Capacity market settlement method based on VCG mechanism

Abstract

The invention discloses a capacity market settlement method based on a VCG mechanism, and the method comprises the following steps: 1), building a capacity market clearing model based on a typical PJM capacity market mechanism; 2) calculating the capacity substitutability value of the unit; and 3) based on the unit capacity substitutability value, carrying out capacity market settlement to obtain the capacity market settlement cost of the unit under the VCG mechanism. According to the capacity market settlement method based on the VCG mechanism provided by the invention, the effectiveness and rationality of unit compensation by the capacity market can be improved by more accurately reflecting the real value of the unit and exciting the real market quotation.

Description

Technical Field

[0001] The present invention relates to the field of power systems and automation thereof, and in particular to a capacity market settlement method based on a VCG mechanism. Background Art

[0002] The capacity market is a typical capacity guarantee mechanism that can guide power generation investment and help units recover costs. This mechanism mainly determines the market clearing volume and clearing price by the intersection of supply and demand curves, and settles the power generation units according to the marginal price. However, the marginal price mechanism is difficult to reflect the true value of unit capacity, and it is difficult to motivate market members to declare the true price, which may lead to unreasonable compensation in the capacity market.

[0003] In the capacity market, there are two main reasons for the unreasonable capacity cost compensation. On the one hand, there is a "riding" phenomenon when units with low cost to be recovered participate in the market, and on the other hand, the rationality of the credible capacity conversion method of existing units needs to be verified. The intersection of the supply and demand curves is the market clearing point, so key parameters such as the shape of the demand curve, parameter design, and the total predicted capacity demand of the system have an important impact on market clearing. In addition, due to the significant difference in cost structure between new energy and traditional units, low-cost new energy can obtain high price clearing at low prices in the spot market and capacity market, which may compress the profit space of traditional units, is not conducive to the guidance of power generation investment, and may form an unreasonable power structure in the long term. In recent years, industry and academia have been exploring credible capacity conversion methods for new energy, as well as capacity market clearing models and capacity value analysis and calculation methods considering the credible capacity of virtual power plants. Although these methods can alleviate the problem of over-compensation of new energy to a certain extent, the accuracy of their value measurement and the rationality of compensation need to be improved. In addition, some scholars have proposed a capacity market model in which market entities of different resource types compete on different platforms to promote the formation of a reasonable power structure. Existing improvement methods mainly focus on the differentiated processing of resource types and the change of the supply and demand curve formation method, and have not been able to effectively curb the strategic bidding behavior of units. Summary of the invention

[0004] The purpose of the present invention is to provide a capacity market settlement method based on the VCG mechanism, comprising the following steps:

[0005] 1) Based on the typical PJM capacity market mechanism, a capacity market clearing model is established, and the final clearing results of each unit are obtained using the capacity market clearing model;

[0006] 2) Computer group capacity replacement value;

[0007] 3) Based on the substitutability value of the unit capacity, capacity market settlement is carried out to obtain the capacity market settlement fee of the unit under the VCG mechanism.

[0008] Furthermore, in step 1), the steps of establishing the capacity market clearing model include:

[0009] 1.1) Constructing the Capacity Market Supply Curve S C and the demand curve D C (x);

[0010] 1.2) Based on the capacity market supply curve S C and the demand curve D C (x), construct a capacity market clearing model; where the supply curve S C and the demand curve D C The intersection of (x) is taken as the optimal clearing point of the capacity market. The horizontal axis of the optimal clearing point of the capacity market is the clearing capacity, and the vertical axis is the list price.

[0011] After the market is cleared, the final clearing results of each unit are as follows:

[0012]

[0013] In the formula, X C To meet the capacity requirement of the system margin; G m Get the clearing capacity value for the mth unit. M is the number of units.

[0014] Furthermore, the supply curve S C The unit capacity in is the converted credible capacity UCAP, that is:

[0015] UCAP=ELCC×ICAP (2)

[0016] Where, ICAP is the rated installed capacity of the unit; UCAP is the converted credible capacity of the unit; ELCC is the credible capacity conversion coefficient of the unit.

[0017] Furthermore, the supply curve S C As shown below:

[0018]

[0019] In the formula, f(p1,c1,p2,c2,...,p n ,c n ) is the supply curve function of the generator in the capacity target year. Where n is the total number of generators participating in the capacity market; c n -c n-1 represents the credible capacity of the nth power generator after ELCC conversion; c1, c2, ..., c n are the capacities of n power generators; p1, p2, ..., p nThey are the capacity quotations of n power generators, which are determined by the clearing situation of the power generators in the energy market; the clearing situation of the power generators in the energy market is obtained by solving the energy market clearing model.

