电力体制改革下售电公司如何搭建市场营销体系

本轮电改的核心思想便是推进售电端市场化,对发电企业是巨大机遇,有利于发电企业实现发售一体化,产业链延伸,推进资源优化配置和战略布局,但同时对发电企业也存在巨大挑战,售电侧放开,准入多种售电实体,市场竞争激烈,发电企业虽然有电源点优势,但由于其长期单一趸售电网大客户,因此在市场营销理念、市场营销组织、市场营销策略、客户服务水平等存在不足。本文将对国外成熟电力市场中发电企业市场营销体系进行研究,并结合我国电力体制改革动向,研究我国发电企业售电公司搭建市场营销体系的策略。     

发电企业充换电产业投资机会与策略研究

随着交通运输领域电气化进程的不断推进与电力交易领域“多买多卖”竞争格局的逐渐放开,充换电产业已成为助力发电企业推动现有产业转型升级,扩展售电侧途径,如期实现“双碳目标”的重要手段。文章首先从宏观态势、政策环境、技术现状、市场格局4个方面对国内充换电产业现状进行了研究;其次,以发电企业视角切入,分析了发电企业进入充换电市场的投资机会与风险;最后,以能力培育、产业投资两个角度给出了发电企业投资发展充换电产业的具体策略。     

新电改政策对电力市场售电侧竞争格局的影响研究

基于多Agent仿真建模方法,在理清售电市场呈现的市场环境特点后,以计划行为理论（TPB）为理论基础,探究售电市场参与主体即用户个体、运营商以及政府三者的行为规则,在虚拟世界中构建符合新电改政策发展规律的售电市场,探索新电改政策售电侧放开,社会资本涌入导致售电市场竞争格局的变化。研究结果表明,售电侧放开后,政府相关支持政策的刺激将会促进当地售电市场竞争活力,保证售电市场的合理分配,维护用电个体与运营商双方利益关系,在一定程度上实现双赢。因此,基于以上结论,建议政府部门引导建立一个规范合理的市场竞争环境,结合当地地域特色,制订科学合理且具有操作价值的激励措施。以期通过相关措施进一步提高社会相关资源的利用率,造福售电市场的消费者,并依托市场消费者的活跃使得市场规模更快地发展和壮大,形成售电市场良性的价值循环。     

售电市场环境下售电公司与电力用户双层博弈模型研究

售电市场放开是我国售电侧改革的发展方向,竞争性售电市场中用户选择权放开,用户选择结果影响售电公司的售电策略,售电公司售电策略又会直接影响用户选择。构建售电公司与电力用户间双层博弈模型,下层模型为用户层演化博弈,上层模型为售电公司间非合作博弈。首先分析影响用户选择售电公司的因素,建立用户效用模型,采用演化博弈理论构建不同类型用户群体选择售电公司的多群体动态演化模型。在构建用户选择模型的基础上,分析售电公司的购售电策略,计及售电公司面临的风险因素,建立售电公司和电力用户的双层博弈模型并给出了博弈均衡的求解算法。算例分析结果表明,所构建的模型和算法具有可行性和有效性。     

新电改形势下的售电市场竞争性服务策略研究

通过排摸某市产业园区、110 kV及以下电压等级电网情况,深入分析了售电市场竞争情况,在对竞争形势进行客观分析、客户需求认真研究的基础上,制定相应的服务策略,有利于在新的电改形势下,帮助供电企业适应从传统供电服务向市场竞争服务发展,并建立健全售电市场竞争环境下的服务策略,实现公司在竞争性售电市场上的市场份额稳定与经济效益提升。     

售电公司分时电价盈利策略研究

售电公司购电成本的多少决定其利润的大小,该文针对售电公司设计了分时电价盈利策略,以分时电价为手段,鼓励顾客减小高峰时段负荷,降低售电公司的购电成本。使用核模糊聚类法及隶属度函数在客户典型负荷曲线上完成峰平谷时间段的划分,并通过负荷峰谷差最小和用电客户满意度最大目标来构建数学模型,采用Angle-NNIA算法对其完成求解,求解结果能显著缩小客户负荷曲线峰谷差,达到售电公司降低购电价格、增加盈利的目的。     

