Monitoring and early warning method and system for marketability of electricity market

Abstract

The invention discloses a monitoring and early warning method and system for the market power of an electricity market. The method comprises the following steps that whether static market power exists in an electricity market or not is judged, and when the static market power exists, whether abnormal clearing price exists in an electricity transaction or not is judged through an identification interval; when the abnormal clearing price does not exist, only the static market power exists, and the running condition of the static market power is judged according to the profit condition of the market subject; and when the abnormal clearing volume price exists and the dynamic market power exists, judging the running condition of the dynamic market power according to the supply and demand, the declaration and the profit condition of the market subject corresponding to the abnormal clearing volume price. Through a mode of combining a static market power measurement and calculation index system and dynamic market power measurement and calculation, the market power determination, the market power exertion and the whole-process analysis and evaluation of the market power exertion effect of the market subject are gradually realized, an omnibearing market power analysis and evaluation support of the market subject can be provided, and the method has the characteristics of comprehensiveness and effectiveness.

Description

Technical Field

[0001] The present invention relates to the technical field of market operation supervision of an electric power market, and in particular to a monitoring and early warning method and system for an electric power market to exercise its market power. Background Art

[0002] The electricity market involves all aspects of electricity generation, transmission, distribution and supply. It is formed in the process of the power industry moving towards marketization, and is used to allocate resources more rationally and improve resource utilization. Market power, also known as market manipulation power, refers to the ability of a market participant to change the market price and make it deviate from the price level under full market competition. Seller monopoly is one of the sources of market power. For example, when a supplier has a monopoly on certain products or services, it may have market power over the relevant raw material market. Understanding the electricity market and market power is crucial to analyzing and participating in the economic activities of the power industry, and helps to form a more transparent and competitive market environment.

[0003] With the introduction of new power systems, the types of transactions and participants in the power market are becoming more and more diverse, and the power market will become more complex. At the same time, the safe and orderly operation of the market requires necessary market supervision and operational analysis to prevent the market from being monopolized or manipulated by oligopolies, which would damage the legitimate interests of market players. At present, the main problems of power market supervision are the imperfect market supervision indicator system, imperfect market supervision methods, and incomplete market supervision processes, which result in the market power of market players being discovered only through electricity, but rarely quantitative and correlation analysis, and thus the market players and their operating methods that monopolize and exercise market power cannot be accurately located, and effective identification and analysis methods cannot be provided for transactions, resulting in greater potential market risks in market operation. Summary of the invention

[0004] Purpose of the invention: The purpose of the invention is to provide a comprehensive and effective monitoring and early warning method and system for the exercise of market power in the electricity market.

[0005] Technical solution: The monitoring and early warning method for the power market to exercise market power described in the present invention comprises the following steps:

[0006] Determine whether there is static market power in the power market, and if there is static market power, determine whether there is abnormal clearing quantity and price in power transactions by identifying intervals;

[0007] When the abnormal clearing quantity and price do not exist, only static market power exists, and the exercise of the static market power is judged based on the profit situation of the market entities; when the abnormal clearing quantity and price exist, dynamic market power exists, and the exercise of the dynamic market power is judged based on the supply and demand, declaration and profit situation of the market entities corresponding to the abnormal clearing quantity and price.

[0008] Furthermore, whether the static market power exists is determined by calculating empirical market power analysis indicators, which include market share, market concentration, and surplus supply rate.

[0009] Furthermore, the process of establishing the identification interval and identifying abnormal clearing quantity and price is as follows:

[0010] Calculate the optimal value of the clearing quantity and price based on the historical clearing quantity and price of the electricity market;

[0011] Set multiple dynamic fluctuation ranges according to the distribution probability of the power market;

[0012] An identification interval is established with the clearing quantity and price as variables. Within the identification interval, the fluctuation range is symmetrically extended up and down based on the optimal value to form multiple dynamic fluctuation intervals;

[0013] The dynamic fluctuation range closest to the optimal value is the normal fluctuation range, and anything beyond the normal fluctuation range is an abnormal clearing quantity and price.