[0020] Furthermore, the objective function of the energy market clearing model is as follows:

[0021]

[0022] Among them, C E is the total power purchase cost of the system; T is the total dispatch period of the system; M is the total number of units participating in the dispatch of the system; P t,m represents the output value of the mth unit in the t period; Y E is the marginal clearing price in period t.

[0023] Furthermore, the constraints of the energy market clearing model include supply and demand balance constraints, upper and lower limits of unit output constraints, and unit ramp rate constraints;

[0024] Among them, the supply and demand balance constraints are as follows:

[0025]

[0026] Where Q is the total number of users; L t,q It represents the load demand value of the qth user in the t period.

[0027] The upper and lower limits of the unit output are as follows:

[0028]

[0029] In the formula, Indicates the minimum output value of unit m; Indicates the maximum output value of unit m.

[0030] The unit ramp rate constraints are as follows:

[0031]

[0032] In the formula, is the ramp-down rate of unit m; is the ramp rate of unit m. t-1,m It represents the output value of the mth unit in the t-1 period.

[0033] Furthermore, the demand curve is determined by reliability requirements and the net marginal cost of new units;

[0034] The reliability requirements are as follows:

[0035] R req =L peak ×(1+IRM )×(1-E EFORd )-L G (8)

[0036] In the formula, R req is the system reliability requirement; L peak is the system predicted peak load; I RM is the system installation margin; E EFORd The forced outage rate of system units after conversion based on the operating life and rated capacity of the units; L G It is the load value for which a capacity demand contract has been signed with the unit.

[0037] The net marginal cost of building a new unit is as follows:

[0038] N cone =C one -N eas (9)

[0039] Where N cone is the net marginal cost of the new unit; C one is the total cost of the new unit; N eas It is the estimated value of the unit's revenue in the electricity market excluding the capacity market.

[0040] Furthermore, the demand curve is composed of four line segments connected in sequence, and the intersection points of the four line segments are respectively denoted as a, b, and c;

[0041] The coordinates of point a are

[0042] The coordinates of point b are

[0043] The coordinates of point c are

[0044] Furthermore, the unit capacity substitution value is as follows:

[0045]

[0046] In the formula, C′ total is the total market cost when the unit does not participate in the market; C total The total market cost when the unit participates in the market;

[0047] Among them, the total market cost C′ total , C total As shown below:

[0048] C′ total =C*(P B +P C )+(C system -2C)*PD (11)

[0049] C total =C*(P A +P B )+(C system -2C)*P C (12)

[0050] In the formula, C system is the total clearing capacity of the system; P A , P B , P C , P D is the declared price of different units. C is the credible capacity of the unit.

[0051] Furthermore, the capacity market settlement costs of the unit under the VCG mechanism are as follows:

[0052]

[0053] In the formula, C is the capacity market settlement fee obtained by unit n under the VCG mechanism; n The capacity compensation cost for unit n to participate in the market and obtain clearing.

[0054] The technical effect of the present invention is unquestionable. The present invention proposes a capacity market settlement method based on the VCG mechanism, which can improve the effectiveness and rationality of capacity market compensation for units by more accurately reflecting the true value of the units and stimulating real market quotations. BRIEF DESCRIPTION OF THE DRAWINGS

[0055] Figure 1 is the capacity market supply and demand curve;

[0056] Figure 2 It is a capacity market mechanism under the marginal price settlement method;

[0057] Figure 3 This is the clearing diagram when unit A does not participate in the market;

[0058] Figure 4 It is the capacity clearance status of the unit;

[0059] Figure 5 It is the clearance of the unit's replacement capacity;

[0060] Figure 6 Comparison of unit compensation costs under different settlement methods. DETAILED DESCRIPTION

[0061] The present invention is further described below in conjunction with the embodiments, but it should not be understood that the above subject matter of the present invention is limited to the following embodiments. Without departing from the above technical ideas of the present invention, various substitutions and changes are made according to the common technical knowledge and customary means in the art, which should all be included in the protection scope of the present invention.

[0062] Embodiment 1:

[0063] See also Figures 1 to 6 , the capacity market settlement method based on the VCG mechanism includes the following steps:

[0064] 1) Based on the typical PJM capacity market mechanism, a capacity market clearing model is established, and the final clearing results of each unit are obtained using the capacity market clearing model;

[0065] 2) Computer group capacity replacement value;

[0066] 3) Based on the substitutability value of the unit capacity, capacity market settlement is carried out to obtain the capacity market settlement fee of the unit under the VCG mechanism.

