Electricity-carbon market transaction balancing method oriented to electricity producers and consumer

Abstract

An electricity-carbon market transaction balancing method for electricity generation and consumption officers belongs to the technical field of electricity-carbon market transaction, and comprises the following steps: constructing an electricity-carbon collaborative transaction model among multiple electricity generation and consumption officers by taking the electricity generation and consumption officers as a common participation main body of an electricity-carbon market as a main research object; the electricity-carbon collaborative market equilibrium price is solved by adopting a Vallas general equilibrium theory, and the action mechanism of the electricity-carbon collaborative mechanism on the market equilibrium price and the social welfare is disclosed; analyzing the influence of key parameters such as free carbon quota, new energy generating capacity and the number of producers and disaggers on market balance; and an electricity-carbon collaborative transaction model with social welfare maximization in an equilibrium state of the electricity market and the carbon quota market is constructed. According to the method, social welfare maximization can be considered, and balanced electricity and carbon market transactions are carried out when electricity generation and consumption persons participate in the electricity market and the carbon quota market at the same time.

Description

Technical Field

[0001] The present invention belongs to the technical field of electricity carbon market transactions, and in particular relates to an electricity carbon market transaction balancing method for electricity producers and consumers. Background Art

[0002] In the context of global response to climate change, to achieve carbon peak and carbon neutrality, it is necessary to transform the traditional high-carbon development model and turn to a green and low-carbon development path. The coordinated trading of the electricity-carbon market came into being under the guidance of such policies, but the coordinated development of the existing electricity-carbon market requires a unified mechanism and standard, and has not completely opened up the "electricity-carbon" price transmission chain. Therefore, improving the linkage and connection mechanism between the electricity market and the carbon market is an important measure to help the path of carbon emission reduction.

[0003] In order to reveal the market-based trading mechanism of the economic and environmental value of new energy power, promote the consumption of new energy, minimize carbon emissions, open up the price transmission chain of the "electricity-carbon" market, promote the reasonable sharing of carbon costs in the whole society and guide the energy conservation and carbon reduction actions of the whole society, setting up an equilibrium trading model has become a key measure in this process.

[0004] Therefore, the prior art urgently needs a new technical solution to solve the above problems. Summary of the invention

[0005] The technical problem to be solved by the present invention is to provide a method for balancing electricity-carbon market transactions for electricity producers and consumers, which can take into account the maximization of social welfare and conduct balanced electricity-carbon market transactions when electricity producers and consumers participate in both the electricity market and the carbon quota market.

[0006] A method for balancing electricity-carbon market transactions for electricity producers and consumers, comprising the following steps:

[0007] Step 1: Establish an objective function with the goal of maximizing total benefits, and construct the electricity benefit function of producers and consumers according to the properties of the objective function;

[0008] Step 2: Construct the electricity-carbon market transaction benefit function, and establish constraints based on the electricity consumption plan estimated based on historical data and the predicted value of the new energy power generation of the prosumer;

[0009] Step 3: Solve the optimal strategy based on the electricity-carbon trading scenario;

[0010] Step 4: According to the buying and selling demand of green points and carbon quota trading targets, the producers and consumers are divided into four groups, and the trading strategies and mechanisms of the electricity carbon market are analyzed;

[0011] Step 5: Analyze the synergy mechanism between green power trading and carbon trading, and build a centralized trading and clearing model for the power-carbon market of multiple power producers and consumers;

[0012] Step 6: Market equilibrium analysis based on Walras’ general equilibrium theory;

[0013] Step 7: Construct the electricity market equilibrium condition equation and clearing model;

[0014] Step 8: Construct the equilibrium condition equation and clearing model of the carbon quota trading market;

[0015] Step 9: Record the equilibrium electricity price and carbon price under the independent operation of the electricity and carbon markets;

[0016] Step 10: Establish an electricity producer-consumer trading model that maximizes social welfare.