[0014] Furthermore, there are three dynamic fluctuation intervals, which are a normal fluctuation interval, a warning fluctuation interval, and an abnormal fluctuation interval in order of distance from the optimal value from small to large.

[0015] Furthermore, the exercise of dynamic market power or static market power is judged according to the profit situation of the market subject, and the process is as follows:

[0016] When the actual revenue of a market entity is greater than or equal to excess profit, the exercise of the dynamic market power or static market power is considered to have been exercised; otherwise, the exercise of the dynamic market power or static market power is considered to be possible.

[0017] Furthermore, when the exercise condition is already exercised or may be exercised, a warning is issued.

[0018] Furthermore, when the static market power does not exist, the dynamic market power does not exist either, and at this time, there is no need to judge the exercise situation.

[0019] Furthermore, the specific process of judging the exercise of the dynamic market power is as follows:

[0020] Determine whether the supply and demand of the abnormal clearing quantity and price are normal;

[0021] Under abnormal supply and demand: determine whether the deviation between the actual delivery quantity and price and the declared quantity and price under the abnormal supply and demand is normal. Under abnormal deviation, the exercise status is considered to have been exercised; under normal deviation, the exercise status is determined based on the profit situation of the market entity;

[0022] Under normal supply and demand: determine whether the declared quantity and price under historical supply and demand similar to the normal supply and demand are normal. Under abnormal declared quantity and price, the exercise status is considered to have been exercised. Under normal declared quantity and price, the exercise status is determined based on the profit situation of the market entity.

[0023] Furthermore, the standard for whether the supply and demand are normal takes into account the setting of new energy forecast deviation and load forecast deviation; the standard for whether the deviation between the actual delivery quantity and price and the declared quantity and price is normal takes into account the actual transaction situation; the standard for whether the declared quantity and price is normal takes into account the maturity of the operation of the power market and the market participation capabilities of market entities.

[0024] The monitoring and early warning system for the power market to exercise market power of the present invention comprises:

[0025] A market power judgment module is used to judge whether there is static market power in the power market. When there is static market power, it is judged whether there is abnormal clearing quantity and price in the power transaction by identifying the interval;

[0026] The module for monitoring the exercise of market power is used to determine the exercise of the static market power according to the profitability of market entities when the abnormal clearing quantity and price does not exist and only static market power exists; and to determine the exercise of the dynamic market power according to the supply and demand, declaration and profitability of market entities corresponding to the abnormal clearing quantity and price when the abnormal clearing quantity and price exists and dynamic market power exists.

[0027] Beneficial effects: The present invention has the following significant effects: 1. Comprehensiveness: The present invention proposes a systematic and complete market power monitoring and early warning method for the electricity market. By combining the construction of a static market power measurement index system with dynamic market power measurement, the market power exercised by market entities participating in market transactions is gradually determined, and the market power determination, market power exercise determination and market power exercise effect of market entities are realized. Full-process analysis and evaluation can provide all-round market power analysis and evaluation support for market entities; Among them, in static market power judgment: conduct a combined ex ante static market power evaluation of multiple indicators and distinguish the order and correlation of indicator measurement, calculate the static monitoring indicator items of market share, overall concentration and surplus supply rate in turn, independently analyze the static market power level of market entities, and preliminarily determine the static market structure and dynamic market behaviors that need to be monitored; in dynamic market power judgment: after the existence of static market power, a combination of dynamic indicators is calculated for the electricity trading links and clearing results that may have problems, determine the abnormal market trading behavior of market entities, and then determine whether there are any abnormalities in the market trading behavior of market entities. In dynamic market power, the market power influence degree of the monitoring indicators is referred to, and a comprehensive evaluation index of the dynamic market power of market entities is generated by combination, and the actual market operation data is accessed, including key information such as the winning bid volume, the winning bid price, and the supply-demand ratio for evaluation; Exercise situation evaluation: On the basis of the above, the exercise of the dynamic market power is judged in combination with the supply and demand, declaration and profitability of the market entity, and the impact of the market power of the market entity on the market is evaluated; 2. Effective; The present invention judges the type of market power in the market, whether the market entity exercises market power, and the exercise of market power of market entities (such as power generation entities and load entities) through the whole process of market power type inspection, market power exercise monitoring and market power exercise situation analysis, and improves the rationality and accuracy of market power calculation and the executability of evaluation results in a step-by-step manner, thereby greatly improving the effectiveness and practicality, solving the problems of imperfect market power measurement and evaluation system, difficulty in qualitative execution of evaluation results, and inability to evaluate the impact of exercising market power on the market, and enhancing the credibility and executability of power market supervision and early warning. BRIEF DESCRIPTION OF THE DRAWINGS