[0067] In step 1), the steps of establishing the capacity market clearing model include:

[0068] 1.1) Constructing the Capacity Market Supply Curve S C and the demand curve D C (x);

[0069] 1.2) Based on the capacity market supply curve S C and the demand curve D C (x), construct a capacity market clearing model; where the supply curve S C and the demand curve D C The intersection of (x) is taken as the optimal clearing point of the capacity market. The horizontal axis of the optimal clearing point of the capacity market is the clearing capacity, and the vertical axis is the list price.

[0070] After the market is cleared, the final clearing results of each unit are as follows:

[0071]

[0072] In the formula, X C To meet the capacity requirement of the system margin; G m Get the clearing capacity value for the mth unit. M is the number of units.

[0073] Supply Curve S C The unit capacity in is the converted credible capacity UCAP, that is:

[0074] UCAP=ELCC×ICAP (2)

[0075] Where, ICAP is the rated installed capacity of the unit; UCAP is the converted credible capacity of the unit; ELCC is the credible capacity conversion coefficient of the unit.

[0076] Supply Curve S C As shown below:

[0077]

[0078] In the formula, f(p1,c1,p2,c2,...,p n ,c n ) is the supply curve function of the generator in the capacity target year. Where n is the total number of generators participating in the capacity market; c n -c n-1 represents the credible capacity of the nth power generator after ELCC conversion; c1, c2, ..., c n are the capacities of n power generators; p1, p2, ..., p n They are the capacity quotations of n power generators, which are determined by the clearing situation of the power generators in the energy market; the clearing situation of the power generators in the energy market is obtained by solving the energy market clearing model.

[0079] The objective function of the energy market clearing model is as follows:

[0080]

[0081] Among them, C E is the total power purchase cost of the system; T is the total dispatch period of the system; M is the total number of units participating in the dispatch of the system; P t,m represents the output value of the mth unit in the t period; Y E is the marginal clearing price in period t.

[0082] The constraints of the energy market clearing model include supply and demand balance constraints, upper and lower limits of unit output constraints, and unit ramp rate constraints;

[0083] Among them, the supply and demand balance constraints are as follows:

[0084]

[0085] Where Q is the total number of users; L t,q It represents the load demand value of the qth user in the t period.

[0086] The upper and lower limits of the unit output are as follows:

[0087]

[0088] In the formula, Indicates the minimum output value of unit m; Indicates the maximum output value of unit m.

[0089] The unit ramp rate constraints are as follows:

[0090]

[0091] In the formula, is the ramp-down rate of unit m; is the ramp rate of unit m. t-1,m It represents the output value of the mth unit in the t-1 period.

[0092] The demand curve is determined by reliability requirements and the net marginal cost of new units;

[0093] The reliability requirements are as follows:

[0094] R req =L peak ×(1+I RM )×(1-E EFORd )-L G (8)

[0095] In the formula, R req is the system reliability requirement; L peak is the system predicted peak load; I RM is the system installation margin; E EFORd The forced outage rate of system units after conversion based on the operating life and rated capacity of the units; L G It is the load value for which a capacity demand contract has been signed with the unit.

[0096] The net marginal cost of building a new unit is as follows:

[0097] N cone =C one -N eas (9)

[0098] Where N cone is the net marginal cost of the new unit; C one is the total cost of the new unit; N eas It is the estimated value of the unit's revenue in the electricity market excluding the capacity market.

[0099] The demand curve is composed of four line segments connected in sequence, and the intersection points of the four line segments are denoted as a, b, and c respectively;

[0100] The coordinates of point a are

[0101] The coordinates of point b are

[0102] The coordinates of point c are Among them, I LR It is the system's prediction of the amount of resectable load.

[0103] The replacement value of unit capacity is as follows:

[0104]

[0105] In the formula, C′ total is the total market cost when the unit does not participate in the market; C total The total market cost when the unit participates in the market;

[0106] Among them, the total market cost C′ total , C total As shown below:

[0107] C′ total =C*(P B +P C )+(C system -2C)*P D (11)

[0108] C total =C*(P A +P B )+(C system -2C)*P C (12)

[0109] In the formula, C system is the total clearing capacity of the system; P A , P B , P C , P D is the declared price of different units. C is the credible capacity of the unit.

[0110] The capacity market settlement fees of the unit under the VCG mechanism are as follows:

[0111]

[0112] In the formula, C is the capacity market settlement fee obtained by unit n under the VCG mechanism; n The capacity compensation cost for unit n to participate in the market and obtain clearing.

