Market tiered marginal pricing method considering user-side electricity price affordability

Abstract

The application relates to a power spot market layered marginal pricing method considering user side affordability, which comprises the following steps: step 1: in the premise of known unit combination results, the application is not based on the non-convex characteristics such as unit start-stop, and based on the data declared by the power supply and demand sides, a power spot market multi-period economic dispatching model is constructed to provide a basis for the following marginal pricing model; step 2: in view of the problem that node marginal pricing leads to excessive payment of users, the application proposes a layered marginal pricing method for different types (different cost levels) of units; step 3: in view of the effectiveness verification problem of the layered marginal pricing method; the application has the advantages of adopting the layered marginal pricing method, optimizing the pricing of units in layers, and reducing the total payment of the user side.

Description

TECHNICAL FIELD

[0001] The application belongs to the technical field of electricity spot market pricing, and particularly relates to a market layered marginal pricing method considering user-side electricity price affordability. BACKGROUND

[0002] In recent years, with the continuous promotion of the "double carbon" goal, the new power system is accelerating the construction, and the proportion of clean energy represented by wind power and photovoltaic is continuously increasing. The electricity market construction needs to adapt to the characteristics of high proportion of clean energy access, and a reasonable pricing mechanism is the basis of the construction of the electricity spot market. It is the key to form a price signal that accurately reflects the market supply and demand relationship and guides the optimal allocation of power resources. At present, the marginal electricity price mechanism is generally used for market pricing in domestic and foreign electricity spot markets. Under the marginal electricity price mechanism, the marginal unit price forms the market clearing price, and also affects the distribution of social welfare. In addition, due to the natural conditions of wind and light power generation, combined with the influence of extreme weather, the situation of power supply shortage or marginal unit cost soaring occurs from time to time, which leads to the increasingly serious problem of electricity price affordability under the marginal electricity price mechanism. Therefore, when the marginal costs of different types of units in the spot market are significantly different, using the marginal electricity price mechanism to uniformly price cannot fully play the characteristics of low marginal cost of new energy units, and users still need to bear high electricity costs, which is not conducive to the improvement of electricity price affordability and the operation efficiency of the electricity market. In fact, the affordability of user electricity price is one of the important evaluation indicators of electricity market reform, and is also an important content related to people's livelihood protection. Therefore, in addition to meeting the incentive compatibility of the power generation side and ensuring the balance of the income and expenditure of the operation agency, the pricing mechanism should also fully consider the affordability of the user-side electricity price. Therefore, it is necessary to provide a market layered marginal pricing method that uses layered marginal pricing, optimizes the pricing of units, and reduces the total payment of the user side. SUMMARY

[0003] (I) Technical problems

[0004] In view of the above prior art, the present application mainly aims to solve the following technical problems:

[0005] 1. How to improve the operation efficiency of the market, and the electricity pricing should consider multiple market operation goals such as improving the efficiency of the user side and ensuring the incentive of the power generation side, which is one of the technical problems to be solved by the present application.

[0006] 2. How to build an electricity spot market dispatching model that coordinates the marginal cost difference of different power sources and the total payment of the user side, which is the second technical problem to be solved by the present application.

[0007] 3. How to build an electricity spot market layered marginal pricing model considering the affordability of the user-side electricity price, which is the third technical problem to be solved by the present application.

[0008] (II) Technical Solution

[0009] The present application aims at overcoming the deficiencies of the prior art and providing a market layered marginal pricing method considering user-side electricity price affordability, which is sensitive to frequency difference and phase, has strong anti-interference ability and realizes live detection.

[0010] The present application is achieved in the following manner: a market layered marginal pricing method considering user-side electricity price affordability, comprising the following steps:

[0011] Step 1: In view of the problems of user-side excess payment and power generation side excess profit, without considering the non-convex characteristics of unit start-stop, on the premise of known unit combination results, based on the data declared by both power supply and demand sides, a multi-period economic dispatch model of power spot market is constructed;

[0012] Step 2: In view of the problem of user excess payment caused by node marginal pricing, a layered marginal pricing method for pricing different types of units is proposed;

[0013] Step 3: In view of the effectiveness verification of the proposed layered marginal pricing method, based on the IEEE 30-node system and the IEEE 118-node system, the spot market is cleared, and the effectiveness of the proposed pricing method is verified.

[0014] Further, the step 1 comprises the following steps:

[0015] Step 1.1: a multi-period economic dispatch model of power spot market;

[0016] Step 1.2: based on the dual theory, the market clearing dispatch mechanism is analyzed.

[0017] Further, the multi-period economic dispatch model of power spot market in the step 1.1 is specifically: based on the data declared by both power supply and demand sides, a multi-period economic dispatch problem, i.e. a power spot market clearing problem A MC , is constructed, and the model is as follows: In the formula, i, t, n and k are indexes of units, time periods, users and lines respectively; c i,t is the bid of unit i at time period t; variable p i,t represents the output of unit i at time period t; are the lower and upper limits of the output of unit i at time period t respectively; are the upward and downward ramping limits of unit i at time period t respectively; d n,t represents the load demand of user n at time period t; M k,i , M k,nrespectively are the power transfer distribution factors of the nodes where the units i and the consumers n are located; is the power transfer limit of the line k.