[0028] Figure 1 It is a flow chart of the market power monitoring and early warning method of the present invention;

[0029] Figure 2 This is a schematic diagram of the abnormal clearing electricity price identification interval;

[0030] Figure 3 This is a schematic diagram of the abnormal clearing power identification interval. DETAILED DESCRIPTION

[0031] The present invention is further explained below in conjunction with the accompanying drawings and specific embodiments. It should be understood that the following specific embodiments are only used to illustrate the present invention and are not used to limit the scope of the present invention. After reading the present invention, various equivalent forms of modifications to the present invention by those skilled in the art all fall within the scope defined by the claims attached to this application.

[0032] See also Figure 1 As shown, the monitoring and early warning method for the power market exercising market power of the present invention comprises the following steps:

[0033] Determine whether there is static market power in the power market, and if there is static market power, determine whether there is abnormal clearing quantity and price in power transactions by identifying intervals;

[0034] When the abnormal clearing quantity and price do not exist, only static market power exists, and the exercise of the static market power is judged based on the profit situation of the market entities; when the abnormal clearing quantity and price exist, dynamic market power exists, and the exercise of the dynamic market power is judged based on the supply and demand, declaration and profit situation of the market entities corresponding to the abnormal clearing quantity and price.

[0035] The monitoring and early warning system for the power market to exercise market power of the present invention comprises:

[0036] A market power judgment module is used to judge whether there is static market power in the power market. When there is static market power, it is judged whether there is abnormal clearing quantity and price in the power transaction by identifying the interval;

[0037] The module for monitoring the exercise of market power is used to determine the exercise of the static market power according to the profitability of market entities when the abnormal clearing quantity and price does not exist and only static market power exists; and to determine the exercise of the dynamic market power according to the supply and demand, declaration and profitability of market entities corresponding to the abnormal clearing quantity and price when the abnormal clearing quantity and price exists and dynamic market power exists.

[0038] In this embodiment, when the exercise situation is that the exercise has been exercised or may be exercised, an early warning is issued.

[0039] The present invention determines whether static market power exists by calculating empirical market power analysis indicators, and the empirical market power analysis indicators include market share, market concentration, and surplus supply rate. Static power market power assessment is mainly aimed at the power spot market and ancillary service market, involving day-ahead spot market, intraday spot market, peak-shaving ancillary service market, and frequency regulation ancillary service market types. From the overall structure of the static market as a whole, the oligopoly market share of the power market, the degree of market control by the oligopoly, and the influence of a single market player on the market are analyzed, and whether the market structure of the power market is reasonable is assessed from the jump level, providing qualitative support for the subsequent actual transaction market power judgment.

[0040] Among them, the calculation of the above three indicators has the following order: the market share of market players is the key indicator of static market power and the key prerequisite for exercising market power, so it is calculated first; market concentration is the main form of power oligopoly exercising market power under the premise of relatively advantageous market share, so market concentration must be established between market players with relatively large market share, so it is calculated second; the residual supply rate is to determine the proportion of market players in market transaction share and the market demand share of market players on the premise of analyzing the market share and market concentration of market players, and determine the overall structure of market power in the power market by combining market share and market concentration. According to the residual supply rate of specific power transactions, the influence of market players in power transactions is analyzed, and the market power of market players is qualitatively determined, so it is calculated last. Specifically, there are the following processes.