[0113] Embodiment 2:

[0114] The capacity market settlement method based on the VCG mechanism includes the following steps:

[0115] 1) Based on the typical PJM capacity market mechanism, a capacity market clearing model is established, and the final clearing results of each unit are obtained using the capacity market clearing model;

[0116] 2) Computer group capacity replacement value;

[0117] 3) Based on the substitutability value of the unit capacity, capacity market settlement is carried out to obtain the capacity market settlement fee of the unit under the VCG mechanism.

[0118] Embodiment 3:

[0119] The capacity market settlement method based on the VCG mechanism has the same technical content as that of Example 2. Further, in step 1), the step of establishing a capacity market clearing model includes:

[0120] 1.1) Constructing the Capacity Market Supply Curve S C and the demand curve D C (x);

[0121] 1.2) Based on the capacity market supply curve S C and the demand curve D C (x), construct a capacity market clearing model; where the supply curve S C and the demand curve D C The intersection of (x) is taken as the optimal clearing point of the capacity market. The horizontal axis of the optimal clearing point of the capacity market is the clearing capacity, and the vertical axis is the list price.

[0122] After the market is cleared, the final clearing results of each unit are as follows:

[0123]

[0124] In the formula, X C To meet the capacity requirement of the system margin; G m Get the clearing capacity value for the mth unit.

[0125] Embodiment 4:

[0126] The capacity market settlement method based on the VCG mechanism has the same technical content as any one of Embodiments 2-3. Further, the supply curve S C The unit capacity in is the converted credible capacity UCAP, that is:

[0127] UCAP=ELCC×ICAP (2)

[0128] Where, ICAP is the rated installed capacity of the unit; UCAP is the converted credible capacity of the unit; ELCC is the credible capacity conversion coefficient of the unit.

[0129] Embodiment 5:

[0130] The capacity market settlement method based on the VCG mechanism has the same technical content as any one of Embodiments 2-4. Further, the supply curve S CAs shown below:

[0131]

[0132] In the formula, f(p1,c1,p2,c2,...,p n ,c n ) is the supply curve function of the generator in the capacity target year. Where n is the total number of generators participating in the capacity market; c n -c n-1 represents the credible capacity of the nth power generator after ELCC conversion; p1, p2, ..., p n They are the capacity quotations of n power generators, which are determined by the clearing situation of the power generators in the energy market; the clearing situation of the power generators in the energy market is obtained by solving the energy market clearing model.

[0133] Embodiment 6:

[0134] The capacity market settlement method based on the VCG mechanism has the same technical content as any one of Embodiments 2-5. Furthermore, the objective function of the energy market clearing model is as follows:

[0135]

[0136] Among them, C E is the total power purchase cost of the system; T is the total dispatch period of the system; M is the total number of units participating in the dispatch of the system; P t,m represents the output value of the mth unit in the t period; Y E is the marginal clearing price in period t.

[0137] Embodiment 7:

[0138] The capacity market settlement method based on the VCG mechanism has the same technical content as any one of Embodiments 2-6. Furthermore, the constraints of the energy market clearing model include supply and demand balance constraints, upper and lower limit constraints of unit output, and unit ramp rate constraints;

[0139] Among them, the supply and demand balance constraints are as follows:

[0140]

[0141] Where Q is the total number of users; L t,q It represents the load demand value of the qth user in the t period.

[0142] The upper and lower limits of the unit output are as follows:

[0143]

[0144] In the formula, Indicates the minimum output value of unit m; Indicates the maximum output value of unit m.

[0145] The unit ramp rate constraints are as follows:

[0146]

[0147] In the formula, is the ramp-down rate of unit m; is the ramp-up rate of unit m.

[0148] Embodiment 8:

[0149] The capacity market settlement method based on the VCG mechanism has the same technical content as any one of Embodiments 2-7, and further, the demand curve is determined by the reliability demand and the net marginal cost of the new unit;

[0150] The reliability requirements are as follows:

[0151] R req =L peak ×(1+I RM )×(1-E EFORd )-L G (8)

[0152] In the formula, R req is the system reliability requirement; L peak is the system predicted peak load; I RM is the system installation margin; E EFORd The forced outage rate of system units after conversion based on the operating life and rated capacity of the units; L G It is the load value for which a capacity demand contract has been signed with the unit.

[0153] The net marginal cost of building a new unit is as follows:

[0154] N cone =C one -N eas (9)

[0155] Where N cone is the net marginal cost of the new unit; C one is the total cost of the new unit; N eas It is the estimated value of the unit's revenue in the electricity market excluding the capacity market.

