发电权交易的阻塞风险规避模型-电力系统保护与控制.pdfVIP

第 39 卷 第 1 期 电力系统保护与控制 Vol.39 No.1 2011 年 1 月 1 日 Power System Protection and Control Jan.1, 2011 发电权交易的阻塞风险规避模型 艾东平，鲍 海，杨以涵 （华北电力大学电气与电子工程学院，北京 102206） 摘要：发电权撮合交易中常常通过取消或削减发电商的交易来满足系统的安全约束，这将给发电商带来损失，如何体现发电 商的交易需求、降低发电商的交易风险是发电权交易研究的一个重要课题。借鉴金融输电权规避市场风险的思想，将一种新 型金融输电权引入发电权撮合交易模型，以规避因阻塞使得发电商计划交易量不能完成的风险。根据模型特点采用遗传算法 求解，不但可以保证撮合结果的最优性，而且算法可以体现出金融输电权对交易调度的指向作用，激励发电权交易双方合理 报价，确保市场交易公平性。并探讨了该模型下的发电权交易结算方案和实施步骤。采用 IEEE39 节点系统对提出的方法进 行了验证。 关键词：电力市场；发电权交易；金融输电权；风险规避 Congestion risk hedging model for generation rights trade AI Dong-ping ，BAO Hai ，YANG Yi-han （School of Electrical and Electronic Engineering, North China Electric Power University, Beijing 102206, China ） Abstract ：In generation rights trade，some transactions have to be cut or canceled to meet the system security constraint ，which will bring losses to the generation companies ．How to reflect the trade demand of generation companies and reduce the trade risks is an important subject in research of generation rights trade ．In electricity market ，financial transmission right is an effective tool for avoiding market risks ．This paper，based on the characteristics of generation rights trade，introduces a new financial transmission right to the generation right matchmaking model ．In this model，the traders who purchase transmission rights will enjoy the priority right to trade and gain the compensation when the trades are cut or canceled ．The calculation by Genetic Algorithm not only guarantees the optimality of solutions ，but also materializes the effect of transmission right on the generation rights trade ，restrains the speculation and guarantees the fair trade ．Furthermore ，the settlement scheme and implementing steps