[0018] Further, the optimization objective of the multi-period economic dispatch model of the electricity spot market in step 1.1 is to minimize the total operation cost of the system, wherein formula (2) is the upper and lower limit constraint of the unit output; formula (3) is the unit ramping constraint; formula (2) and (3) are individual constraints related to only a single market member; formula (4) is the system power balance constraint; formula (5) is the line power flow constraint; and formula (4) and (5) are system constraints coupled with multiple market members.

[0019] Further, the market clearing dispatch mechanism based on the dual theory in step 1.2 is analyzed, specifically as follows. In the formula, is the dual variable corresponding to the system power balance constraint; is the dual variable corresponding to the line power flow constraint; is the dual variable corresponding to the upper and lower limit constraint of the unit output; is the dual variable corresponding to the up and down ramping constraint of the unit.

[0020] Further, the dual problem of the market clearing problem in step 1.2 is as follows: based on the dual theory, the dispatch solution of the original problem and the dual solution satisfy the complementary slackness condition in the KKT condition, as shown below. From the above condition, it can be known that, under the node marginal price mechanism, the constraint is at the boundary, which means that the corresponding resource is scarce, and the shadow price of the resource is greater than or equal to 0, otherwise, the resource is surplus, and the shadow price is 0.

[0021] Further, the expression of the node marginal price is as follows: In the formula, is the node marginal price of the unit; is the optimal shadow price variable of the system power balance resource; is the node marginal price of the load.

[0022] Further, the step 2 includes the following steps.

[0023] Step 2.1: analysis of the problem under the node marginal price mechanism;

[0024] Step 2.2: basic idea of hierarchical marginal pricing;

[0025] Step 2.3: hierarchical marginal pricing optimization model.

[0026] Further, the basic idea of the layered marginal pricing in step 2.2 is specifically as follows: by pre-setting the number of layers, a layered marginal pricing optimization model is constructed with the minimum total payment of the user side as the target and the compliance incentive compatibility as the constraint, so as to guarantee important pricing properties and determine the layered position.

[0027] Further, the layered marginal pricing optimization model in step 2.3 is specifically as follows: a layered marginal pricing optimization problem A LP is constructed, and the model is as follows: In the formula, l is the index of the level; L t is the layered set of the price of the time period t; is the price variable of the unit i in the time period t; represents the price variable of all users in the time period t; is the price variable of the level l in the time period t; z i,t,l is the indication variable of whether the unit i is in the price level l in the time period t; R pLP represents the total income of the market unit side or the total electricity purchase cost of the market operation agency; dLP represents the total payment of the market user side; is the price variable of the generation capacity resource of the unit; is the price variable of the ramping capacity resource of the unit.

[0028] (Three) beneficial effects

[0029] 1. The present application aims at the problems of excessive payment of the user side and excessive profit of the power generation side, and constructs a multi-time period economic dispatching model of the power spot market;

[0030] 2. The present application aims at the problem of excessive payment of the user caused by the node marginal pricing, and proposes a layered marginal pricing method for pricing different types (different cost levels) of units respectively;

[0031] 3. The present application aims at the effectiveness verification of the proposed layered marginal pricing method, and carries out spot market clearing based on the IEEE 30-node system and the IEEE 118-node system, and verifies the effectiveness of the pricing method. DETAILED DESCRIPTION

[0032] Figure 1 is the market clearing supply and demand curve and clearing price diagram under different pricing mechanisms of the present application.

[0033] Figure 2 is the market clearing supply and demand curve and clearing price diagram under different pricing mechanisms of the present application.

[0034] Figure 3 A market clearing price diagram for scenario S42 under different pricing mechanisms of the application.

[0035] Figure 4 A market clearing price diagram for scenario S43 under different pricing mechanisms of the application.

[0036] Figure 5 A market clearing price diagram for scenario S44 under different pricing mechanisms of the application.

[0037] Figure 6 A market clearing price diagram for scenario S45 under different pricing mechanisms of the application.

[0038] Figure 7 A unit cost diagram for an IEEE 118-node system of the application. DETAILED DESCRIPTION

[0039] If multiple market operation goals such as providing sufficient incentives for different types of power sources, ensuring the balance between income and expenditure of market operation institutions, and reducing the total electricity purchase cost of the user side can be considered in the process of electricity pricing, the operation efficiency of the electricity market will be effectively improved. Therefore, the application provides a market layered marginal pricing method considering the affordability of the user side electricity price. First, based on the duality theory, the problem of user side excess payment and power generation side excess profit existing in the use of the node marginal electricity price mechanism in the electricity spot market is analyzed. Second, considering the marginal cost difference of different power sources and the idea of optimizing the total electricity purchase cost of the user side, an electricity spot market dispatching model coordinating the marginal cost difference of different power sources and the total payment of the user side is proposed. Then, based on the dispatching model, a layered marginal pricing optimization model considering the affordability of the user side electricity price is constructed, and the determination principle of the number of layers of the pricing model is determined. Finally, example analysis shows that, compared with existing methods such as the system marginal electricity price mechanism, the node marginal electricity price mechanism, and the allocation mechanism based on the VCG (Vickrey-Clarke-Groves) principle, the proposed pricing mechanism can effectively reduce the total payment of the user side while considering the economic nature of the marginal electricity price.

[0040] The application will be further described below in conjunction with the embodiments and / or drawings.

