【作者】 肖云鹏； 王锡凡； 王秀丽； 张兰； 张轩； 林少华； 杨廷天；

【Author】 Xiao Yunpeng;Wang Xifan;Wang Xiuli;Zhang Lan;Zhang Xuan;Lin Shaohua;Yang Tingtian;School of Electrical Engineering of Xi’an Jiaotong University;Power Dispatching Control Center of Guangdong Power Grid Co.Ltd.;State Grid Sichuan Power Corporation;

【机构】 西安交通大学电气工程学院； 广东电网有限责任公司电力调度控制中心； 国网四川省电力公司；

【摘要】 采用节点电价的电力现货市场产生了分时段、分位置的电价,引入了电价变动的风险。本文针对采用节点电价的电力现货市场,提出了一种电价互换交易的风险管理工具。具有不同风险偏好及能够以不同性质电价(中长期合同下的固定电价、现货市场中的变动电价)出售/购买电能的市场主体可以场外协商的方式开展电价互换交易。本文探讨了在发电侧和用户侧应用电价互换交易的机理、模式及效用。在发电侧,通过电价互换交易,风险厌恶者可由按现货电价出售电能转换为按固定电价出售电能,以规避现货市场风险;风险偏好者可由按固定电价或较低现货电价出售电能转换为按较高现货电价出售电能,以追求更高的售电收益。在采用统一结算点的用户侧,通过电价互换交易,风险厌恶者可由按现货电价购电转换为按固定电价购电,以规避现货市场风险;风险偏好者利用其需求响应资源可由按固定电价购电转换为按较低的平均现货电价购电,以降低购电成本。电价互换交易不改变市场出清和电力平衡模式,既能有效管理现货市场风险,又具有交易成本低、流程简便等特点,适合在现货市场建成初期应用。更多还原

【Abstract】 The electricity spot market adpoting locational marginal price produces sub-period and sub-location prices, thus introducing risks of varying prices. Focused on spot market adopting locational marginal price, this paper proposes the electricity price swaps as a risk management tool. Stakeholders with different risk preferences and capabilities for trading energy with different price properties(flat prices in meditum-long-term contracts and varying prices in spot markets) can conduct electricity price swaps by negotiation over the counter. The mechasnism, pattern and efficieny of the electricity price swaps are discussed. As for the supply side, with electricity price swaps, risk-averse stakeholders can trade energy with flat price instead of spot market price, in order to manage risks. On the contrary, risk-favored stakeholders can trade energy with higher spot price instead of flat price of lower spot price, in order to persue higher profits. As for the demand side, with electricity price swaps, risk-averse stakeholders can purchase energy with flat price instead of spot market price, in order to manage risks. On the contrary, risk-favored stakeholders can purchase energy with lower spot price by taking advantage of their demand reponse resources instead of flat price, in order to further reduce purchasing costs. The electricity price swaps do not change market clearing results nor electricity balances. It not only realizes efficient risk management, but also has lower transaction costs and convenient procedures, which are quite suitable for newly-built spot markets.更多还原