新能源入市风险下计及影响层的现货限价自适模型

doi:10.11930/j.issn.1004-9649.202312065

摘要/Abstract

摘要：

在现货市场起步阶段，普遍采用扁平化限价标准以防范极端价格风险，而随着新型电力系统建设提速推动新能源规模化入市，现货价格受间歇性出力的影响面愈加扩大，新能源入市风险增加，限价设计须进一步考虑常规机组收益、新能源装机比例以及负荷需求量等。因此，综合考虑与现货价格有强联动的影响因素，选取主要因子构成限价影响层，并在改进传统价格管制模型的基础上引入影响因子及系列模型的自适系数，提出新能源入市风险下计及多因子影响层的现货市场限价自适模型，仿真结果表明：模型能够实现不同需求场景下对现货价格的动态跟踪以保障系统安全稳定。

关键词: 新能源交易风险, 现货市场限价, 扁平化固定标准, 影响层因子, 价格自适模型

Abstract:

In the initial stage of the spot market, flat price limit standards are commonly used to prevent extreme price risks. However, as the construction of new power systems accelerates and new energy enters the market on a large scale, the impact of intermittent output on spot prices is expanding, and the risk of new energy entering the market increases. The price limit design needs to further consider issues such as conventional unit revenue, new energy installation ratio, and load demand. Therefore, considering the factors that have a strong linkage with spot prices, the main factors are selected to form the price limit influence layer. On the basis of improving the traditional price control model, the influence factors and the adaptive coefficients of the series of models are introduced to propose a spot market price limit adaptive model that takes into account the multi factor influence layer under the risk of new energy entering the market. The simulation results show that, The model can achieve dynamic tracking of spot prices in different demand scenarios to ensure system security and stability.

Key words: new energy trading risks, spot market price limits, flat fixation standard, influence layer factor, price adaptive model

齐屹, 张静, 刘菁, 魏胜楠, 王雁凌, 丁肇豪. 新能源入市风险下计及影响层的现货限价自适模型[J]. 中国电力, 2024, 57(11): 94-101.

Yi QI, Jing ZHANG, Jing LIU, Shengnan WEI, Yanling WANG, Zhaohao DING. A Spot Price Limit Adaptive Model Considering the Impact Layer Under the Risk of New Energy Entering the Market[J]. Electric Power, 2024, 57(11): 94-101.

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链接本文: https://www.electricpower.com.cn/CN/10.11930/j.issn.1004-9649.202312065

https://www.electricpower.com.cn/CN/Y2024/V57/I11/94

图/表 10

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国家	电力市场	现行限价措施
国家	电力市场	报价上限	出清上限
美国	美国电力市场（PJM）	1	2
	美国纽约州电力市场（NYISO）	1	2
	美国加州电力市场（CAISO）	1	2
	美国德州电力市场（ERCOT）	9
欧洲	欧洲电力交易所（EPEX）	3	9.999
欧洲	北欧电力交易所（NordPool）	3	9.999
澳大利亚	澳大利亚电力市场（NEM）	15

国家	电力市场	现行限价措施
国家	电力市场	报价上限	出清上限
美国	美国电力市场（PJM）	1	2
	美国纽约州电力市场（NYISO）	1	2
	美国加州电力市场（CAISO）	1	2
	美国德州电力市场（ERCOT）	9
欧洲	欧洲电力交易所（EPEX）	3	9.999
欧洲	北欧电力交易所（NordPool）	3	9.999
澳大利亚	澳大利亚电力市场（NEM）	15

省份	现行限价措施
省份	规定	限价区间/(元·(kW·h)^–1)
广东	二级限价、与一次能源价格联动限价	2022年迎峰度夏时期取消电力现货报价上限
山西	固定限价标准	申报与出清区间：0~1.50
山东		申报区间：–0.08~1.30；出清区间：–0.10~1.50
甘肃		申报与结算区间：0.04~0.65
蒙西		申报区间：0~1.50；出清区间：0~5.18
宁夏		申报与出清区间：0~1.50

省份	现行限价措施
省份	规定	限价区间/(元·(kW·h)^–1)
广东	二级限价、与一次能源价格联动限价	2022年迎峰度夏时期取消电力现货报价上限
山西	固定限价标准	申报与出清区间：0~1.50
山东		申报区间：–0.08~1.30；出清区间：–0.10~1.50
甘肃		申报与结算区间：0.04~0.65
蒙西		申报区间：0~1.50；出清区间：0~5.18
宁夏		申报与出清区间：0~1.50

省份	新能源参与市场交易方式	是否进行偏差电量考核
广东	报量报价	暂不执行
山西	报量不报价	是
山东	报量报价	是
甘肃	报量报价	是
蒙西	报量报价	是