[0041] Embodiment 1

[0042] As shown in the accompanying drawings, Figures 1-7 a market layered marginal pricing method considering the affordability of the user side electricity price comprises the following steps:

[0043] Step 1: In order to solve the problem of user-side excess payment and power generation-side excess profit, the application, without considering non-convex characteristics such as unit start-stop, under the premise of known unit combination results, based on the data declared by the power supply and demand sides, constructs a multi-period economic dispatch model of the power spot market, and provides a basic reference for the marginal pricing model in the following;

[0044] In the application, specifically: ①Multi-period economic dispatch model of the power spot market: the application, without considering non-convex characteristics such as unit start-stop, under the premise of known unit combination results, based on the data declared by the power supply and demand sides, constructs a multi-period economic dispatch problem, that is, a power spot market clearing problem (denoted as A MC ), and the model is as follows: In the formula, i, t, n and k are indexes of units, time periods, users and lines respectively; c i,t is the bid of unit i at time period t; variable p i,t represents the output of unit i at time period t; are the lower limit and upper limit of the output of unit i at time period t respectively; are the upward and downward ramping limits of unit i at time period t respectively; d n,t represents the load demand of user n at time period t, and the application considers that the demand side does not report the price; M k,i and M k,n are power transfer distribution factors of nodes where unit i and user n are located respectively; is the power transmission limit of line k; the optimization objective of the model is to minimize the total operation cost of the system; formula (2) is a unit output upper and lower limit constraint; formula (3) is a unit ramping constraint; formula (2) and (3) are individual constraints related to only a single market member; formula (4) is a system power balance constraint; formula (5) is a line power flow constraint; formula (4) and (5) are system constraints coupled with multiple market members.

[0045] ②Analysis of market clearing dispatch mechanism based on duality theory: the dual problem of the market clearing problem is as follows: In the formula: is a dual variable corresponding to the system power balance constraint, or a shadow price variable of the system power balance resource; is a dual variable corresponding to the line power flow constraint, or a shadow price variable of the line transmission capacity resource; is a dual variable corresponding to the unit output upper and lower limit constraint, or a shadow price variable of the unit generation capacity resource; is the dual variable corresponding to the up-down ramping constraint of the unit, or the shadow price variable of the unit ramping capacity resource.

[0046] A MC and the optimal solution of the dual problem A MC_D Based on the duality theory, the scheduling solution of the original problem and the dual solution satisfy the complementary slackness condition in the KKT (Karush-Kuhn-Tucker) condition, as shown below: From the above conditions, under the mechanism of nodal marginal price, the constraint of the limit means that the corresponding resource is scarce, and the shadow price of the resource is greater than or equal to 0, otherwise, the resource is surplus, and the shadow price is 0.

[0047] The expression of the nodal marginal price is as follows: In the formula, is the nodal marginal price of the unit; is the optimal shadow price variable of the system power balance resource; is the nodal marginal price of the load.

[0048] For the marginal unit at a certain moment, the individual constraints related to the output of the unit at the moment are not all at the limit, and from formulas (12)-(15), it can be obtained that and further, from formula (7), it can be obtained that Based on formula (16), it can be obtained that That is, the nodal marginal price of the marginal unit is the declared cost of the unit; for the non-marginal unit, the individual constraints are at the limit, so the nodal marginal price is not determined by the declared cost of the unit, but is in a different relative size relationship with the declared cost according to the limit state of the individual constraints; from formulas (10)-(11), (16)-(17), it can be seen that the prices of different market members are closely coupled through the shadow prices of the system scarce resources (the system power balance resource and the line transmission capacity resource), and the shadow prices of the system scarce resources are determined by the declared cost of the marginal unit, so the prices of the market members and the user payment are essentially determined by the declared cost of the marginal unit, and when the system resources are scarce, a higher price spike or excessive user-side payment may occur.

[0049] Step 2: In order to solve the problem of excessive user payment caused by the nodal marginal pricing, the present application proposes a hierarchical marginal pricing method for pricing different types (different cost levels) of units respectively;

[0050] ​In the present application, specifically: ① Analysis of problems under the node marginal price mechanism: In order to further understand the characteristics of the node marginal price and the problems existing in the specific market environment, the present application carries out the following exemplary analysis: considering the single-period single-node market clearing problem, assuming that the generating capacity of six units is equivalent, and the unit type distribution considers two cases: case one: six thermal power units are awarded in the market; case two: four new energy units and two thermal power units are awarded in the market; under the two conditions, the supply and demand curve and the clearing price of the market clearing are as shown in Figure 1

[0051] As shown in Figure 1 , in the case of simultaneous clearing of multiple types of units, the generating marginal cost distribution of the market unit presents a layered state (such as two layers in case two, the layer level of the new energy unit with lower marginal cost is called the low-cost layer level, and the layer level of the thermal power unit with higher marginal cost is called the high-cost layer level), and the marginal price mechanism causes all units to still be settled according to the marginal price of the high-cost layer unit; therefore, as long as the thermal power unit is still cleared as a marginal unit, from case 1 to case 2, although the total system operating cost is greatly reduced, the total power purchase cost will not be greatly reduced accordingly; in addition, the uniform price makes the profit rate of the low-cost layer unit (new energy unit) far exceed that of the high-cost layer unit (thermal power unit), and the new energy unit has a hitchhiking phenomenon.

