中国电力 ›› 2023, Vol. 56 ›› Issue (1): 17-27.DOI: 10.11930/j.issn.1004-9649.202208082

• 电价市场化改革与价格监管 • 上一篇    下一篇

中国电力中长期市场分时段交易价格形成机制及模型

黄姗姗1, 叶泽1, 罗迈1, 陈磊2, 魏文1, 姚军1   

  1. 1. 长沙理工大学 经济与管理学院,湖南 长沙 410114;
    2. 长沙理工大学 电气与信息工程学院,湖南 长沙 410114
  • 收稿日期:2022-08-22 修回日期:2022-11-25 出版日期:2023-01-28 发布日期:2023-01-14
  • 作者简介:黄姗姗(1998-),女,通信作者,博士研究生,从事电力市场、电价理论研究,E-mail:2895656158@qq.com;叶泽(1962-),男,博士,教授,从事电力技术经济、电价理论与政策研究,E-mail:yeze2003@foxmail.com;罗迈(1997-),男,硕士研究生,从事电价理论研究,E-mail:934328086@qq.com;陈磊(1996-),男,博士研究生,从事电力系统优化控制与运行研究,E-mail:chenlei96918@163.com;魏文(1986-),男,博士研究生,讲师,从事电价及电力市场研究,E-mail:weiwenhn@163.com;姚军(1980-),男,博士研究生,高级工程师,从事电力经济研究,E-mail:13910310554@163.com
  • 基金资助:
    国家社会科学基金资助项目(政府定价及监管的管制会计理论与政策研究,20FJB010)

Time-Sharing Trading Price Formation Mechanism and Model of China’s Mid to Long-Term Electricity Market

HUANG Shanshan1, YE Ze1, LUO Mai1, CHEN Lei2, WEI Wen1, YAO Jun1   

  1. 1. Department of Economics Management, Changsha University of Science & Technology, Changsha 410114,China;
    2. Department of Electrical and lnformation Engineering, Changsha University of Science & Technology, Changsha 410114,China
  • Received:2022-08-22 Revised:2022-11-25 Online:2023-01-28 Published:2023-01-14
  • Supported by:
    This work is supported by National Social Science Foundation (Research on Regulatory Accounting Theory and Policy of Government Pricing and Supervision, No.20FJB010)

摘要: 电力中长期市场分时段交易是中国电力市场改革的重要举措之一。针对当前电力中长期市场分时段交易价格形成机制不合理、不完善的问题,提出了中国电力中长期市场分时段交易价格形成机制及其模型。首先,分析影响中国电力中长期分时段交易价格形成的因素,提出电力中长期交易的4种典型场景;然后,综合考虑生产成本和用户效用,探索性地提出适用于中长期分时段交易的系统平均成本定价、用户失负荷价值定价、系统边际成本定价和发电企业失负荷价值定价4种成本定价机制,构建了基于成本定价的分时段交易定价模型;最后,以某省实际数据为例进行测算,验证了模型的有效性。

关键词: 电力中长期市场, 分时段交易, 价格形成机制, 平均成本, 边际成本, 失负荷价值

Abstract: The time-sharing trading of mid to long-term electricity market is one of the important reform measures for China's electricity market. Aiming at the unreasonable and imperfect problem of current time-sharing trading price formation mechanism, a novel time-sharing trading price formation mechanism and model is proposed for China’s mid to long-term electricity market. Firstly, the paper analyzes the factors that influence China’s mid to long-term time-sharing trading prices, and puts forward four typical scenarios of mid to long-term power transaction. Then, considering the production cost and users’ utility, the paper proposes four cost pricing mechanisms suitable for mid to long-term market time sharing trading, including system average cost pricing, user value of lost load pricing, system marginal cost pricing and power generation company value of lost load pricing, and a time-sharing trading pricing model is proposed based on cost pricing mechanism. Finally, the validity of the model is verified through a case study of the actual data of H province.

Key words: medium to long-term electricity market, time-sharing trading, price formation mechanism, average cost, marginal cost, value of lost load