考虑电改新政的售电公司混合电力交易策略优化

优化售电公司交易策略有利于提升新型电力系统效率、深化电力市场改革。针对售电公司如何结合电改新政进行决策优化的问题,提出一种售电公司混合电力交易的策略。首先,分析新政对电力交易各主体交易决策的影响;然后,构建用户、售电公司、常规能源（CES）发电商和配置储能的可再生能源（RES）发电商的最优决策模型,并对售电公司的最优交易策略进行求解;最后,通过算例分析验证了所提策略可以有效提高售电公司收益、促进RES电力消纳。     

汽电双驱给水泵在垃圾发电厂中的应用研究

垃圾焚烧发电行业竞争日益激烈,通过优化系统提高企业发电上网收益,增加企业竞争力已迫在眉睫。对汽电联合驱动给水泵在协同处理污泥的垃圾焚烧发电厂中应用进行了研究分析,证明其技术及经济可行性。以山东某项目为例,采用该技术年发电收入将增加128.3万元,投资回收期为0.62年。     

多市场分时段下电网公司购售电风险控制优化模型

针对发电侧竞价上网、售电侧价格管制导致中国电网公司的收益空间存在不确定性的问题,为进行电网公司购售电风险控制优化,引入用户需求弹性,采用效用函数方法,建立了电网公司购售电风险控制优化模型,分析了电力公司在合约市场和实时市场购电量优化分配。结果表明,电网公司的风险偏好程度决定了购电量的分配;峰谷分时电价的电价差率和用户需求弹性均影响电网公司的购售电风险;实施峰谷分时电价有利于系统削峰填谷,尤其是在缺电的情况下可以减少电网公司经济损失以降低经营风险。     

基于价差返回策略的售电公司竞价方法

我国目前正进行新的电力市场化改革,购售电双方将通过售电公司参与电力市场交易。新改初期售电公司交易模式的合理性将对购售双方的成本产生很大的影响。从售电公司角度出发,提出一种基于价差返回策略的集中竞价方法,通过引进返回系数,将竞价交易过程中购售方成交电量价差费按比例返回给双方,以减少双方交易成本。文中总结国外经验并结合我国目前新电改实际情况,建议售电公司采用在基于价差返回策略的集中竞价方法基础上,采取80%稳定电量采取中长期双边协商交易,20%电量实时电量采取价差返回策略集中竞价交易。     

Market power analysis for the Iranian electricity market

The market power problem in Iranian electricity market is addressed in this study. This paper by using various structural indices of market power and reviewing market results analyzes the intensity of competition in Iran’s electricity market and examines whether this market is functioning at an appropriate level of efficiency. In this article the most well-known indices of market power are calculated in two approaches for two different scenarios (current situation and future outlook of generation sector’s ownership in Iran’s power industry). Comparing the results of these scenarios promises more competitive market for the second scenario. Calculating Residual Supply Index for Iran’s power market shows despite admissible values of concentration ratios, due to supply scarcity during periods when the demand is close to the total available capacity, some suppliers can exercise market power even with a relatively small market share. The most important price and load indices like weighted average prices and load/price duration curves of Iranian electricity market during March 2007–March 2008 are also analyzed in this paper. These results imply the existence of economic withholding. The main limiting factors of competition and significant implemented countermeasures for market power mitigation in Iran’s electricity market are also mentioned.     