[0052] From the above analysis, it can be seen that when the marginal costs of different types of units in the spot market are significantly different, using the marginal price mechanism to uniformly price does not fully take advantage of the low marginal cost of new energy units, and to some extent hinders the affordability of user electricity prices and the improvement of power market operation efficiency.

[0053] ② Basic idea of layered marginal pricing: From the analysis in the last section, it can be seen that the uniformity of the marginal price mechanism hinders the reduction of the total power purchase cost by low-cost units to some extent. In order to achieve multiple market operation goals of considering the recovery cost of different types of power sources and improving the affordability of user electricity prices in the process of electricity pricing, the present application proposes a layered marginal pricing idea of independent pricing for different cost level units.

[0054] ​The basic idea of the proposed pricing method is to separate market dispatching and market pricing. After the market dispatching instruction is determined, an optimization pricing model is constructed based on the known dispatching instruction, with the goal of reducing the total user-side payment, with the constraints of meeting important pricing properties such as compliance incentive compatibility and balance of income and expenditure, and with the price as the optimization variable. The proposed pricing idea guarantees the scientific rationality of the pricing mechanism by constructing constraints that meet important properties such as compliance incentive compatibility and balance of income and expenditure, and further releases the potential of reducing the total user-side payment by breaking the decisive role of marginal units in determining the price of all market participants and the total user-side payment to some extent. Under the proposed pricing idea, the power spot market clearing will be divided into two stages.

[0055] Stage one: The market operation center constructs a power spot market clearing problem based on the cost, feasible region and other information reported by market participants or calculated by a third-party regulatory agency, and solves the problem to obtain the dispatching instruction or the electricity bidding situation that maximizes social welfare or minimizes system operation cost.

[0056] Stage two: The market operation center constructs a hierarchical marginal pricing optimization problem based on the cost, feasible region and other information reported by market participants or calculated by a third-party regulatory agency, and solves the problem to obtain the price of each market participant providing electricity energy commodity.

[0057] To facilitate understanding of the proposed pricing idea, the difference between the proposed pricing method and the node marginal pricing is explained, and the present application is based on a single-period single-node market clearing case for example analysis, as shown in Figure 2

[0058] The node marginal price is priced for all market participants of the node based on the marginal cost of meeting the incremental load of the node (in this example, the cost reported by the bidding unit with the highest marginal cost). Compared with the node marginal pricing method, the proposed hierarchical pricing method divides the bidding unit into two layers according to the unit type, and prices all market participants in each layer with the minimum price that meets the compliance incentive compatibility of the layer (in this example, the cost reported by the bidding unit with the highest marginal cost in the layer). Thus, the proposed pricing method realizes a substantial reduction in total electricity purchase cost or total user-side payment by independently pricing the bidding unit in the market in layers while ensuring compliance incentive compatibility. If a more complex market clearing problem is considered (taking into account time period coupling constraints and network flow constraints), two important problems need to be solved under the hierarchical marginal pricing idea. One is how to ensure that the price meets the compliance incentive compatibility, balance of income and expenditure and other properties. The other is how to determine the hierarchical position. The present application will pre-set the number of layers, and then construct a hierarchical marginal pricing optimization model with the goal of minimizing the total user-side payment and with the constraints of meeting properties such as compliance incentive compatibility, thereby guaranteeing important pricing properties and determining the hierarchical position. ​

[0059] ③Hierarchical Marginal Pricing Optimization Model: Based on the above hierarchical marginal pricing idea and the proposed optimization pricing framework, assuming that the number of hierarchical levels is determined, the present application constructs a hierarchical marginal pricing optimization problem (denoted as A LP ), the model is shown as follows: In the formula: l is the index of the level; L t is the hierarchical set of the price of period t, that is, the number of price hierarchical levels is not fixed and unchangeable, and the number of hierarchical levels of the price in different periods may be different; is the price variable of unit i in period t; represents the price variable of all users in period t; is the price variable of level l in period t; z i,t,l is the indication variable of whether unit i is in price level l in period t; R pLP represents the total income of the market unit side or the total electricity purchase cost of the market operating agency; dLP represents the total payment of the market user side; is the price variable of the generation capacity resource of the unit; is the price variable of the ramping capacity resource of the unit; Formulas (18)-(28) constitute the proposed hierarchical marginal pricing optimization model; the optimization objective of the model is to minimize the total payment of the user side, that is, to improve the affordability of the user side electricity price; formula (19) describes the relationship between the unit price and the level price, and the binary variable z i,t,l =1 indicates that unit i is in price level l in period t, and under the constraint of formula (19), the price of level l in period t is the price of unit i in period t; formula (20) is a constraint for ensuring that unit i can only be in a certain price level in period t; formulas (21)-(24) are constraints for ensuring compliance incentive compatibility; among them, formulas (21) and (22) describe the relationship between the unit price and the unit individual resource price and the unit declaration cost; formula (23) is consistent with formulas (12)-(15), which limits that only when the unit individual resource constraint is reached, the corresponding resource price has a value greater than 0; formula (25) is an expression of the total income of all units in the market; formula (26) is an expression of the total payment of all users in the market; formula (27) is a constraint for ensuring the balance of the operating agency's income and expenditure, that is, the total income of the unit side is equal to the total payment of the user side; the superscript "*" above indicates the optimal solution of model A LP .

