电力市场中价格接受者的报价策略研究

以按节点边际电价结算,发电厂按单台机组申报单调非减阶梯形报价曲线为背景,研究价格接受者竞价机组报价策略。首先,分析价格接受者的经济特点,以发电成本曲线为基础,根据边际收益等于边际支出时利润最大这一原则,确立最优申报电价与最优申报功率之间的关系。然后,推导了发电利润随节点边际电价变化的利润函数;不同于价格服从于正态分布这一计量经济学传统假设,提出基于历史数据采用分段多项式曲线拟合的方法统计电价概率密度;再根据利润函数与电价概率密度推导利润期望函数,并分析最优报价与利润期望之间的关系。继而,通过最大化利润期望确定报价策略。最后,应用算例对提出的报价策略的有效性进行了验证,并讨论了分段多项式函数拟合节点边际电价及其历史数据对报价策略的影响。结论表明该方法完全适合于数据完备的成熟电力市场。

Bidding strategy research for price-taker in electricity market

It was discussed bidding strategy for price-taker energy suppliers paid at Location Margin Prices (LMPs) using a non-decreasing step bidding curve. Based on the theory that the maximum profit was realized when marginal cost equaled the revenue, the relationship between optimal bidding price and optimal offering energy was analyzed. A function governing the LMPs and profit relationship was conjectured. Price probability density function was deduced by piecewise polynomial curve fitting. An expectation function was given and the relationship between optimal bidding price and expected profits was analyzed. The bidding strategy was obtained by maximizing the expected profits. A cased study with historical data with curve fitting techniques proves the validation of this bidding strategy.