[0017] The objective function in step 1 is:

[0018]

[0019] In the formula, For the benefit of self-use electricity, For the benefit of electricity trading, For the benefits of carbon quota trading, For total benefit;

[0020] The electricity benefit function in step 1 is:

[0021]

[0022] In the formula, is the electricity benefit function of producer / consumer i, Q e is the electricity consumption level of the prosumer, ω is the economic value of the unit electricity consumption of the prosumer, To ensure that the electricity reaches the maximum demand point of the producer and consumer, is a constant, and η is a preset constant.

[0023] The electricity carbon market transaction benefit function described in step 2 is:

[0024]

[0025] In the formula, X + represents max(x,0), and They represent the purchase price of the surplus or shortage electricity and the selling price of the surplus electricity of producer or consumer i, represents the predicted value of renewable energy power generation of prosumer i, represents the actual electricity consumption of prosumer i, which is the decision variable;

[0026] Obtained through the function mapping relationship from electricity to total carbon emissions:

[0027]

[0028] In the formula, is the carbon quota of producer / consumer i, is the carbon emission of prosumer i, Indirect carbon emissions from energy, is direct carbon emission, α is the free carbon quota ratio, θ is the carbon emission factor, the unit is kg / kWh, is the electricity consumption plan estimated based on historical data, less than β i The proportion of carbon emissions generated by purchased electricity to total carbon emissions; Expressed as estimated carbon emissions based on historical data.

[0029] The prosumers described in step 4 are divided into four groups: the prosumers who have both electricity and carbon quota purchase needs in the electricity-carbon trading market are g, The prosumer who needs to purchase electricity and sell surplus carbon quotas in the electricity-carbon trading market is denoted as h. The prosumer who needs to sell surplus electricity and purchase carbon quotas is denoted by k. The prosumer who needs to sell both electricity and quota is denoted as l.

[0030] The method for establishing the centralized trading clearing model of the electricity-carbon market for multiple electricity producers and consumers in step 5 is as follows: the electricity produced by the producers and consumers themselves and the electricity obtained by the producers and consumers through electricity trading are green electricity, and the corresponding indirect carbon emissions are deducted to replace the original indirect carbon emissions. The mathematical expression is:

[0031]

[0032] In the formula, represents the amount of electricity purchased by prosumer i from prosumer j through electricity trading;

[0033] The surplus and shortage of electricity of the prosumer is obtained through trading, the indirect carbon emissions of the prosumer are 0, the total carbon emissions are equal to the direct carbon emissions, and the updated carbon emission accounting expression of the prosumer is:

[0034]

[0035] All electricity purchased by prosumers is green electricity, i.e. Optimal electricity strategy for prosumers for:

[0036]

[0037] The electricity market equilibrium conditions described in step 7 are met:

[0038] For any electricity purchaser g,h, satisfy

[0039] For any electricity seller k,l, satisfy

[0040] The electricity market clearing is:

[0041]

[0042] In the formula, Provide users with the best electricity strategy. The power generation predicted for the user, Provide users with the best electricity strategy. The power generation predicted for the user, The power generation predicted for the user, Provide users with the best electricity strategy. The power generation predicted for the user, Provide users with the best electricity usage strategy.

[0043] The equilibrium conditions of the carbon quota trading market described in step 8 are met:

[0044] For any carbon purchase method g, k,

[0045] For any carbon selling party h,l,

[0046] The carbon quota trading market clearing is:

[0047]

[0048] In the formula, The carbon emissions predicted for users, Provide users with the best carbon emission strategy. The carbon emissions predicted for users, Provide users with the best carbon emission strategy. Provide users with the best carbon emission strategy. Carbon emissions predicted for users Provide users with the best carbon emission strategy. Predicted carbon emissions for users.

[0049] The equilibrium electricity price and carbon price under the independent operation of the electricity and carbon markets described in step 9 are λ e*x and λ cx' ,when λ c*' ≥λ c* And e*' ≤λ e* .

