电网技术2024,Vol.48Issue(9) :3564-3573.DOI:10.13335/j.1000-3673.pst.2023.2238

电-碳联合市场下发电商激励性竞价策略

Incentive Bidding Strategies for Power Generator in the Electricity-carbon Joint Market

陈赟 周敏 赵文恺 王佳裕 彭佳雯 韩冬
电网技术2024,Vol.48Issue(9) :3564-3573.DOI:10.13335/j.1000-3673.pst.2023.2238

电-碳联合市场下发电商激励性竞价策略

Incentive Bidding Strategies for Power Generator in the Electricity-carbon Joint Market

陈赟 1周敏 1赵文恺 1王佳裕 1彭佳雯 2韩冬2
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作者信息

  • 1. 国网上海浦东供电公司总师室(数字化办公室),上海市浦东新区 200122
  • 2. 上海理工大学机械工程学院,上海市杨浦区 200093
  • 折叠

摘要

为在电力市场、碳市场和绿证市场下优化发电商的竞价策略,该文提出了一种电-碳联合市场下发电商竞价模型.首先,建立了发电商电-碳交易成本函数,实现对电-碳联合市场成本传导的量化分析.其次,以发电商自身综合收益最大化为目标函数,并考虑电量、碳配额和绿证3类交易产品的耦合约束,建立了电-碳联合市场下发电商竞价模型,并提出模型的线性化重构和求解方法.此外,引入Vickrey-Clarke-Groves(VCG)机制设计理论,提出适用于电-碳联合市场的发电商激励性竞价策略,抑制发电商恶意虚假报价.通过对上海某地区进行算例分析,验证了所提模型能提高发电商收益及促进碳减排,为电-碳联合市场下的发电商组合交易提供参考.

Abstract

To optimize the bidding strategies of power generation enterprises in the electricity market,carbon market,and green certificate market,this paper proposes a bidding model for generation enterprises in the electricity-carbon joint market.Firstly,a cost function for electricity-carbon trading in power generation enterprises was established to analyze the cost transmission in the electricity-carbon joint market quantitatively.Secondly,with the objective function of maximizing the comprehensive income of power generation enterprises,and considering the coupling constraints of electricity,carbon allowances,and green certificates,a bidding model for power generation enterprises in the electricity-carbon joint market was established,and a linear reconstruction and solution method for the model is proposed.In addition,the Vickrey-Clark-Groves(VCG)mechanism design theory is introduced to propose incentive bidding strategies for power generation enterprises applicable to the electricity-carbon joint market to suppress malicious and false bidding by power generation companies.Analyzing a case in a certain area of Shanghai verified that the proposed model can improve the revenue of power generation companies and promote carbon emissions reduction,providing references for power generation company portfolio trading in the electricity-carbon joint market.

关键词

电-碳联合市场/绿证交易/竞价策略/VCG机制

Key words

electricity-carbon joint market/green certificate trading/bidding strategy/VCG mechanism

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出版年

2024
电网技术
国家电网公司

电网技术

CSTPCDCSCD北大核心
影响因子:2.821
ISSN:1000-3673
参考文献量24
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