[0156] Embodiment 9:

[0157] The capacity market settlement method based on the VCG mechanism has the same technical content as any one of Embodiments 2-8, and further, the demand curve is composed of four line segments connected in sequence, and the intersection points of the four line segments are respectively recorded as a, b, and c;

[0158] The coordinates of point a are

[0159] The coordinates of point b are

[0160] The coordinates of point c are Among them, I LR It is the system's prediction of the amount of resectable load.

[0161] Embodiment 10:

[0162] The capacity market settlement method based on the VCG mechanism has the same technical content as any one of Embodiments 2-9. Furthermore, the substitutability value of the unit capacity is as follows:

[0163]

[0164] In the formula, C′ total is the total market cost when the unit does not participate in the market; C total The total market cost when the unit participates in the market;

[0165] Among them, the total market cost C′ total , C total As shown below:

[0166] C′ total =C*(P B +P C )+(C system -2C)*P D (11)

[0167] C total =C*(P A +P B )+(C system -2C)*P C (12)

[0168] In the formula, C system is the total clearing capacity of the system; P A , P B , P C , P D Declare prices for different units.

[0169] Embodiment 11:

[0170] The capacity market settlement method based on the VCG mechanism has the same technical content as any one of Embodiments 2-10. Furthermore, the capacity market settlement fee of the unit under the VCG mechanism is as follows:

[0171]

[0172] In the formula, C is the capacity market settlement fee obtained by unit n under the VCG mechanism; n The capacity compensation cost for unit n to participate in the market and obtain clearing.

[0173] Embodiment 12:

[0174] The capacity market settlement method based on the VCG mechanism is as follows:

[0175] First, a capacity market clearing model is established based on the typical PJM capacity market mechanism. Then, the effectiveness of the Vickrey-Clarke-Groves (VCG) mechanism in the capacity market compensation settlement stage is analyzed, and a capacity market settlement method based on the VCG mechanism is proposed. Finally, the unit cost recovery under the two methods of marginal price settlement and VCG mechanism settlement is compared through simulation, and the effectiveness and rationality of compensating units based on the VCG mechanism in the capacity market are verified.

[0176] The specific steps are as follows:

[0177] 1. Capacity Market Model

[0178] The capacity market determines the market clearing capacity and price through the intersection of supply and demand curves, such as Figure 1 The supply curve is formed by the power generators declaring the clearable capacity and price in the target year according to their own conditions, while the demand curve is formed by the system management agency or the government based on the load peak and unit data predicted in the delivery year.

[0179] 1) Supply Curve

[0180] The unit capacity in the supply curve is the converted credible capacity UCAP.

[0181] UCAP=ELCC×ICAP (1)

[0182] Where ICAP is the rated installed capacity of the unit; UCAP is the converted credible capacity value of the unit; ELCC is the credible capacity conversion coefficient of the unit calculated by the system based on the technical parameters of the unit and the historical output conditions.

[0183] Supply Curve S C As shown in formula (2.2).

[0184]

[0185] In the formula, f(p1,c1,p2,c2,...,p n ,c n ) is the supply curve function of the generator in the capacity target year. Where n is the total number of generators participating in the capacity market; c n -cn-1 represents the credible capacity of the nth power generator after ELCC conversion; p1, p2, ..., p n They are the capacity quotations of n power producers, which are related to the optimal clearing of power producers in the energy market.

[0186] The energy market aims to maximize social welfare, with system supply and demand balance and unit physical characteristics as clearing constraints. The objective function is to minimize the total electricity purchase cost in order to maximize social welfare.

[0187]

[0188] Among them, C E is the total power purchase cost of the system; T is the total dispatch period of the system; M is the total number of units participating in the dispatch of the system; P t,m represents the output value of the mth unit in the t period; the price of a single unit is the same throughout the period, and the marginal clearing price mechanism is adopted, so Y E It is the marginal clearing price in period t.

[0189] The constraints are supply and demand balance constraints, upper and lower limit constraints of unit output, and unit climbing rate constraints.

[0190] Supply and demand balance constraints:

[0191]

[0192] Where Q is the total number of users; L t,q It represents the load demand value of the qth user in the t period.

[0193] Unit output upper and lower limit constraints:

[0194]

[0195] In the formula, Indicates the minimum output value of unit m; Indicates the maximum output value of unit m.

[0196] Unit climbing rate constraint:

[0197]

[0198] In the formula, is the ramp-down rate of unit m; is the ramp-up rate of unit m.

[0199] 2) Demand Curve

[0200] The current capacity market often uses a tilted demand curve (Variable Resource Requirement, VRR). The VRR curve is related to system capacity margin targets, new unit costs, unit revenue in the energy market and ancillary service markets, and other parameters. Points a, b, and c on the curve are mainly determined by the following two key parameters.