[0060] The number of price hierarchical levels is an important parameter of the hierarchical marginal pricing model, which determines the degree of freedom of price optimization, that is, the maximum number of units allowed to have different prices in the same period; the present application discusses the rules for determining the number of hierarchical levels from the perspectives of solvability and rationality, wherein the solvability means that the determined number of hierarchical levels cannot make the pricing model A LPNo solution; rationality refers to the number of levels established needs to have a basis that can be widely accepted by market members, for example, related to the cost distribution or unit type distribution of the unit, which can be determined according to the specific market unit bidding situation and the acceptance of market members, and is more flexible; The present application mainly discusses the rules for establishing the number of levels from the perspective of solvability.

[0061] Solvability is mainly based on model constraints (compliance incentive compatibility property demand constraints) to determine that the price needs to be divided into at least several layers in each period; first, the present application divides the units into four categories according to the dispatch output state of the unit in the period, namely, the upper limit unit, the lower limit unit, the marginal unit and the other unit; wherein, the upper limit unit refers to the unit that reaches the upper limit of output in the period, or the unit that reaches the limit by climbing up in the period and does not reach the limit by climbing up in the next period, or the unit that reaches the limit by climbing down in the next period and does not reach the limit by climbing down in the period; the lower limit unit refers to the unit that reaches the lower limit of output in the period, or the unit that reaches the limit by climbing down in the period and does not reach the limit by climbing down in the next period, or the unit that reaches the limit by climbing up in the next period and does not reach the limit by climbing up in the period; the marginal unit is the unit whose output upper and lower limit constraints and related climbing constraints are all not reached; the other unit is the unit other than the above three types of units, for example, the unit that reaches the limit by climbing up in the period and the next period, or the unit that reaches the limit by climbing down in the period and the next period.

[0062] Secondly, for the price model, constraints (23) and (24) ensure that the unit generation capacity resource price variable and the unit climbing capacity resource price variable of the unit only have a value greater than 0 when the related constraints reach the limit. * Thus, constraints (21)-(24) ensure that the price of the marginal unit in any period t is equal to its declared cost; therefore, when there is a line congestion in the system in a certain period, there are multiple marginal units in the system, in order to meet the compliance incentive compatibility of all marginal units, the number of levels L t of the price in the period needs to be greater than the number of marginal units whose costs are different (denoted as ); when there is no marginal unit in a certain period as defined above, the number of marginal units is defaulted to 1; in addition, (21)-(24) also ensure that the price of the upper limit unit in any period t is greater than or equal to its declared cost, and the price of the lower limit unit is less than or equal to its declared cost; therefore, when there is an upper limit unit whose declared cost is greater than the declared cost of all marginal units in the current network, or there is a lower limit unit whose declared cost is less than the declared cost of all marginal units in the current network, in order to meet the compliance incentive compatibility of all units, the number of levels of the price is at least ; when there is an upper limit unit whose declared cost is greater than the declared cost of all marginal units in the current network and a lower limit unit whose declared cost is less than the declared cost of all marginal units in the current network, the number of levels of the price is at least In summary, in order to ensure the solvability of the model, the price stratification number of the time period t is at least Specifically, the relative cost size of the upper limit unit, the lower limit unit and the marginal unit determines.

[0063] Step 3: For the effectiveness verification problem of the proposed layered marginal pricing method, the present application carries out spot market clearing based on IEEE 30-node system and IEEE 118-node system, and verifies the effectiveness of the proposed pricing method.

[0064] The present application is a market layered marginal pricing method considering user side electricity price affordability, in use, compared with the node marginal electricity price mechanism, the layered marginal pricing method proposed by the present application optimizes the pricing of units by stratification, under the premise of ensuring competitive equilibrium and income adequacy, greatly reduces the total payment of the user side; compared with the VCG pricing mechanism, the layered marginal pricing method proposed by the present application can reduce the total payment of the user side by stratifying the pricing of units under the premise of ensuring competitive equilibrium and balance of income and expenditure; the present application has the advantages of adopting layered marginal pricing method, optimizing the pricing of units by stratification, and reducing the total payment of the user side.

[0065] Example 2

[0066] As Figures 1-7 shown, a market layered marginal pricing method considering user side electricity price affordability, the method comprises the following steps:

[0067] Step 1: For the problem of user side excess payment and power generation side excess profit, the present application does not consider the non-convex characteristics such as unit start-stop, under the premise of known unit combination results, based on the data declared by the power supply and demand parties, a power spot market multi-period economic dispatch model is constructed, which provides a basis for the marginal pricing model in the following;

[0068] Step 2: For the problem that node marginal pricing leads to excessive payment of users, the present application proposes a layered marginal pricing method for pricing different types (different cost levels) of units respectively;

[0069] Step 3: For the effectiveness verification problem of the proposed layered marginal pricing method, the present application carries out spot market clearing based on IEEE 30-node system and IEEE 118-node system, and verifies the effectiveness of the proposed pricing method.

[0070] In the present application, I, example method comparison setting

[0071] To verify the effectiveness of the analysis method, the present application will be based on IEEE 30 node system and IEEE 118 node system for spot market clearing; IEEE 30 node system contains 6 units, unit parameters are shown in Table 1; all numerical results of the present application are obtained on a computer with 16GB memory, Intel(R) Core(TM) i5-10400 processor, based on Matlab platform modeling, calling Gurobi solver.