美国加州电力市场电价的分形特征

以美国加州电力市场长期电价序列为研究对象，并由此引入了分数布朗运动模型和R／S分析法，计算出了不同时间区间内电价的赫斯特指数，发现加州电力市场符合分形市场假设，电价遵循有偏的随机游走．具有长期相关性和统计自相关性等性质。这些发现为描述市场环境下的电价分布提供了一种新模式。     

Feed-in tariff and market electricity price comparison: The case of cogeneration units in Croatia

In August 2007, the Government of the Republic of Croatia instituted a feed-in tariff system, requiring the Croatian Electricity Market Operator (HROTE) to off-take the electricity produced from renewable energy sources or cogeneration units fueled by natural gas. Analysis of the off-take electricity price range, which depends on the net electrical output and electricity market trends, indicates that it is more cost effective for cogeneration units greater than 1 MW to sell their electricity on the exchange market. This was confirmed by developing a mathematical model to calculate the cost-effectiveness ratio of a cogeneration unit. This ratio represents the relation between the profit spread, i.e. the difference between the profit generated from selling the electricity on the exchange market and the profit made from dispatching the electricity to HROTE, as well as the total investment costs. The model can be applied for changes in certain parameters, such as the net electrical output, volatility and spot electricity price. The Monte Carlo method is used to obtain the most probable cost-effectiveness ratio and average future electricity price. Together with these two economic parameters and market price analysis, it is possible to calculate and calibrate an acceptable off-take electricity price.     

Dynamic assessment of capacity investment in electricity market considering complementary capacity mechanisms

This paper proposes a decentralized market-based model for long-term capacity investment decisions in a liberalized electricity market. Investment decisions are fundamentally based on total revenues gained by investors. In most electricity markets, the complementary mechanisms are designed to ensure a desired level of reliability while covering investment costs of the suppliers. In such an environment, investment decisions are highly sensitive to expectation of price signals in both of energy market and capacity mechanisms. In this work, the system dynamics concepts are used to model the structural characteristics of electricity market such as, long-term firms’ behavior and relationships between variables, feedbacks, and time delays by appropriately bundling the energy market and capacity mechanisms. The market oriented capacity price as well as non-competitive capacity payments and a proposed hybrid capacity mechanism are linked with the energy market in the model. Such a decision model enables both the generation companies and the regulators gaining perfect insights into the possible consequences of different decisions they make under different policies and market conditions. In order to examine the performance of the electricity market with different capacity mechanisms, a case study is presented which exhibits the effectiveness of the proposed model.     

Transmission-constrained oligopoly in the Japanese electricity market

We simulate the Japanese wholesale electricity market as a transmission-constrained Cournot market using a linear complementarity approach. First, we investigate the effects of upgrading the bottleneck transmission line between the eastern and western regions, focusing on the mitigation of transmission congestion. Although increasing the bottleneck capacity would lead to welfare gains, they might not be substantial particularly when transmission capacity costs are taken into account. Second, we examine the effects of splitting the largest electric power company, which is located in the eastern region, focusing on the mitigation of market power. Splitting the largest company into two companies would lead to a 25% reduction in the eastern price, and a 50% reduction in deadweight loss. The divestiture of the largest company would have a significant effect of mitigating market power in the Japanese electricity market.     

Electricity market price volatility: The case of Ontario

Price volatility analysis has been reported in the literature for most competitive electricity markets around the world. However, no studies have been published yet that quantify price volatility in the Ontario electricity market, which is the focus of the present paper. In this paper, a comparative volatility analysis is conducted for the Ontario market and its neighboring electricity markets. Volatility indices are developed based on historical volatility and price velocity concepts, previously applied to other electricity market prices, and employed in the present work. The analysis is carried out in two scenarios: in the first scenario, the volatility indices are determined for the entire price time series. In the second scenario, the price time series are broken up into 24 time series for each of the 24 h and volatility indices are calculated for each specific hour separately. The volatility indices are also applied to the locational marginal prices of several pricing points in the New England, New York, and PJM electricity markets. The outcomes reveal that price volatility is significantly higher in Ontario than the three studied neighboring electricity markets. Furthermore, comparison of the results of this study with similar findings previously published for 15 other electricity markets demonstrates that the Ontario electricity market is one of the most volatile electricity markets world-wide. This high volatility is argued to be associated with the fact that Ontario is a single-settlement, real-time market.     

