萍,纪昌明.基于集对分析理论的水电站中长期风险调度问题研究[J].水文,2006(26),4:21-26;
[32]李继清,张玉山,王丽萍,纪昌明.市场环境下水电站中长期风险调度问题研究[A],第三届全国水电站水库运行调度研讨会论文集[C],129-135,2005年9月;
[33]李继清,张玉山,王丽萍,纪昌明.市场环境下水电站发电风险调度问题研究[J].水力发电学报,2005,24(5):1-6+109;
[34]Alfred HS,Wilson H Tang.Probability Concepts in Engineering Planning and Design[J],Volume Ⅱ,Decision,Risk and Reliability,John Wiky and Sons,New York,1984;
[35]Hasam Yazicigil,Houek Mark H.The effects of risk and reliability on optimal reservoir design[J].Water Resource Ball,1984,20(3);
[36]Bjorgan R,Liu C C,Dahlgren R.Pricing Flexible Electricity Contracts[J].IEEETransonPowerSystems,2000,(2):477-482;
[373 Rashidinejad M,Song Y H,Javidim H.Option Pricing of Spinning Reserveina Deregulated Electricity Market[J]IEEE Power Engineering Review,2000,20(7):39-40;
[38]李钰心.水电站经济运行[M].北京:中国电力出版社,1999;
[39]李继华.可靠性数学[M].北京:中国建筑工业出版社,1988;
[40]张玉山,李继清,纪昌明,王丽萍.市场环境下水电系统短期预发电计划问题研究[J].水电自动化与大坝监测,2004,28(5):1-3+42;
[41]Borichevsky G.Bidding Mechanisms for Realizing Hydro Efficiencies in Market Operations.In:Proceedings of 2002 IEEE Power Engineering Society Summer Meeting,Vol 3.Piscataway(NJ):IEEE Operations Center,2002.1301;
[42]Conejo A J scheduling,Arroyo J M,Contreras J,et al.Self-scheduling of Hydro Producer in a Pool-based Electricity Market.IEEE Trans on Power Systems,2002,17(4):1265-1272;
[43]黄永皓,尚金成,康重庆等.电力日前交易市场的运作机制及模型[J].电力系统自动化,2003,27(3):23-27;
[44]马光文,王黎,过夏明.分时电价下多用途水库的运用方式研究[J].水科学进展,2002,13(5):583-587;
[45]吴兴华,周晖.最优加权几何平均组合预测在短期电价预测中的应用[J],电气技术,2007年第12期,24-27+31;
[46]卢国良,跨区域电网间实时交易的研究[J],华北电力大学,2005年5月;
[47]武亚光,张志刚,张锐,金晓明,王芝茗,辽宁发电市场实时交易管理系统[J],电力系统自动化,2001年10月,13-15;
[48]张玉山,李继清,纪昌明,王丽萍.市场环境下水电运营方式的探讨[J].水电自动化与大坝监测.2003,27(5):8-10;
[49]张验科,王丽萍,李安强,李崇浩.水电厂竞价电量的风险分析模型及应用[J].水电自动化与大坝监测,2006,30(6);
[50]浙江大学数学系高等数学教研组.概率论与数理统计[M].北京:高等教育出版社,1985;
[51]刘宝碇,赵瑞清,王纲.不确定规划及应用[M].北京:清华大学出版社,2004.