【作者】 尚楠； 张翔； 涂腾； 丁一；

【Author】 Shang Nan;Zhang Xiang;Tu Teng;Ding Yi;Energy Development Research Institute,China Southern Power Grid;College of Electrical Engineering, Zhejiang University;

【机构】 南方电网能源发展研究院有限责任公司； 浙江大学电气工程学院；

【摘要】 当前我国新一轮电力体制改革已经全面展开,八个现货试点已经全部试运行,市场整体建设呈现纵深发展态势。为规避现货市场风险、保障发电侧合理收益以及贯彻国家能源战略政策,诸多省级市场纷纷将合约市场建设视为核心内容之一,而作为合约市场的关键商品,中长期差价合约分解问题亦成为多方关注的焦点。在市场建设初期,如何兼顾不同类型机组的发电特性,在适应机组检修计划和保障系统安全稳定运行的同时对合约电量进行合理有效的分解是亟待研究的关键问题。本文对新一轮电改背景下中长期差价合约的分解方法进行了梳理和总结,首先探讨了中长期差价合约的典型编制流程,然后对确定性电量分解算法和基于蒙特卡洛分解算法两种进行了详细的阐述,最后分别介绍了广东和浙江市场的合约分解算法。本文能够为中长期电量计划和现货交易兼容机制设计、合约市场中长期合约管理的开展和提供参考。更多还原

【Abstract】 In the process of China’s new round of power system reform, the eight spot market pilots have all been in test run stage, and the electricity market construction has been in more deep development. In order to avoid the risk in spot market, guarantee the reasonable income in generation side and implement the national energy strategy policy, lots of provincial markets have regarded the contract market as one of the core contents. As a key commodity in the contract market, the decomposition of the long-term contracts for difference(CFDs) has also become attracts attentions of many market participants. At the initial stage of market construction, the reasonable decomposing strategy for CFDs is a key issue to be studied urgently, which is supposed to take various types generation units, the unit maintenance plan and the power system operation into account. This paper reviews and summarizes the power decomposition methods of the CFDs under the background of new-round of electricity reform. Firstly, the typical formulation process of long-term CFDs was discussed, and then the decisive decomposition algorithm and Monte Carlo algorithm were illustrated, respectively. Specifically, the contract decomposition algorithm in Guangdong and Zhejiang markets was also introduced. This paper can provide reference for both the coordination mechanism design for Long-term generation plan and spot trades and long-term contract managements.更多还原