【作者】 张晓东；

【导师】 宋之平；

【作者基本信息】 华北电力大学（北京） ， 热能工程， 2005， 博士

【摘要】 电力工业的市场化改革已经成为我国电力工业发展的不可逆转的趋势。在电力市场的条件下,企业生产成本、市场竞争状况和竞标策略成为决定发电企业盈利水平的主要因素。本文以电力市场为背景,研究发电企业参与市场竞争条件下的系统运行性能分析、成本特性监测、市场分析和竞争策略问题,以及现货电力市场的模拟分析问题和容量备用问题。 传统的会计成本分析不能给企业参与市场竞争提供充分、合理的信息。基于机组能耗特性的变动成本函数在市场竞争中起主要的作用。本文研究了发电机组平均成本特性和边际成本特性,它们共同划定了机组报价可行域的下边界。机组在少量电量参与市场竞争的条件下,竞价电量的盈亏平衡电价是平均边际成本。企业实际最低报价应该采用边际成本。本文采用线性边际成本函数假设,研究了成本曲线拟合问题。 热经济学方法采用成本的概念分析热力过程的经济性,适合于将能量传递和转化过程描述为商品生产过程。本文研究了采用热经济学结构理论进行热力系统成本分析的方法。这些方法适合于在线分析,在成本计算、设备性能评估方面具有潜在优势。特别是在热电联产机组的分析中,热经济学方法可以给出理论上正确的多种能量产品的成本分析结果。本文还提出和建立了热电联产系统的生产结构模型,对多产品系统的生产函数特性以及不同产品之间的替代特性等问题进行了初步研究。 电价预测是企业决策的重要参考信息,也可能成为某些企业竞价策略的基础。尽管预测技术不断发展,预测电价的不确定性总是存在。本文采用博弈论中的零和二人混合策略建立了发电厂商的竞价模型。采用模拟运行的方法,对基于该竞价模型的几种报价方案进行了对比研究,对收益与风险状况以及竞价不成功的比例进行了统计分析。由于偏高的报价具有停机风险,相比之下,偏低报价带来的损失可能更小。因此,如果电网不对机组启停进行额外补偿,即使市场采用按竞标价格支付(PAB)的规则,模拟运行的结果也表明,在模型最优报价的基础上适当降低报价可以提高机组的期望收益。 电力市场是不完全竞争市场,一般的竞价策略问题是如何抬高报价。本文建立了一种易于操作的竞价模型,基本的假定是市场采用第一价格统一暗标拍卖机制,接受线性、单调非减的竞标函数。按照多人非合作博弈均衡原则,推导、论证了发电企业的反应函数。根据市场中发电企业状况和市场信息量的不同,提出了三种具体的竞标策略,即分别估计每个竞争对手策略的方法、假定所有发电企华北电力大学博士学位论文- II -业策略相同的方法和将所有其它企业视为单一竞争对手的方法。算例研究的结果表明,第三种方法具有很好的稳定性。该方法在现实环境中也具有较好的可操作性。第二种方法最简单,也具有一定实用价值。供给函数均衡(SFE)模型在电力市场模拟分析得到较多的应用。一些研究采用零截距线性边际成本假设,可以给出简洁的模型和现实的结论。本文则采用正截距线性边际成本假设,建立了现货电力市场的模拟分析模型。本文的研究表明,正截距与零截距线性边际成本模型之间可以相互转化,提出了模型转化算法。利用这个转化算法,可以在采用更接近实际的假设条件下,用最简洁的模型进行市场分析。算例研究表明,在技术水平一致、没有电网约束的条件下,市场中完全竞争企业所占的容量份额越少,需求弹性越小,竞标企业的规模越大,就越有可能通过抬高报价获得更多利润。 最后,本文对电力市场条件下的容量成本回收机制和容量备用的充足性问题进行了研究,这些机制包括单一电量市场、动态容量成本补偿机制和基于容量义务的容量信用市场机制,以及容量电量共同市场机制。引入市场机制、依据价格规律引导投资和消费、保证发电容量充足性对于提高电力工业经济效率是必要的,但其前提条件是需求具有价格敏感性。而为了避免现货电价和容量投资的的大幅度波动,采用行政干预的容量成本补偿机制是必要的。本文建立了发电企业在电量容量共同市场规则下策略竞标的 SFE 模型,和单纯电量市场的结果进行了比较。分析了发电企业市场力对两种市场的影响。模型研究表明,电量容量共同市场在获取到足够备用容量的同时,不会增加系统支付费用。实际上电量支付费用还会有所减少。而市场出清电价会略有降低。本文最后采用发电企业技术一致性假设,给出了不同企业数目情况下的算例结果。关键词:电力市场,边际成本,热经济学,策略竞标,供给函数均衡更多还原

【Abstract】 These days, Electricity markets oriented reform has become nonreversible trend for power industry in china as well as all around the world. The determinant factors for a generator’s profit will be cost of generation, market status and bidding strategies of competition. Research work in this paper include coal-fueled thermal power system performance evaluation, production costs analysis, bidding strategies and spot market simulation with background of market competition. Traditional accountant costs analysis could not provide enough and reasonable information for generators to participate in market competition. Dynamic cost function based on resources consumption characteristics play an important role for bidding. Average and marginal costs characteristics of unit are studied, they determine a lower limit curve for feasible bidding area. When only a small portion of output is competitive, zero profit prices for this electricity is average marginal cost. In fact, the least bidding price will be marginal costs correspondingly. Curve fitting problems are also discussed assumed linear marginal cost function. Thermoeconomic method analyze system performance by apply cost concept to thermal power process. It is suitable to treat energy transfer and conversion processes as commodity production process under this method. Cost analysis techniques adopt thermoeconomic structure theory is studied. These techniques are suitable to be employed on-line and are promising for cost calculation and performance evaluation. Especially for combined heat and power (CHP) system, thermoeconomic method lead to reasonable results. A production structure model of CHP system is developed, production characteristics as well as substitution characteristics of the two outputs are studied with this model. For power generation firms’ decision, price forecasting could provide important information. Some firms’ bidding strategies even based on price forecasting. Although forecasting techniques developing fast, incertitude will always be there. A strategic bidding model adopted two-player zero sum game’s mixed-strategies and statistical mechanism is built. Some scenarios from this model are studied by simulation with some real market data. Results of profit, venture and lost possibility are analyzed. For price bidding on the high side will result in stop of unit, sometimes price bidding on the low side will result in much less expense and risk. If start-stop expense is not paid in addition, the simulation show that even with pay as you bid mechanism, somewhat play down bidding price could slightly produce more profit. But electricity markets are monopolistic competition markets, generators’ bidding strategies usually are how to raise market clear price to make more profit. A general reaction function is developed according to n-player no cooperation game theory and assume that market adopted closed bid first price uniform auction, accept linear, monotone nondecreasing supply curves. Three particular bidding strategies are contrived according to different amount of information a firm could get from the market. The first scheme estimate each rivals strategies; the second scheme assumes every rival use just the same strategies and the third scheme treat all rivals as a single rival. The case study shows that the third scheme is good in stability and easy to carry out. The second scheme is simplest and useable too. Supply function equilibrium (SFE) model is employed by some researchers in electricity market simulation. Some models assume zero-intercept linear marginal cost curve and produce simple and reasonable result. A spot market simulation model is developed with positive-intercept linear marginal cost curve hypothesis. The methods for transformation from positive-intercept model to zero-intercept model and vice versa are contrived. On the assumption of technique uniform and without consideration of transmission limitation, case study show that if a firm’s scale is large, competitive firms’ proportion is small and demand elasticity is更多还原