PDF《价差返还机制下售电公司博弈模型》

第47 卷第12 期 电力系统保护与控制 Vol.

47 No.12 2019年6月16日Power System Protection and Control June 16,

2019 DOI: 10.19783/j.cnki.pspc.180870 价差返还机制下售电公司博弈模型 吴浩可

1 ,雷霞1,黄 涛1,2 ,何锦宇

1 (1.流体及动力机械教育部重点实验室(西华大学),四川 成都 610039;

2.都灵理工大学能源系,意大利 都灵 10129) 摘要:针对价差返还机制下新兴售电公司面临的申报价差难题,提出了基于双层电力市场结构的竞价博弈模型. 引入售电公司总代理,统一购电并进行价差电费分配,以提高集中竞价市场的效率并降低售电公司的风险.在上 层市场中,构造了发电企业与售电公司总代理间基于信息不对称的双边贝叶斯博弈模型;

在下层市场中,考虑需 求侧弹性,搭建售电公司决策模型.最后,通过一个简单算例验证了模型的可行性与有效性. 关键词:价差返还机制;

双层电力市场;

售电公司总代理;

博弈论;

贝叶斯博弈模型 A game-theoretic model for retail companies under the spread-rebate mechanism WU Haoke1 , LEI Xia1 , HUANG Tao1,

2 , HE Jinyu1 (1. Key Laboratory of Fluid and Power Machinery (Xihua University), Chengdu 610039, China;

2. Department of Energy, Politecnico di Torino, Torino 10129, Italy) Abstract: This paper presents a bidding model based on a two-stage electricity market structure to solve the bidding difficulties which emerging retail companies would face under the Spread-Rebate mechanism. In order to increase the market efficiency while reduce the risk of retailers, a general retailer agent, surrogate for all retailers, is modeled as the only buyer in the market who distributes the spread tariff among retailers after market clearing. In the upper stage, a bilateral Bayesian game model with asymmetric information between the generation companies and the general retailer agent is structured, whereas in the lower stage, a decision-making model with demand side elasticity for retail companies is built. Finally, an illustrative simple example is given to demonstrate the viability and effectiveness of the proposed method. This work is supported by the Chunhui Program of Ministry of Education (No. Z2016145), National Natural Science Foundation of China (No.

51677020 and No. 51877181), and Educational Commission of Sichuan Province of China (No. 18CZ0018). Key words: Spread-Rebate mechanism;

two-stage electricity market;

general retailer agent;

game theory;

Bayesian game model

0 引言 《进一步深化电力体制改革的若干意见》 (中发 [2015]9 号)提出,售电侧市场化是我国新一轮电改 的重要目标[1] .在当前尚未核定独立输配电价且未 解决交叉补贴问题的现状下, 广东地区于

2016 年独 创了一种基于价差报价的集中市场竞价机制.这种 基金项目:教育部春晖计划项目资助(Z2016145);

国家自然 科学基金项目资助(51677020,51877181);

四川省教育厅重 大培育项目资助(18CZ0018) 机制将逐一撮合成交后所产生的社会剩余按照一定 比例返还给供需两侧,各侧再根据各竞争主体对价 差电费的贡献程度进行分配,售电公司未成交电量 需要以目录电价向电网公司购买[2] .在价差返还机 制下,需求侧成员的竞价决策难度相对较大.一方 面, 在市场信息(发电成本、 零售电价、 风险偏好等) 不透明的情况下,售电公司很难通过确定电量与价 差在撮合序列中的位置来优化自身报价. 另一方面, 由于未成交电量需要以更高价格购买,售电公司将 面临利润损失风险.2017 年,广东竞价规则调整为 按照统一边际价差出清, 简化了各主体的报价博弈, 吴浩可,等 价差返还机制下售电公司博弈模型 -