[0072] Table 1 Unit parameters of IEEE 30 node system

[0073]

[0074] The examples will compare and analyze the following six pricing methods:

[0075] ①TMP1: the proposed hierarchical marginal pricing method, wherein the number of hierarchical layers is determined according to the solvability rule, and is set to the minimum number of hierarchical layers to ensure solvability, and the price is obtained by solving the optimization pricing problem;

[0076] ②TMP2: the proposed hierarchical marginal pricing method, wherein the number of hierarchical layers is determined according to the solvability rule, and is set to the minimum number of hierarchical layers to ensure solvability+1, and the price is obtained by solving the optimization pricing problem;

[0077] ③TMP3: the proposed hierarchical marginal pricing method, wherein the number of hierarchical layers is determined according to the solvability rule and the rationality rule, wherein the rationality rule is to determine the number of hierarchical layers according to the cost distribution characteristics of the unit, in the examples of the present application, only two types of units are considered, so the number of hierarchical layers set by the rationality rule is 2, then the larger number of hierarchical layers(max{minimum number of hierarchical layers to ensure solvability, number of hierarchical layers set by the rationality rule}) is taken as the final number of hierarchical layers, and the price is obtained by solving the optimization pricing problem;

[0078] ④TMP4: the proposed hierarchical marginal pricing method, wherein the number of hierarchical layers is determined according to the rationality rule, and the hierarchical layer mode is directly fixed according to the unit type, i.e. constraint (29) is set, in order to avoid the problem that the fixed hierarchical layer mode leads to A LP has no solution, in A LP relax the constraint (23), the following can be obtained:

[0079] , L s ≥0(31), at the same time, the constraint relaxation amount is added to the objective function, and the modified objective function is: pLP +R L L s (32), wherein: I l is the set of units in the lth layer; R LL is the penalty factor of slack variables, usually set as a large constant to guarantee the competitive equilibrium as much as possible and avoid the opportunity cost loss; L s The price in TMP4 can be obtained by solving the pricing optimization problem composed of equations (19)-(22), (24)-(28), (29)-(31).

[0080] ⑤LMP: node marginal price (equivalent to system marginal price in the case of no transmission congestion);

[0081] ⑥VCG: value allocation method based on Vickrey-Clarke-Groves.

[0082] II. Single-period market clearing, no network congestion

[0083] In this scenario, since there is only one marginal unit due to system transmission congestion, the minimum number of price tiers to guarantee solvability is 1 according to the solvability rule, so the number of price tiers is set to 1 in TMP1 and 2 in TMP2; the number of price tiers is set to 2 in TMP3 according to the solvability rule and the rationality rule. As shown in Table 2, the market clearing prices of winning units under different pricing mechanisms in scenario S32. Figure 3

[0084] As shown in Table 2, the market clearing prices of winning units under different pricing mechanisms in scenario S32. Figure 3 Since the number of tiers set according to the rationality rule is exactly equal to the minimum number of tiers to guarantee solvability + 1, the number of price tiers set by TMP2 and TMP3 is the same and can guarantee solvability, in addition, the tiering mode optimized by TMP2 and TMP3 is exactly the same as the tiering mode set by TMP4, and finally the prices obtained by TMP2, TMP3 and TMP4 are the same; since the minimum number of tiers to guarantee solvability is 1, TMP1 and LMP both price all market participants with a uniform price that meets the competitive equilibrium, and the prices of the two are the same; the price of VCG is significantly higher than that under other pricing mechanisms; as shown in Table 2, the market clearing results under different pricing mechanisms in scenario S32.

[0085] Table 2 Market clearing results of scenario S32 under different pricing mechanisms ($)

[0086]

[0087]

[0088] Note: TL refers to total opportunity cost loss; TP refers to total electricity purchase cost of market operators; TC refers to total payment on the user side.

[0089] ​In scenario S32, due to the unobstructed network, the pricing results of the system marginal pricing method and the node marginal pricing are consistent. Under each pricing mechanism, the total electricity purchase cost of the market operator is the same as the total payment on the user side. Analysis of the above table shows that compared with the system marginal pricing method or the node marginal pricing method, the proposed TMP2, TMP3 and TMP4 methods significantly reduce the total payment on the user side through tiered pricing while ensuring competitive equilibrium. VCG has the highest total payment on the user side among all mechanisms.

[0090] 3. Single-period market clearing and network congestion

[0091] In this scenario, there are two blocked lines and three marginal units. According to the solvability rule, the number of layers is determined to be at least three. Therefore, the number of layers is set to 3 in TMP1 and 4 in TMP2. Combining the solvability rule and the rationality rule, the number of layers is set to 3 in TMP3. In scenario S33, the electricity prices of the winning units under different pricing mechanisms are as follows: Figure 4 shown.

[0092] like Figure 4 As shown in the figure, since the number of layers determined according to the solvability rule is greater than the number of layers determined according to the rationality rule, TMP1 and TMP3 have the same number of layers and the resulting prices are the same; compared with TMP4, TMP2 further tiers the pricing of marginal units G1 and G2 to ensure competitive equilibrium; when there is congestion in the network, the prices of each unit under LMP are different; under the VCG mechanism, the prices of units G3, G4 and G5 are too high because the corresponding units are key units required for market clearing. Once the corresponding units are removed, the line flow will exceed the limit. In order to ensure the solvability of the market clearing model, the present invention sets a slack variable for the flow constraint and imposes a large penalty factor on the slack variable in the objective function of the market clearing model. Therefore, once the key units are removed, the line flow will exceed the limit, resulting in huge system operating costs and extremely high VCG prices for the corresponding units; in scenario S33, the market clearing results under different pricing mechanisms are shown in Table 3.