[0041] Step 1: Calculate the market share of market players and determine the market share of market players participating in the purchase and sale of electricity. The larger the market share, the greater the possibility of actively clearing the market price, and the greater the possible market power. The market share of market players is determined by the Herfindahl-Hirschman Index (HHI). As can be seen from formula (1), the size of the HHI index depends on the number of power generation companies in the market and the degree of inequality of the market share of each power generation company. In a completely monopolistic market, when there is only one market, its market share is 100% and the HHI index is 10000; in a perfectly competitive market, there are many power generation companies, and the market share of each power generation company is approximately 0, and the HHI index is close to 0. Generally, HHI < 1800 should be regarded as relatively sufficient competition, that is, the market power of market players is not large.

[0042]

[0043] Where, HHI i is the HHI index of period i; n is the number of power generation companies participating in the competition; S j It is the share of available power generation capacity of the jth power generation enterprise, which generally refers to the proportion of the available capacity of the power generation enterprise to the total available capacity participating in the competition.

[0044] Step 2: Calculate the market concentration of the power market, the market share of the oligopolistic market players in power trading, select the m market players with the largest market share, and calculate the proportion of the m market players in the overall market share. For the market share occupied by the specific m market players, the larger the TOP-m share, the higher the market concentration. The higher the market concentration, m is generally taken as 4, indicating the top 4 market oligopolies. The market concentration of the power market is calculated using formula (2) as follows:

[0045]

[0046] In the formula, Top mi represents the Top-m index of period i; S j The market share of the jth power generation enterprise is the ratio of the available capacity of the power generation enterprise to the total available capacity participating in the competition.

[0047] Step 3: Calculate the residual supply rate (RSI index), which is the sum of the market shares of other power generation groups except for a certain power generation group in a certain period of time in the power market, expressed as formula (3). RSIi The smaller it is, the stronger its ability to control market prices is. From formula 3, we can see that when I RSIi <1, indicating that the market will not be able to meet market demand if the i-th power generation group is missing, and the power generation group has market power. RSIi = 1 is the critical point at which the i-th power generation group has market power. By calculating the RSI index for each power generation group in the market one by one, we can identify the power generation groups with market power and the size of their market power.

[0048]

[0049] Where n is the number of power generation groups in the market; q j is the declared capacity of the jth power generation group; q i is the declared capacity of the ith power generation group; D represents the total market demand.

[0050] Step 4: Static market power analysis, combining the calculation results of the market share, market concentration and surplus supply rate index of the market subject in steps 1, 2 and 3, and qualitatively determining the market power of the market subject. The evaluation criteria proposed by the present invention for the three static market power analysis indicators of market share, market concentration and surplus supply rate are shown in Tables 1 to 3. When the analysis conclusions of the three indicators are HHI>10000 or Top-4>65% or RSI<0.6 or the comprehensive score of the three indicators is less than 60 points, there is static market power. When there is static market power, there may be dynamic market power. Therefore, in the subsequent process, it is necessary to determine whether dynamic market power exists. When dynamic market power exists, the dynamic market power is monitored to determine its exercise; and when dynamic market power does not exist, the static market power is monitored to determine its exercise. In addition, when the static market power does not exist, the dynamic market power does not exist either, and it is not necessary to judge the exercise at this time.

[0051] Table 1 HHI evaluation criteria

[0052] Rating ＞10000 6000-10000 4000-6000 1800-4000 ＜1800 Evaluation Very bad Poor generally good excellent Score value 0～60 60～70 70～80 80～90 90～100

[0053] Table 2 Top-4 evaluation criteria

[0054] Rating ＞65％ 50％-65％ 40％-50％ 25％-40％ ＜25％ Evaluation Very bad Poor generally good excellent Score value 0～60 60～70 70～80 80～90 90～100

[0055] Table 3 RSI index evaluation criteria

[0056] Rating ＜0.6 0.6-0.8 0.8-1.2 1.2-1.5 ＞1.5 Evaluation Very bad Poor generally good excellent Score value 0～60 60～70 70～80 80～90 90～100

