Method for calculating influences, on recent node price differences in electricity markets, of virtual bidding

Abstract

The invention discloses a method for calculating influences, on recent node price differences in electricity markets, of virtual bidding, and belongs to the technical field of electricity market transaction. The method comprises the following steps of: firstly obtaining calculated grid system transaction basic data corresponding to a recent electricity market and constructing a recent electricitymarket electricity transaction uniform voidance model according to the basic data; establishing and solving a recent electricity market security constraint electronic dispatching model by utilizing asolution result of the model, so as to obtain a feasible bid quantity interval and a node price difference corresponding to a set virtual bid quantity; and carrying out repeated iteration to finally obtain a ladder-like curve of an influence, on the node price difference in the recent electricity market, of virtual bidding which takes the virtual bid quantity as an independent variable and takes the node price difference as a dependent variable. According to the method, the problem of how to correctly describing a nonlinear relationship between the virtual bid quantity and the node price difference in the recent electricity market is solved, a calculation tool can be provided for discriminating market member speculation spaces in advance, and the high efficiency and orderness of the electricity market are ensured.

Description

technical field [0001] The invention belongs to the technical field of electric power market transactions, and particularly proposes a calculation method for the influence of virtual bidding on node price differences in the day-ahead electric power market. Background technique [0002] As an important part of the electricity market trading system, the electricity financial market can provide market members with effective financial tools to avoid risks in the spot market, absorb a large amount of capital into the electricity market, improve the liquidity of transactions in the electricity market, and promote the efficiency and stability of the electricity market operation. As a kind of power financial derivatives, virtual bidding can have an impact on the power spot market while trading in the power financial market, such as blocking a specific day-ahead power market line; using this influence, market members can speculate to virtual The bidding method artificially causes ch...

AI Technical Summary

Problems solved by technology

The invention solves the problem of how to accurately describe the non-linear relationship between the virtual bidding volume and the node price difference in the day-ahead power market, and can provide a calculation tool for identifying the speculative space of market members in advance, so as to ensure the efficiency and orderliness of the power market

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