计及多级市场代理购电成本传导风险的分时电价定价模型

doi:10.11930/j.issn.1004-9649.202503013

中国电力 ›› 2025, Vol. 58 ›› Issue (11): 25-37.DOI: 10.11930/j.issn.1004-9649.202503013

• 推进全国统一电力市场建设关键技术与机制 • 上一篇下一篇

计及多级市场代理购电成本传导风险的分时电价定价模型

王斯琪¹(), 曹昉¹(), 姚力²

1. 华北电力大学电气与电子工程学院，北京　102206
2. 国网能源研究院有限公司，北京　102209

收稿日期:2025-03-07 修回日期:2025-09-17 发布日期:2025-12-01 出版日期:2025-11-28
作者简介:
王斯琪（2000），女，硕士研究生，从事电力市场、电价研究，E-mail：120222201494@ncepu.edu.cn
曹昉（1971），女，通信作者，博士，副教授，从事电力市场理论与技术、电力需求侧响应、电力系统分析与控制研究，E-mail：caofang111@sohu.com
基金资助:
国家电网有限公司科技项目（面向园区级“源网荷储一体化”项目的价格机制理论模型研究与应用，1400-202457287A-1-1-ZN）。

Time-of-Use Pricing Model Considering the Risk of Cost Transmission in Multi-level Market Agent Electricity Purchase

WANG Siqi¹(), CAO Fang¹(), YAO Li²

1. School of Electrical and Electronic Engineering, North China Electric Power University, Beijing 102206, China
2. State Grid Energy Research Institute Co., Ltd., Beijing 102209, China

Received:2025-03-07 Revised:2025-09-17 Online:2025-12-01 Published:2025-11-28
Supported by:
This project is supported by Science and Technology Project of SGCC (Research and Application of Price Mechanism Theoretical Model for "Source-Network-Load-Storage Integration" Project at Park Level, No.1400-202457287A-1-1-ZN).

摘要/Abstract

摘要：

针对当前省内分时电价机制忽略省级以上电力市场交易成本影响且忽视代理购电商购电成本传导风险的问题，提出一种考虑多级市场代理购电成本传导风险的分时电价定价模型。首先，基于购电成本最小化目标，设计多级市场购电决策模型；然后，采用概率场景描述现货市场价格预测偏差和用户响应预测偏差，并以条件风险价值（conditional value at risk，CVaR）作为传导风险评估指标，建立最大化传导上级市场购电成本变动和最小化代理购电商传导风险为目标的分时电价模型；最后，采用k-means和粒子群算法进行求解。算例分析结果表明，所提出的分时电价模型能更准确传导多级市场的成本与风险，向用户释放多级电力市场的综合价格信号，并能够为代理购电商提供多级市场交易情境下的风险分析。

关键词: 分时电价, 代理购电, 多级市场, 条件风险价值, 传导风险

Abstract:

Aiming at the current issue that the intra-provincial time-of-use (TOU) electricity pricing mechanism overlooks the impact of transaction costs in electricity markets above the provincial level and ignores the risk of cost transmission for agent purchasers, this paper proposes a TOU electricity pricing model that considers the risk of cost transmission in multi-level market for agent electricity procurement. Firstly, a multi-level market electricity procurement decision-making model is established based on the objective of minimizing electricity procurement costs. Then, probabilistic scenarios are used to describe prediction deviations of spot market prices and user responses. Conditional value at risk (CVaR) is adopted as the risk assessment indicator for cost transmission. A TOU electricity pricing model is constructed with the dual objectives of maximizing the transmission of procurement cost fluctuations from upper-level markets and minimizing the transmission risk for agent electricity purchasers. Finally, k-means and particle swarm optimization (PSO) are used to solve the model. Case study shows that the proposed model can more accurately reflect the cost and risk of multi-level markets, deliver integrated price signals to users, and provide risk analysis for electricity retailers under multi-level market transactions.

Key words: time-of-use price, agent-based electricity purchase, multi-level market, conditional value at risk, transmission risk

王斯琪, 曹昉, 姚力. 计及多级市场代理购电成本传导风险的分时电价定价模型[J]. 中国电力, 2025, 58(11): 25-37.

