【作者】 王沛；

【导师】 林振智；

【作者基本信息】 浙江大学 ， 电力市场与电力经济（专业学位）， 2023， 硕士

【摘要】 为实现“碳达峰、碳中和”目标,需加快调整优化产业结构及能源结构,电力行业的发展转型对于国家实现碳减排目标具有重要意义。随着电力市场的进一步发展以及“碳达峰、碳中和”战略的不断推进,可再生能源发电占比持续增大,未来电力市场将是一个复杂的多交易品种并存、多交易周期衔接的多元多级市场。近年来,我国大力推进碳排放权及电力辅助服务交易市场建设,新的市场规则也将对传统发电商收益产生一定影响。碳排放权交易市场将影响发电商综合成本,发电商收益结构也将从单一发电收益转向发电与调峰辅助服务联合收益。能否在双碳目标下的多元电力市场中制定有效的竞价决策、合理分配参与市场的电量已成为发电商亟需考虑的重要问题。本文针对发电商进行了多元电力市场协同决策的研究,主要完成了以下工作:(1)基于电力中长期市场与年度碳排放权市场的协同,针对碳排放权市场的实际情况以及竞争对手竞价场景的不确定性,提出了考虑碳排放权和电能量市场的发电商竞价双层优化模型。上层以发电商全年收益最大为目标,考虑月度市场电量的不确定性,对发电商在年初碳排放权市场购碳量进行优化设计;下层考虑剩余碳额度、惩罚电价和对手报价的不确定性,提出以月度期望收益最大化为目标的发电商月度报价策略,模拟发电商电能量市场竞价模型并求解出清结果。通过算例分析碳排放权交易惩罚价格对发电商报价策略和市场出清结果的影响。(2)基于电力现货市场与深度调峰辅助服务市场的协同,针对电力现货市场与深度调峰市场联合运行背景下发电商电能量收益空间压缩、深度调峰功能亟待拓展等问题,提出了考虑不确定性的发电商现货-深度调峰市场优化策略。首先,基于Stackelberg主从博弈,构建了兼顾联合市场收益和风险的发电商日前报价策略双层优化模型。上层以电商电能量及调峰辅助服务交易综合收益为目标对发电商分段报价进行优化;下层考虑竞争对手报价场景不确定性,提出电力现货及深度调峰市场联合出清模型。其次,针对净负荷不确定性引入波动不确定度参数,将双层模型转换为基于信息间隙决策理论的发电商电力现货-深度调峰市场决策模型。最后,采用安徽省实际市场数据进行仿真验证,得到适应不同负荷场景的发电商联合市场日前报价策略,结果表明考虑不确定性的联合优化决策能够有效规避负荷不确定性带来的收益波动风险,为新型电力系统下发电商日前竞价决策提供参考。综上所述,本文针对发电商市场主体进行了多元电力市场协同决策的研究,并探讨了市场交易中不确定性及各类市场参数对发电商竞价策略的影响,在实现发电商利益最大化的同时,可以有效促进需求侧资源的合理配置。本文的研究内容对发电商在多时间尺度、多交易品种市场中的协同决策具有较好的指导意义。更多还原

【Abstract】 In order to achieve the goal of carbon neutrality,it is necessary to speed up the adjustment and optimization of industrial structure and energy structure.The development and transformation of electric power industry is of great significance for the country to achieve the goal of carbon emission reduction.With the further development of the electricity market and the continuous promotion of the strategy of carbon neutrality,the proportion of renewable energy generation continues to increase.In the future,the electricity market will be a complex multi-level market with multiple trading varieties coexisting and multiple trading cycles connecting.In recent years,China has vigorously promoted the market construction of carbon emission rights and power auxiliary services,and the new market rules will also have a certain impact on the income of traditional power producers.The carbon emission trading market will affect the comprehensive cost of power generation companies,and the revenue structure of power generation companies will shift from single generation revenue to the combined revenue of power generation and peak shaving auxiliary services.Whether it is possible to make effective bidding decisions and rationally distribute the electricity in the multi-market under the dual-carbon target has become an important issue for power producers to consider urgently.In this thesis,the cooperative decision-making of multiple electricity markets is studied for power producers,and the main work is as follows:(1)Based on the coupling between the medium-and long-term electricity market and the annual carbon emission market and in view of the actual situation of electricity suppliers in the carbon emission market,the bidding strategies of power generation companies in electricity market and carbon emission market need to be coordinated.Given this background,a bi-level optimization model for power generation companies’ bidding decision taking carbon emission rights and the electricity market into account is proposed in this paper,aiming to maximize the annual power generation benefits of power generation companies.The upper level model aims to maximize the annual revenue of generation company,considering the uncertainty of the monthly bidding electricity,and optimize the design of the amount of carbon purchased by the generation company in the carbon emission right market at the beginning of the year.The remaining carbon quota,the penalty electricity price,and the uncertainty of the competitor’s quotation scenes are considered on the lower level model,in which the monthly bidding strategy for power generation company with the goal of maximizing the monthly expected income is proposed,and the power generation company’s electricity market bidding model and its clearing results are simulated.Simulation results shows that power generation companies’ purchases of carbon emission rights and their bidding strategies in the monthly market are affected by the carbon emission penalty price.The higher the penalty price is,the greater the slope of the quotation curve and the purchase of carbon emission rights are.(2)Based on the coupling between the spot market of electric power and the auxiliary service market of deep peak shaving and in view of the problems such as the spatial compression of electricity revenue from electricity suppliers and the urgent need to expand the peak-shaving function under the background of the joint operation of the spot energy market and the peak-shaving market,the optimization strategy of spot energy and peak shaving market for power generation companies considering the uncertainty is proposed.Firstly,based on Stackelberg master-slave game,a bi-level optimization model for the day-ahead bidding strategy of power generation company is constructed considering the benefits and risks of the joint market.The bidding price of the power generation company to maximize the joint market revenue of the power generators is optimized in the upper level.Uncertainty of the competitor’s bidding scenario is considered in the lower level and a joint clearing model of spot and deep peak regulation market is proposed.Secondly,the fluctuation uncertainty parameter is introduced to deal with the net load uncertainty,and the bi-level model is converted into the spot-depth peak regulation market decision model based on the information gap decision theory.Finally,the actual market data of Anhui Province,China are used for simulation and verification,and the day-ahead bidding strategies of power generation company in the combined market are obtained,which are suitable for different load scenarios.The results show that the joint optimization decision considering the uncertainty can effectively avoid the risk of revenue fluctuations brought by the load uncertainty,and provide a reference for the day-ahead bidding decision of power generation company in the new-type power system.To sum up,the coordinated decision-making of multiple electricity markets in view of the main players in the electricity generation market,and discusses the uncertainty in market transactions and the influence of various market parameters on the bidding strategy of electricity generation companies is studied,which can effectively promote the rational allocation of demand-side resources while maximizing the interests of electricity generation companies.The research content of this paper has a good guiding significance for the cooperative decision-making of power generation companies in the multi-time scale and multi-variety market.更多还原