[0057] Furthermore, when the static market power exists, the identification interval is used to determine whether there is abnormal clearing quantity and price in the power transaction, so as to determine whether there is dynamic market power. The abnormal indicators of power transactions mainly focus on two items: transaction volume and transaction price. Among them, the identification and monitoring of abnormal clearing volume and price (that is, abnormal transaction volume and price) are particularly important. In combination with the actual market power marking needs at the regional or provincial level, a classification of market power fluctuation intervals is set, wherein the reference factors for setting the market fluctuation interval mainly include the stability of supply and demand, the continuous stability of prices, similar time periods, and the degree to which transaction results are accepted by relevant market entities. At the same time, for the adjustment of the market power fluctuation interval, it is also necessary to consider the number of market transactions, the scale of market participants, the topology characteristics of the power grid, the system maintenance plan, the proportion of new energy grid-connected electricity, and market rules, and dynamically identify the market power exercised by market entities in the process of power transaction declaration, so as to identify manipulation items for the market entities to exercise market power.

[0058] Specifically, the process of establishing the identification interval and identifying abnormal clearing quantity and price is as follows:

[0059] First, the optimal value of the clearing quantity and price is calculated based on the historical clearing quantity and price of the power market. When the statistical market supply-demand ratio is within the historical normal range, the cleared transaction quantity and transaction price fall within the range of the historical clearing quantity and price, and the optimal results of the market clearing quantity and clearing price are calculated according to formulas (4) and (5).

[0060]

[0061] Afterwards, multiple dynamic fluctuation ranges are set according to the distribution probability of the power market. Combined with factors such as the regional power grid topology, the proportion of new energy, and the proportion of large industrial user loads, expert experience is used to set the dynamic fluctuation range based on the optimal results of clearing electricity and electricity prices.

[0062] Finally, an identification interval is established with the clearing quantity and price as variables. Within the identification interval, the optimal value is used as a reference, and the fluctuation range is extended symmetrically up and down to form multiple dynamic fluctuation intervals; the dynamic fluctuation interval closest to the optimal value is the normal fluctuation interval, and the one exceeding the normal fluctuation interval is the abnormal clearing quantity and price. In this embodiment, there are three dynamic fluctuation intervals, which are the normal fluctuation interval, the warning fluctuation interval, and the abnormal fluctuation interval in order of distance from the optimal value from small to large. Specifically, the weighted quantity and price of each time period in formulas (4) and (5) are used as the optimal quantity and price reference benchmark data, and a positive or negative fluctuation interval is set on the basis of the reference benchmark as the normal interval; then, taking the normal fluctuation interval as a reference, the fluctuation range is expanded outward, and the positive and negative fluctuation range intervals are set as the warning fluctuation interval; then, taking the warning fluctuation interval as a reference, the part outside is taken as the abnormal fluctuation interval, such as Figure 2 This is a schematic diagram of the abnormal clearing electricity price identification range. Figure 3 This is a schematic diagram of the abnormal clearing electricity identification interval. In this embodiment, each interval is set according to the data distribution probability, and the actual clearing data of 15 minutes per day is imported. If there is electricity and electricity price falling into the warning fluctuation interval and the abnormal fluctuation interval, it is considered that there is dynamic market power, and it is marked and a prompt information is issued.

[0063] When it is determined that there is dynamic market power according to the above process, it is necessary to determine the exercise of the dynamic market power. For market entities that have exercised market power, an analysis of the correlation between abnormal clearing quantity and price information is carried out. The quantity and price information reported by the market entity and the cleared quantity and price information are analyzed with the quantity and price information reported and cleared in similar historical situations. The reported quantity and price information mainly analyzes the volatility of the reported electricity price, the volatility of the reported electricity volume, and the difference in the same period of history. It is determined whether the market entity exercises its market power by manipulating the reported electricity volume or by manipulating the price reported by the transaction, so as to provide support for further determining the market operation means of the market entity. For market entities that exercise market power to manipulate the clearing results of market transactions, it is necessary to conduct a profit analysis of the market entity's exercise of market power to determine the degree of influence of the market entity on the market through the operation of market power, involving the market transaction price raised or lowered by the market entity's exercise of market power, the load demand raised or lowered, the excess profits obtained by the market entity itself, and the impact on the profits of other market entities, and reversely verify the execution motivation and execution effect of the market entity's exercise of market power, so as to provide necessary support conditions for proving that the market entity exercises market power. The specific process is as follows:

[0064] First, determine whether the supply and demand of the abnormal clearing quantity and price are normal. The standard for whether the supply and demand is normal takes into account the new energy forecast deviation and load forecast deviation settings. Specifically, when determining whether the supply and demand is normal, first extract the power supply and demand forecast situation, and calculate the deviation of supply and demand through formula (6); then, compare the calculation result with the supply and demand deviation of the historical abnormal clearing quantity and price, and set the normal deviation range of supply and demand in combination with the new energy forecast deviation and load forecast deviation, as shown in formula (7); finally, if the supply and demand ratio of this round of transactions falls within the normal deviation range of supply and demand, it is determined that the supply and demand deviation of this round of transactions is a normal deviation, which is normal supply and demand; and if the supply and demand ratio of this round of transactions falls outside the normal deviation range of supply and demand, the supply and demand is abnormal, which is abnormal supply and demand.

[0065]

[0066] In the formula, △Q t Q is the difference between supply and demand; i,t is the power generation forecast (or declaration) transaction quantity of the i-th power plant in period t; i, n are the i-th power plant and the total n power plants respectively; Q n Forecast the amount of electricity required for load.

[0067]

[0068] In the formula, is the absolute mean of historical supply and demand deviation; △c x,t is the prediction error value of new energy in period t; △c f,t is the load prediction error value in period t; i is the i-th prediction in period t in the historical data; n is the total number of predictions in period t in the historical data.

[0069] After that, there are two situations:

[0070] 1) Under abnormal supply and demand: determine whether the deviation between the actual delivery quantity and price and the declared quantity and price under the abnormal supply and demand is normal. Under abnormal deviation, the exercise is already exercised; under normal deviation, the exercise is determined according to the profitability of the market subject. Among them, the standard for whether the deviation between the actual delivery quantity and price and the declared quantity and price is normal is set in consideration of the actual transaction situation. Specifically, the forecast supply and demand data released by the market information and the supply and demand statistics actually declared by the market subject are extracted, and the deviation is determined according to market requirements whether it exceeds the set deviation amount (which can be 10%). If it exceeds the set deviation value, analyze the deviation between the new energy forecast and the actual declared output, the load forecast and the actual load declared deviation value, and whether the actual delivery power value deviates from the market subject's declared quantity by more than the set value (which can be 10%). If the market subject has dynamic market power, and the deviation between the declared value and the actual delivery volume exceeds the set value, it is determined that the market subject has used its own market power in this round of transactions, and the exercise is already exercised. In other cases of supply and demand imbalance, it is determined that the market subject has the potential and risk of using dynamic market power, and it is necessary to further judge the exercise situation through revenue situation.

[0071] 2) Under normal supply and demand: determine whether the declared quantity and price under the historical supply and demand similar to the normal supply and demand is normal. Under abnormal declared quantity and price, the exercise situation is already exercised; under normal declared quantity and price, determine the exercise situation according to the profit situation of the market subject. Specifically, first, extract the declared quantity and declared price information of the market subject under similar historical supply and demand conditions, compare them with the historical results of the calculation method shown in formula (8), calculate the deviation value between the current declared price and the average quantity and price information of historical statistical information, as shown in formula (9); secondly, based on the maturity of market operation, set the fluctuation range of the deviation value declared by the market subject. Local governments can set it in combination with the market participation capacity of the market subject, and it can be between 10% and 60%. The more mature the electricity market, the more times the market subject participates in market transactions, and the more times the market subject makes profits, the smaller the value of the deviation range; finally, determine whether the declared quantity and price deviation value of the market subject falls within the deviation fluctuation range. If it falls within the reported deviation range, it is determined that the market entity has market power and has the potential motivation and risk to exercise market power, and it is necessary to continue to judge the revenue situation of the market entity; if it falls outside the reported quantity and price deviation fluctuation range, it is determined that the market entity has market power and has exercised market power.