WANG Siqi, CAO Fang, YAO Li. Time-of-Use Pricing Model Considering the Risk of Cost Transmission in Multi-level Market Agent Electricity Purchase[J]. Electric Power, 2025, 58(11): 25-37.

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链接本文: https://www.electricpower.com.cn/CN/10.11930/j.issn.1004-9649.202503013

https://www.electricpower.com.cn/CN/Y2025/V58/I11/25

图/表 15

图 1 时间轴中延迟传导费用的组成

Fig.1 Components of deferred cost transmission over the timeline

图 2 考虑多级市场代理购电成本传导风险的分时电价模型框架

Fig.2 Time-of-use pricing model framework considering multi-level market agent purchase cost transmission risks

图 3 考虑多级市场代理购电成本传导风险的分时电价模型求解流程

Fig.3 TOU pricing model solution process considering multi-level market agent purchase cost transmission risks

图 4 采用粒子群优化算法求解分时电价流程

Fig.4 Flow of TOU electricity price optimization using particle swarm optimization

图 5 原始负荷曲线

Fig.5 Original load curve

图 6 历史省间、省内出清量和现货市场电价

Fig.6 Historical inter-provincial and intra-provincial clearing volumes and spot market electricity prices

图 7 电价结果与迭代次数关系

Fig.7 Relationship between time-of-use electricity prices and iteration number

图 8 分时电价对比

Fig.8 Comparison of TOU prices

图 9 多级市场购电决策和参与与不参与多级现货市场时的购电成本差异

Fig.9 Purchase cost difference between participation and non-participation in multi-level spot markets for electricity agents in decision-making

图 10 用能成本波动量和分时电价变动量对比

Fig.10 Comparison of energy cost fluctuations and TOU price variations

表 1 不同电价制定方法结果对比

Table 1 Comparison of different pricing methods

电价制定方法	电价/(元·(MW·h)^–1)			传导成本/元
电价制定方法	峰时段	平时段	谷时段	传导成本/元
本文方法	750	510	261	1633896.54
峰时段上浮50% 谷时段下降50%	765	510	255	676208.00
峰时段上浮70% 谷时段下降40%	867	510	306	1691854.00

表 2 考虑不同风险组成下的峰谷电价

Table 2 Peak-valley electricity pricing considering different risk components 单位：元/(MW·h)

时段	风险组成			原始电价
时段	仅预测偏差	仅上季度延迟传导费用	考虑全部风险	原始电价
峰时段	750.0000	815.3315	821.2707	759.0000
平时段	518.1385	582.2619	527.3182	510.0000
谷时段	275.4164	285.6157	342.7065	261.0000
平均	560.1374	611.2479	611.4978	555.5590

图 11 不同水平的上季度延迟传导费用下的电价趋势

Fig.11 Electricity price trends under different levels of deferred cost transmission from the previous quarter

表 3 考虑不同方差下的传导风险的分时电价

Table 3 TOU prices considering transmission risk under different variances

方差	峰时段/(元·(MW·h)^–1)	平时段/(元·(MW·h)^–1)	谷时段/(元·(MW·h)^–1)	平均电价/(元·(MW·h)^–1)	CVaR/元
0	815.3315	582.2619	285.6157	611.2479	0
0.2	821.2707	527.3182	342.7065	611.4978	6847.3127
0.4	836.3760	500.0000	350.0000	611.7199	13790.1740
0.6	845.7640	503.9207	329.6465	611.9619	20859.2143
0.8	837.3857	500.0000	349.9997	612.1684	26892.1059
1.0	838.0195	500.0000	350.0000	612.4499	35116.9070

图 12 不同置信水平下的CVaR值和电费收入

Fig.12 CVaR values and electricity revenue under different confidence levels

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计及多级市场代理购电成本传导风险的分时电价定价模型

Time-of-Use Pricing Model Considering the Risk of Cost Transmission in Multi-level Market Agent Electricity Purchase

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计及多级市场代理购电成本传导风险的分时电价定价模型

Time-of-Use Pricing Model Considering the Risk of Cost Transmission in Multi-level Market Agent Electricity Purchase

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图/表 15

参考文献 27

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