[0093] Table 3 Market clearing results ($) for scenario S33 under different pricing mechanisms

[0094]

[0095] Analysis of Table 3 shows that the proposed TMP1, TMP2, and TMP3 methods reduce the total payment on the user side compared to the LMP method by stratifying the pricing of units while ensuring competitive equilibrium and balance of revenue and expenditure. At the same time, the more price tiers there are, the fewer units need to meet compliance incentive compatibility through a unified price, thereby further reducing the total payment on the user side. TMP4 defines the number of tiers according to unit type, and the price cannot ensure competitive equilibrium, resulting in opportunity cost losses for units.

[0096] Four, multi-period market clearing, network no congestion

[0097] In this scenario, the wireless line congestion, each period of marginal unit only 1, according to the solvability rules can be determined for each period of the number of layers at least 1 layer, so in TMP1 will be each period of the number of layers set to 1, in TMP2 will be each period of the number of layers set to 2; comprehensive solvability rules and rationality rules in TMP3 will be each period of the number of layers set to 2; in scenario S34, under different pricing mechanism winning unit market clearing price as shown in Figure 5 .

[0098] In scenario S34, due to network no congestion, system marginal pricing method and node marginal pricing pricing results are consistent. As shown in Figure 5 , TMP2, TMP3 and TMP4 set the same price layer number; wherein, TMP2 and TMP3 through optimization to determine the hierarchical manner, both obtained the same price; TMP4 according to the unit type fixed hierarchical manner, and the former two prices are different; due to the minimum number of layers to ensure solvability is 1, TMP1 and LMP in each period of the unified price to meet the competitive equilibrium for all market members pricing, both prices are the same; VCG mechanism under the price signal is not in the form of time period, so directly show the average price of each unit to provide unit electric energy services, the overall price is high; in scenario 3, the market clearing results under different pricing mechanism as shown in table 4.

[0099] Table 4 market clearing results of scenario S34 under different pricing mechanism ($)

[0100]

[0101] Analysis of table 4, compared with LMP, the proposed TMP2, TMP3 and TMP4 method in the premise of ensuring competitive equilibrium, through hierarchical pricing significantly reduced the total user side payment; relative to TMP4, TMP2 and TMP3 in the same number of layers, through the optimization of hierarchical manner, further reduce the total user side payment.

[0102] Five, multi-period market clearing, network congestion

[0103] In this scenario, the line congestion, marginal unit of each period of different, according to the solvability rules and rationality rules can be determined for each period of the number of layers, in scenario S35, under different pricing mechanism winning unit market clearing price as shown in Figure 6 .

[0104] As shown in Figure 6As shown, due to different network congestion conditions in different time periods, the number of layers of TMP1, TMP2 and TMP3 in each time period is different, the number of layers of TMP3 and TMP4 is the same, but the prices obtained by TMP3 and TMP4 are different because TMP3 determines the specific layering method by optimization and TMP4 determines the layering method by unit type; the prices of some units in TMP1 and LMP are similar, the price of each unit providing unit energy service under the VCG mechanism is higher, and G4 is the key unit in market clearing, and the price is particularly high; in scenario S35, the clearing results under different pricing mechanisms are shown in Table 5.

[0105] Table 5 Market clearing results of scenario S35 under different pricing mechanisms

[0106]

[0107] It can be known from the analysis of Table 5 that under the premise of ensuring competitive equilibrium, the total user-side payment of TMP1 and LMP is similar; the total user-side payment of the proposed TMP2 and TMP3 is further reduced by increasing the number of layers; under the same number of layers, the total user-side payment of TMP4 is higher than that of TMP3 due to the fixed layering method according to unit type, and there is an opportunity cost loss.

[0108] To further verify the effectiveness of the proposed pricing method, the present application carries out multi-period market clearing based on IEEE 118 node system, which has 54 units, 186 lines, and unit types can be divided into two categories, and the cost declared by the unit is as shown in Table 8. Figure 7

[0109] In the two cases (different network congestion conditions), the present application determines the number of layers for each time period according to the solvability rule and the rationality rule, and the clearing results under different pricing mechanisms are shown in Table 6 and Table 7.

[0110] Table 6 Clearing results of case 1 of IEEE 118 node system under different pricing mechanisms

[0111]

[0112] Table 7 Clearing results of case 2 of IEEE 118 node system under different pricing mechanisms

[0113]

[0114] ​As can be seen from Table 6 and Table 7, compared with LMP and VCG, the proposed pricing method can reduce the total payment of the user side by hierarchical pricing of the unit under the premise of ensuring competitive equilibrium and balance of income and expenditure; when the hierarchical mode can be optimized, with the increase of the number of hierarchical layers, the payment of the user side can be further reduced; when the hierarchical mode is fixed according to the unit type, the proposed method can appropriately increase the opportunity cost loss as the cost of reducing the total payment of the user side; in general, the proposed pricing method realizes the coordination of the requirements of multiple market operations in a more flexible way, and the characteristics and effects presented in different examples verify the effectiveness of the proposed method.