[0201] Reliability Requirement (Region Reliability Requirement, RRR)

[0202] R req =L peak ×(1+I RM )×(1-E EFORd )-L G (3)

[0203] In the formula, R req is the system reliability requirement; L peak is the system predicted peak load; I RM is the system installation margin; E EFORd The forced outage rate of system units after conversion based on the operating life and rated capacity of the units; L G It is the load value for which a capacity demand contract has been signed with the unit.

[0204] Net Cost of New Entry (NCONE)

[0205] N cone =C one -N eas (4)

[0206] Where N cone is the net marginal cost of the new unit; C one is the total cost of the new unit; N eas It is the estimated value of the unit's revenue in the electricity market excluding the capacity market.

[0207] VRR is determined by two key parameters, RRR and NCONE. Curve function D C (x) can be determined by the following three points a, b, and c. LR It is the system's prediction of the amount of resectable load.

[0208] Table 1 Definition of demand curve

[0209]

[0210] 3) Supply and demand balance constraints

[0211] Based on the optimal clearing mechanism, the intersection of the supply curve and the demand curve is the optimal clearing point in the capacity market. At this time, the horizontal axis of the intersection of the curves is the clearing capacity, and the vertical axis is the list price.

[0212] S C =D C (x) (5)

[0213] After the market is cleared, the final clearing results of each unit satisfy the following expression.

[0214]

[0215] In the formula, X C To meet the capacity requirement of the system margin; G m Get the clearing capacity value for the mth unit. C (X C ) is the unit price of system clearing capacity, which is simply recorded as Y C .

[0216] 2. Design of capacity market mechanism based on VCG mechanism

[0217] The existing capacity market pays compensation to the units in accordance with the marginal price settlement method, such as Figure 2 As shown in the figure, the rectangles in the figure represent the declaration status of units A, B, C, and D from left to right. To simplify the analysis, it is assumed that the units have the same credible capacity, that is, C A =C B =C C =C D = C. The declared prices of each unit are different, namely P A , P B , P C , P D .

[0218] The present invention proposes a method for settlement based on the substitutability value of unit capacity based on the VCG mechanism, as shown in formula (7).

[0219]

[0220] In the formula, C′ is the capacity market settlement fee obtained by unit n under the VCG mechanism; total is the cost of clearing capacity to be compensated when unit n does not participate in the capacity market, C total is the cost of clearing capacity to be compensated when unit n participates in the capacity market, C n The capacity compensation cost for unit n to participate in the market and obtain clearing.

[0221] Take unit A as an example for analysis. When unit A participates in the market, the total capacity market cost is:

[0222] C total =C*(P A +P B )+(C system -2C)*P C (8)

[0223] In the formula, C total is the total capacity market cost, C system Clear total capacity for the system.

[0224] When unit A does not participate in the market, the market clearing situation is as follows Figure 3 At this time, the total market cost is:

[0225] C′ total =C*(P B +P C )+(C′ system -2C)*P D (9)

[0226] In the formula, C′ total is the total capacity market cost when a unit does not participate in the market, C′ system It is the total clearing capacity of the system when a unit does not participate in the market.

[0227] The system clearing point may rise, depending on whether the original clearing surplus of the marginal units can make up for the original clearing volume of the exiting units. Figure 3 As shown in (a), the original marginal unit C’s clearing surplus cannot make up for the clearing volume of unit A, so the system capacity is scarce after unit A exits the market. Therefore, the clearing point moves up, the clearing price increases, and the investment in new units is guided. At this time, it means that unit A has a certain capacity replacement value for the system. When calculating the capacity replacement value of the exiting unit, in order to ensure that the total capacity demand of the system remains unchanged, the original clearing capacity C is still taken. system At this time, the clearing point is no longer the intersection of the supply and demand curves, but the corresponding capacity C in the supply curve. system Point x. That is, equation (9) can be rewritten as equation (10). Obviously, C′ system >C system .

[0228] C′ total =C*(P B +P C )+(C system -2C)*P D (10)

[0229] Among them, the capacity replacement value of unit n is It can be expressed by formula (11):

[0230]

[0231] If the clearing surplus of the original marginal unit can make up for the clearing volume of unit A, such as Figure 3 As shown in (b), after unit A exits, the system capacity demand remains unchanged, and the clearing capacity and clearing price remain unchanged. At this time, it means that unit A has no capacity substitution value for the system.