On the evaluation of market power and market dominance—The Nordic electricity market

This paper studies different concentration and dominance measures using structural indexes used to initially screen the competitive situation in a market. The Nordic and Swedish electricity markets are used as the empirical cases. Market concentration issues in the Nordic electricity market in general and in Sweden in particular have been, at least in initial screenings, approached by the Herfindahl–Hirschman Index (HHI). This article uses an alternative measure to HHI, which is based on market shares of the two largest firms in the market. The results shows that only the Swedish wholesale market has a firm that can be regarded as dominant, but only during very short periods. The results from a hypothetical merger between the second and third largest company in the Swedish wholesale market shows that when the dominant position of the largest firm is reduced, by increasing the size of the second largest firm, the threshold value indicates that competition actually will increase (contradicting to the HHI).     

Financial optimization in the Turkish electricity market: Markowitz's mean-variance approach

Electricity constitutes the input into many products that produced by industry and used by people. Hence, it can be considered as a product or service that has vital importance in human life and economy. Since it has such special properties of instantaneous production and consumption obligation and unfeasible storage, electricity market is not like other markets. In a competitive electricity market, generation company faces price risks and delivery risks. So that risk management is an important part of a generation company and can deeply effect companies’ profitability. This paper focuses on electricity generation asset allocation between bilateral contracts, such as forward contracts, and daily spot market, considering constraints of generating units and spot price risks. The problem is to find the optimal portfolio based on known electricity generation total costs, bilateral contract prices, it employed Turkish historical balanced market hourly system marginal and day-ahead hourly market prices between of 2006 and 2011. There are limited studies about portfolio optimization in electricity markets in literature and this paper should be considered frontier study taking spot market's hourly prices separately as risky assets. Markowitz mean-variance optimization which is claimed to be the beginning of modern portfolio theory in financial sector is used to demonstrate this approach. Mean-variance optimization has been successfully applied to all cases that modeled for electricity market. Some suggestions for future work are also listed in this paper.     

Cost effects of international trade in meeting EU renewable electricity targets

The European market for renewable electricity received a major stimulus from the adoption of the Directive on the Promotion of Renewable Electricity. The Directive specifies the indicative targets for electricity supply from renewable energy sources (RES-E) to be reached in European Union (EU) Member States in the year 2010. It also requires Member States to certify the origin of their renewable electricity production. This article presents a first EU-wide quantitative evaluation of the effects of meeting the targets, using an EU-wide system for tradable green certificates (TGC). We calculate the equilibrium price of green certificates and identify which countries are likely to export or import certificates. Cost advantages of participating in such an EU-wide trading scheme are determined for each of the Member States. Moreover, we identify which choice of technologies results in meeting targets at least costs. Results are obtained from a model that quantifies the effects of achieving the RES-E targets in the EU with and without trade. The article provides a brief insight in this model as well as the methodology that was used to specify cost potential curves for renewable electricity in each of the 15 EU Member States. Model calculations show that within the EU-wide TGC system, the total production costs of the last option needed to satisfy the overall EU RES-E target equals 9.2 eurocent/kWh. Assuming that the production price of electricity on the European power market would equal 3 eurocent/kWh in the year 2010, the indicative green certificate price equals 6.2 eurocent/kWh. We conclude that implementation of an EU-wide TGC system is a cost-efficient way of stimulating renewable electricity supply.     

Measuring competitiveness of the EPEX spot market for electricity

The issue of market concentration in electricity markets and resulting possible anti-competitive behavior of producers is a much discussed topic in many countries. We investigate the day-ahead market for electricity at the EPEX, the largest central European market for electricity. To analyze whether generating companies use their market power to influence prices, we use a conjectural variations approach as well as a direct approach to construct marginal costs of electricity production. Given the available data, we cannot reject the hypothesis that there was no systematic abuse of market power by the suppliers of electricity on the EPEX day-ahead spot market for the years 2007–2010. These results are essentially robust when restricting the sample to high load hours, which are generally considered to be the most prone to market manipulation.