[0115] The application is a market hierarchical marginal pricing method considering the affordability of the user side electricity price. In use, compared with the node marginal electricity price mechanism, the hierarchical marginal pricing method proposed by the application can greatly reduce the total payment of the user side by hierarchical optimization pricing of the unit under the premise of ensuring competitive equilibrium and income adequacy. Compared with the VCG pricing mechanism, the hierarchical marginal pricing method proposed by the application can reduce the total payment of the user side by hierarchical pricing of the unit under the premise of ensuring competitive equilibrium and balance of income and expenditure. The application has the advantages of adopting the hierarchical marginal pricing method, hierarchical optimization pricing of the unit and reducing the total payment of the user side.

Claims

1. A market-tiered marginal pricing method that takes into account the affordability of user-side electricity prices, characterized by: The method comprises the following steps: Step 1: To address the existing problems of overpayment on the user side and excess profit on the generator side, a multi-period economic dispatch model for the electricity spot market is constructed based on the data reported by both the generator and the user, ignoring the non-convex characteristics of unit start-up and shutdown and given the known unit combination results. Step 2: To address the problem of excessive user payments caused by node marginal pricing, a tiered marginal pricing method is proposed that sets prices for different types of units separately. Step 3: Verify the effectiveness of the proposed tiered marginal pricing method: Clear the spot market based on the IEEE 30-node system and the IEEE 118-node system to verify the effectiveness of the proposed pricing method; The step 1 comprises the following steps: Step 1.1: Multi-period economic dispatch model for electricity spot market; Step 1.2: Analyze the market clearing scheduling mechanism based on duality theory; The step 2 comprises the following steps: Step 2.1: Problem analysis under the node marginal electricity price mechanism; Step 2.2: The basic idea of ​​tiered marginal pricing; Step 2.3: Layered marginal pricing optimization model; The basic idea behind tiered marginal pricing in step 2.2 is to pre-set the number of tiers and then construct a tiered marginal pricing optimization model with the goal of minimizing total user-side payments and the constraint of compliance incentive compatibility, thereby ensuring important pricing properties and determining tier positions. The tiered marginal pricing optimization model in step 2.3 is specifically as follows: constructing the tiered marginal pricing optimization problem A LP , the model is as follows: minR dLP (18), Where: l is the index of the level; L t is a hierarchical set of prices for period t; is the price variable of unit i in period t; represents the price variable for all users in time period t; is the price variable of level l in period t; z i,t,l is an indicator variable indicating whether unit i is in price level l in period t; R pLP Represents the total revenue of the market unit side or the total electricity purchase cost of the market operating organization; R dLP Indicates the total payment on the user side of the market; is the price variable of the unit's generating capacity resources; is the price variable of the unit ramping capacity resource.

2. A market-tiered marginal pricing method taking into account the affordability of user-side electricity prices as claimed in claim 1, characterized in that: The multi-period economic dispatch model of the electricity spot market in step 1.1 is specifically as follows: Based on the data reported by both the power generation and consumption parties, a multi-period economic dispatch problem, i.e., the electricity spot market clearing problem A is constructed. MC , the model is as follows: min∑ i Σ t c i,t p i,t (1), Where: i, t, n, k are the indexes of unit, time period, user, and line respectively; c i,t is the price quoted by unit i in period t; variable p i,t represents the output of unit i in time period t; are the lower and upper output limits of unit i in time period t; are the upward climbing limit and downward climbing limit of unit i in time period t; d n,t represents the load demand of user n in time period t; M k,i 、M k,n are the power transfer distribution factors of the nodes where the generator i and user n are located; is the power transfer limit of line k.

3. A market-tiered marginal pricing method taking into account the affordability of user-side electricity prices as claimed in claim 2, characterized in that: The optimization objective of the multi-period economic dispatch model of the electricity spot market in step 1.1 is to minimize the total operating cost of the system, where equation (2) is the upper and lower limit constraints of the unit output; equation (3) is the unit ramp constraint; equations (2) and (3) are individual constraints related only to a single market member; equation (4) is the system power balance constraint; equation (5) is the line flow constraint; equations (4) and (5) are system constraints coupling multiple market members.

4. The market-tiered marginal pricing method taking into account the affordability of user-side electricity prices according to claim 1, characterized in that: The duality theory-based analysis of the market clearing scheduling mechanism in step 1.2 is as follows: The duality of the market clearing problem is as follows: Where: is the dual variable corresponding to the system power balance constraint; is the dual variable corresponding to the line power flow constraint; is the dual variable corresponding to the upper and lower limit constraints of the unit output; It is the dual variable corresponding to the upward and downward climbing constraints of the unit.

5. A market-tiered marginal pricing method taking into account the affordability of user-side electricity prices as claimed in claim 4, characterized in that: The dual problem of the market clearing problem in step 1.2: Based on the duality theory, the scheduling solution of the original problem and the dual solution satisfy the complementary relaxation conditions in the KKT condition, as shown below: From the above conditions, it can be seen that under the node marginal electricity price mechanism, the constraint reaching the limit means that the corresponding resource is scarce and the shadow price of the resource is greater than or equal to 0. Otherwise, the resource is surplus and the shadow price is 0.

6. A market-tiered marginal pricing method taking into account the affordability of user-side electricity prices as claimed in claim 5, characterized in that: The expression of the node marginal electricity price is as follows: Where, is the node marginal electricity price of the unit; is the optimal shadow price variable of the system power balancing resource; It is the node marginal price for the load.

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