[0232] Therefore, the settlement cost of the clearing unit consists of two parts: the cost of clearing capacity to be compensated and the capacity replacement value. Equations (7) and (11) can be rewritten as Equation (12).

[0233]

[0234] Embodiment 13:

[0235] The capacity market settlement method based on the VCG mechanism is implemented in three steps:

[0236] (1) The system capacity supply and demand curve is formed based on the system capacity margin and the reported data of the generating units, and each clearing unit and its clearing capacity are determined according to the clearing method where the supply and demand curves intersect.

[0237] (2) In the original scenario, the cleared units are deducted one by one, and the difference in the cost to be compensated for the market-cleared units caused by their withdrawal from the market is calculated to obtain their capacity replacement value.

[0238] (3) The final settlement cost is obtained based on the capacity cost to be compensated and the capacity replacement value of the cleared units.

[0239] Implementing scene settings

[0240] The system in this embodiment contains 13 units, and the relevant parameters are shown in Table 4.1. Peak load L peak 6200MW, installed capacity margin I RM is 0.15, the signed capacity load L G The system reference unit price is 500 yuan / MW. According to the output characteristics of wind power and photovoltaic units, the ELCC coefficient of wind turbines is set to 0.3, and the ELCC coefficient of photovoltaic units is set to 0.15.

[0241] Table 4.1 Unit parameters

[0242]

[0243]

[0244] (2) Determine the clearing unit and clearing capacity

[0245] According to the intersection of the supply and demand curves, the total system clearing capacity is 6408.54MW, and the marginal price is 703.9 yuan / MW. The clearing capacity of each unit is as follows: Figure 4 As shown in the figure, units 3 and 5 failed to be cleared due to their high bids.

[0246] (3) Calculate the capacity replacement value of the clean-up unit

[0247] Set the cleared units one by one not to participate in the capacity market, and perform the capacity market clearing simulation again. At this time, the original marginal unit 4 and the uncleared units 3 and 5 bear the remaining capacity demand of the system. Figure 5 As shown in the figure. Among them, "basic scenario" refers to the capacity clearing situation without removing any unit. "Scenario n" refers to the capacity clearing situation after removing unit n.

[0248] Depend on Figure 5 It can be seen that after removing any clearing unit, the remaining capacity of unit 4 and unit 5 bear the capacity surplus margin demand.

[0249] (4) Settlement cost analysis

[0250] In the basic scenario, the marginal price mechanism is used to calculate the capacity compensation cost of each clearing unit. The capacity replacement value of the clearing unit is calculated in the basic scenario and the remaining "scenario n". Compare the unit compensation costs under the marginal price mechanism and the VCG mechanism. Figure 6 As shown in the figure, the settlement costs of the two new energy units are the same under the two mechanisms. Since the credible capacity of the new energy unit is small, when the unit withdraws from the market, the remaining capacity of the existing marginal unit can still meet the system margin requirements, so the unit has no capacity replacement value for the system. is 0. The settlement costs of the remaining cleared units under the VCG mechanism are higher than those under the marginal price mechanism. This is because when any unit exits the market, the total capacity of the cleared units cannot meet the system capacity margin. Therefore, the generators with a unit price of cost to be recovered higher than the price of the existing marginal units are cleared. Therefore, such units have capacity substitution value, and their Not 0. Although the VCG mechanism leads to higher capacity market fees, it can not only encourage units to declare the real cost to be recovered, but also give units reasonable capacity replacement value rewards while compensating them.

[0251] In summary, the present invention proposes a capacity market settlement method based on the VCG mechanism. This method compensates the capacity cost and rewards the replacement value of the cleared units by calculating the capacity replacement value of the units, which can encourage the units to declare the real cost to be recovered, and allow the cleared units to obtain the capacity replacement value they deserve while recovering the capacity cost. The effectiveness and rationality of this method have been verified through example simulation analysis. Therefore, the present invention meets the incentive compatibility, can better stimulate power generation investment, optimize resource allocation, and provide technical support for the development of new power systems.

Claims

1. The capacity market settlement method based on the VCG mechanism is characterized by: The following steps are involved: 1) Based on the typical PJM capacity market mechanism, a capacity market clearing model is established, and the final clearing results of each unit are obtained using the capacity market clearing model; 2) Computer group capacity replacement value; 3) Based on the substitutability value of the unit capacity, capacity market settlement is carried out to obtain the capacity market settlement fee of the unit under the VCG mechanism.

