| 引用本文: | 聂涌泉,顾慧杰,彭超逸,等.激励性含风电竞标日前市场出清电价机制的建模[J].电力系统保护与控制,2020,48(19):25-34. |
| NIE Yongquan,GU Huijie,PENG Chaoyi,et al.Research on modeling the incentive electricity pricing mechanism in day-ahead electricity market clearing containing wind power bidding[J].Power System Protection and Control,2020,48(19):25-34 |
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| 摘要: |
| 在日前市场出清电价机制中，为同时实现发电机组个体理性和激励相容以及市场出清总成本最小化的要求，应用基于VCG (Vickrey-Clarke-Groves)的机制设计理论，给出了一种含风力机组竞标的日前市场出清电价机制。建立了含风电竞标日前市场出清模型，采用抽样平均逼近法求解该市场出清模型。基于VCG机制设计理论，定义发电机组(常规/风电)获得的支付为该机组参与日前市场出清前后，日前市场出清总成本的变化量。采用某2节点系统和修改的IEEE14节点系统为例说明了该含风电竞标日前市场出清电价机制的基本特征。仿真结果表明，所提电价机制满足市场出清总成本最小化、激励相容以及个体理性等要求。 |
| 关键词: 电力市场 风电机组 机制设计理论 VCG机制 日前市场出清 激励相容 个体理性 总成本最小化 |
| DOI：DOI:10.19783/j.cnki.pspc.191417 |
| 分类号: |
| 基金项目:国家重点研发计划项目资助(2016YFB0901100) |
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| Research on modeling the incentive electricity pricing mechanism in day-ahead electricity market clearing containing wind power bidding |
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NIE Yongquan, GU Huijie, PENG Chaoyi, ZHOU Huafeng, GU Quan, SHI Xionghua, GUO Chao, XIE Jun
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(1. China Southern Power Grid Dispatching and Control Center, Guangzhou 510623, China; 2. NR Electric Co., Ltd.,
Nanjing 211102, China; 3. College of Energy and Electrical Engineering, Hohai University, Nanjing 211100, China)
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| Abstract: |
| To simultaneously achieve generator individual rationality and incentive compatibility, as well as the minimum market clearing cost, based on the Vickery-Clarke-Groves (VCG) mechanism in design theory, a price mechanism for day-ahead electricity market considering wind generators is established. A day-ahead market clearing model is established, and a Sample Average Approximation (SSA) method is used to solve the market clearing model. Using the VCG mechanism, the payment received by each generator (wind or traditional generator) is the amount of change in the total market clearing costs before and after the generation unit participates in the market clearing. A 2-bus system and a modified IEEE14-bus system are taken as examples to illustrate the basic characteristics of the pricing mechanism. The simulation results show that the pricing mechanism meets the electricity pricing requirements of market total clearing cost minimization, individual rationality and incentive compatibility.
This work is supported by National Key Research and Development Program of China (No. 2016YFB0901100). |
| Key words: electricity market wind power generators mechanism design theory VCG mechanism day-ahead market clearing incentive compatibility individual rationality total cost minimization |