[0072]

[0073] In the formula, They are the historical declared price and the digital average price of electricity; p j , Q j The transaction price and transaction volume reported for the jth time in history; j and m are the jth reported price in history and the total number of similar reported prices in history, m times respectively;

[0074]

[0075] In the formula, △p and △Q are the deviation values ​​between the current quotation and the average of historical figures under similar circumstances; p b , Q b They are respectively the electricity prices reported for this time.

[0076] The revenue situation mentioned in the above process to judge the exercise of market power is described in this section. The process of judging the exercise of dynamic market power or static market power based on the profit situation of the market entity is the same, and the specific process is as follows: when the actual revenue of the market entity is greater than or equal to the excess profit, the exercise of the dynamic market power or static market power is considered to have been exercised; otherwise, the exercise of the dynamic market power or static market power is considered to be possible. Specifically, for the behavior of market entities with potential motivations and risks to exercise market power (including dynamic market power and static market power), it is necessary to judge whether excess profits have been obtained based on the actual settlement profits of the market entities and in accordance with the prescribed documents. If the actual revenue reaches the level of excess profits or above, it is judged that the market entity has market power and exercises market power and obtains excess profits; otherwise, it is judged that the market entity has market power and has the potential motivation and risk to exercise market power, and it is necessary to continue to pay attention to the market transaction behavior of the market entity and implement alarms.

[0077] In summary, the monitoring and early warning method and system for the power market to exercise market power proposed in the present invention include static monitoring indicators of market power and calculation of combined market power dynamic index. Among them, the static monitoring indicators of market power include market share, overall concentration and surplus supply rate, which determine the market manipulation ability of market entities. In addition, the combined market power dynamic index includes the winning bid volume, winning bid price, supply-demand ratio and corresponding historical data. On the basis of static market power analysis, by quantitatively analyzing the winning bid volume and price information of market entities, it is determined whether the market entity has obtained excess profits and whether the power market entity has exercised market power. In the above process, the market behavior of market entities and the market transaction declaration volume and price behavior and clearing volume and price behavior can be analyzed respectively, and the income level of the market entity's per-kilowatt-hour electricity income in its own history can be evaluated and compared with the per-kilowatt-hour electricity income of other market entities, so as to further determine the level of the market entity's transaction income in the market, and provide decision-making and quantitative analysis basis for the exercise of market power of market entities.

[0078] Furthermore, the present invention is finally summarized as follows.

[0079] Electricity supply and demand forecast: refers to the forecast of electricity supply and demand in a specific area over a period of time in the future. Electricity supply refers to the power generation capacity of power plants, including various types of power plants (such as thermal power, hydropower, nuclear power and new energy, etc.). Electricity demand refers to the demand for electricity by users or consumers. The purpose of supply and demand forecast is to ensure the stable operation of the power system and avoid insufficient or excessive power supply.

[0080] New energy forecast deviation: New energy mainly refers to renewable energy such as wind power and solar energy that are greatly affected by natural conditions; new energy forecast deviation refers to the difference between the actual new energy power generation and the predicted power generation, which represents the supply-side forecast.

[0081] Load forecast deviation: Load forecast deviation refers to the difference between actual power demand and predicted demand, which indicates demand-side forecast. Power system operators need to arrange power generation and grid operation according to load forecast to meet users' power demand.

Claims

1. A monitoring and early warning method for the exercise of market power in the power market, characterized in that: The steps include: Determine whether there is static market power in the power market, and if there is static market power, determine whether there is abnormal clearing quantity and price in power transactions by identifying intervals; When the abnormal clearing quantity and price do not exist, only static market power exists, and the exercise of the static market power is judged based on the profit situation of the market entities; when the abnormal clearing quantity and price exist, dynamic market power exists, and the exercise of the dynamic market power is judged based on the supply and demand, declaration and profit situation of the market entities corresponding to the abnormal clearing quantity and price.