2. The capacity market settlement method based on the VCG mechanism according to claim 1, characterized in that: In step 1), the steps of establishing the capacity market clearing model include: 1.1) Constructing the Capacity Market Supply Curve S C and the demand curve D C (x); 1.2) Based on the capacity market supply curve S C and the demand curve D C (x), construct a capacity market clearing model; where the supply curve S C and the demand curve D C The intersection of (x) is taken as the optimal clearing point of the capacity market. The horizontal axis of the optimal clearing point of the capacity market is the clearing capacity, and the vertical axis is the list price. After the market is cleared, the final clearing results of each unit are as follows: In the formula, X C To meet the capacity requirement of the system margin; G m The cleared capacity value is obtained for the mth unit; M is the total number of units participating in the system scheduling.

3. The capacity market settlement method based on the VCG mechanism according to claim 2 is characterized in that: Supply Curve S C The unit capacity in is the converted credible capacity UCAP, that is: UCAP=ELCC×ICAP (2) Where, ICAP is the rated installed capacity of the unit; UCAP is the converted credible capacity of the unit; ELCC is the credible capacity conversion coefficient of the unit.

4. The capacity market settlement method based on the VCG mechanism according to claim 2 is characterized in that: Supply Curve S C As shown below: In the formula, f(p1,c1,p2,c2,...,p n ,c n ) is the supply curve function of the generator in the capacity target year; n is the total number of generators participating in the capacity market; c n -c n-1 represents the credible capacity of the nth power generator after ELCC conversion; c1, c2, ..., c n are the capacities of n power generators; p1, p2, ..., p n They are the capacity quotations of n power generators, which are determined by the clearing situation of the power generators in the energy market; the clearing situation of the power generators in the energy market is obtained by solving the energy market clearing model.

5. The capacity market settlement method based on the VCG mechanism according to claim 4 is characterized in that: The objective function of the energy market clearing model is as follows: Among them, C E is the total power purchase cost of the system; T is the total dispatch period of the system; M is the total number of units participating in the dispatch of the system; P t,m represents the output value of the mth unit in the t period; Y E is the marginal clearing price in period t.

6. The capacity market settlement method based on the VCG mechanism according to claim 4 is characterized in that: The constraints of the energy market clearing model include supply and demand balance constraints, upper and lower limits of unit output constraints, and unit ramp rate constraints; Among them, the supply and demand balance constraints are as follows: Where Q is the total number of users; L t,q It represents the load demand value of the qth user in the t period. The upper and lower limits of the unit output are as follows: In the formula, Indicates the minimum output value of unit m; Indicates the maximum output value of unit m. The unit ramp rate constraints are as follows: In the formula, is the ramp-down rate of unit m; is the ramp-up rate of unit m; P t-1,m It represents the output value of the mth unit in the t-1 period.

7. The capacity market settlement method based on the VCG mechanism according to claim 2, characterized in that: The demand curve is determined by reliability requirements and the net marginal cost of new units; The reliability requirements are as follows: R req =L peak ×(1+I RM )×(1-E EFORd )-L G (8) In the formula, R req is the system reliability requirement; L peak is the system predicted peak load; I RM is the system installation margin; E EFORd The forced outage rate of system units after conversion based on the operating life and rated capacity of the units; L G It is the load value for which a capacity demand contract has been signed with the unit. The net marginal cost of building a new unit is as follows: N cone =C one -N eas (9) Where N cone is the net marginal cost of the new unit; C one is the total cost of the new unit; N eas It is the estimated value of the unit's revenue in the electricity market excluding the capacity market.

8. The capacity market settlement method based on the VCG mechanism according to claim 7 is characterized in that: The demand curve is composed of four line segments connected in sequence, and the intersection points of the four line segments are denoted as a, b, and c respectively; The coordinates of point a are The coordinates of point b are The coordinates of point c are Among them, I LR It is the system's prediction of the amount of resectable load.

9. The capacity market settlement method based on the VCG mechanism according to claim 1, characterized in that: The replacement value of unit capacity is as follows: In the formula, C′ total is the total market cost when the unit does not participate in the market; C total The total market cost when the unit participates in the market; is the replacement value of unit capacity; Among them, the total market cost C′ total , C total As shown below: C′ total =C*(P B +P C )+(C system -2C)*P D (11) C total =C*(P A +P B )+(C system -2C)*P C (12) In the formula, C system is the total clearing capacity of the system; P A , P B , P C , P D is the declared price for different units; C is the credible capacity of the unit.

10. The capacity market settlement method based on the VCG mechanism according to claim 1, characterized in that: The capacity market settlement fees of the unit under the VCG mechanism are as follows: In the formula, C is the capacity market settlement fee obtained by unit n under the VCG mechanism; n The capacity compensation cost for unit n to participate in the market and obtain clearing.

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