2. The monitoring and early warning method for the power market to exercise market power according to claim 1 is characterized in that: The existence of the static market power is determined by calculating empirical market power analysis indicators, wherein the empirical market power analysis indicators include market share, market concentration, and surplus supply rate.

3. The monitoring and early warning method for the power market to exercise market power according to claim 1 is characterized in that: The process of establishing the identification interval and identifying abnormal clearing quantity and price is as follows: Calculate the optimal value of the clearing quantity and price based on the historical clearing quantity and price of the electricity market; Set multiple dynamic fluctuation ranges according to the distribution probability of the power market; An identification interval is established with the clearing quantity and price as variables. Within the identification interval, the fluctuation range is symmetrically extended up and down based on the optimal value to form multiple dynamic fluctuation intervals; The dynamic fluctuation range closest to the optimal value is the normal fluctuation range, and anything beyond the normal fluctuation range is an abnormal clearing quantity and price.

4. The monitoring and early warning method for the power market to exercise market power according to claim 3 is characterized in that: There are three dynamic fluctuation intervals, which are a normal fluctuation interval, a warning fluctuation interval, and an abnormal fluctuation interval in order of distance from the optimal value from small to large.

5. The monitoring and early warning method for the power market to exercise market power according to claim 1 is characterized in that: The exercise of dynamic market power or static market power is judged according to the profit situation of the market subject. The process is as follows: When the actual revenue of a market entity is greater than or equal to excess profit, the exercise of the dynamic market power or static market power is considered to have been exercised; otherwise, the exercise of the dynamic market power or static market power is considered to be possible.

6. The monitoring and early warning method for the power market to exercise market power according to claim 1 is characterized in that: When the exercise condition has been exercised or may be exercised, an early warning is issued.

7. The monitoring and early warning method for the power market to exercise market power according to claim 1 is characterized in that: When the static market power does not exist, the dynamic market power does not exist either, and at this time, there is no need to judge the exercise situation.

8. The method for monitoring and early warning of the power market's exercise of market power according to claim 1, characterized in that: The specific process of judging the exercise of the dynamic market power is as follows: Determine whether the supply and demand of the abnormal clearing quantity and price are normal; Under abnormal supply and demand: determine whether the deviation between the actual delivery quantity and price and the declared quantity and price under the abnormal supply and demand is normal. Under abnormal deviation, the exercise status is considered to have been exercised; Under normal deviation, the exercise status is determined based on the profitability of the market entity; Under normal supply and demand: determine whether the declared quantity and price under historical supply and demand similar to the normal supply and demand are normal. Under abnormal declared quantity and price, the exercise status is considered to have been exercised. Under normal declared quantity and price, the exercise status is determined based on the profit situation of the market entity.

9. The monitoring and early warning method for the power market to exercise market power according to claim 8 is characterized in that: The standard for whether the supply and demand are normal takes into account the new energy forecast deviation and load forecast deviation; the standard for whether the deviation between the actual delivery quantity and price and the declared quantity and price is normal takes into account the actual transaction situation; the standard for whether the declared quantity and price is normal takes into account the maturity of the operation of the electricity market and the market participation capabilities of market entities.

10. A monitoring and early warning system for the exercise of market power in the electricity market, characterized in that: include: A market power judgment module is used to judge whether there is static market power in the power market. When there is static market power, it is judged whether there is abnormal clearing quantity and price in the power transaction by identifying the interval; The module for monitoring the exercise of market power is used to determine the exercise of the static market power according to the profitability of market entities when the abnormal clearing quantity and price does not exist and only static market power exists; and to determine the exercise of the dynamic market power according to the supply and demand, declaration and profitability of market entities corresponding to the abnormal clearing quantity and price when the abnormal clearing quantity and price exists and dynamic market power exists.

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