[0050] The electricity producer-consumer transaction model described in step 10 includes a social welfare function under a collaborative mechanism and a social welfare function under an independent operation mechanism.

[0051] Through the above-mentioned design scheme, the present invention can bring the following beneficial effects: a transaction equilibrium method for electricity carbon market for electricity producers and consumers, which can provide a more feasible solution reference for the design of electricity carbon linkage mechanism for producers and consumers considering the environmental value of green electricity and the coordinated operation of electricity carbon market. BRIEF DESCRIPTION OF THE DRAWINGS

[0052] The present invention is further described below with reference to the accompanying drawings and specific embodiments:

[0053] Figure 1 This is a flow chart of an electricity-carbon market transaction balancing method for electricity producers and consumers according to the present invention. DETAILED DESCRIPTION

[0054] The following is a clear and complete description of the technical solutions in the embodiments of the present invention in conjunction with the drawings in the embodiments of the present invention. Obviously, the described embodiments are only part of the embodiments of the present invention, not all of the embodiments. Based on the embodiments of the present invention, all other embodiments obtained by ordinary technicians in this field without creative work are within the scope of protection of the present invention.

[0055] In the following description, many specific details are set forth to facilitate a full understanding of the present invention, but the present invention may also be implemented in other ways different from those described herein, and those skilled in the art may make similar generalizations without violating the connotation of the present invention. Therefore, the present invention is not limited to the specific embodiments disclosed below.

[0056] like Figure 1 As shown, the embodiment of the present invention discloses an electric carbon market transaction equilibrium strategy model for electric power producers and consumers, including the following steps:

[0057] S1. Taking total benefit maximization as the objective function:

[0058]

[0059] in, For the benefit of self-use electricity, For the benefit of electricity trading, For the benefits of carbon quota trading, For total benefit.

[0060] The self-use electricity benefit function is introduced. The self-use electricity utility function of the prosumer mainly represents the production value created by the prosumer's electricity itself. Combining the actual power consumption production process between the prosumer's energy consumption and power efficiency, it is concluded that the function needs to have the following properties:

[0061] Property 1: The benefits of electricity consumption by producers and consumers About electricity consumption e It is increasing.

[0062]

[0063] Among them, Q e represents the electricity consumption level of the prosumer, and ω represents the economic value generated by the prosumer per unit of electricity consumption.

[0064] Property 2: The electricity benefit function of the producer and consumer is a concave function within the definition domain.

[0065]

[0066] Property 3: Electricity efficiency of producers and consumers It is increasing with respect to ω.

[0067]

[0068] Property 4: When Q e When =0, ω=0, and the function passes through zero.

[0069]

[0070] Property 5: When the power reaches the maximum demand point of the producer and consumer The benefit function is saturated and is a constant η is a preset constant, and the function is a constant value (not affected by changes in power consumption strategy).

[0071]

[0072] According to the above properties, the electricity benefit function of producer and consumer i can be constructed: is a piecewise function:

[0073]

[0074] S2. Introducing the electricity-carbon market transaction benefit function, the electricity market transaction function of producer-consumer i The generalized expression is:

[0075]

[0076] Among them, X + represents max(x,0), and They represent the purchase price of the surplus or shortage electricity and the selling price of the surplus electricity of producer or consumer i, represents the predicted value of renewable energy power generation of prosumer i, represents the actual electricity consumption of prosumer i, which is the decision variable; the carbon market trading benefit function of prosumer i The generalized expression is:

[0077]

[0078] in, is the carbon quota of producer / consumer i, is the carbon emissions of producer and consumer i. According to the IPCC carbon accounting guidelines, the carbon emissions generated by the production and operation activities of producers and consumers can be divided into direct carbon emissions and energy indirect carbon emissions Among them, energy carbon emissions in this invention only consider the carbon emissions caused by electricity consumption, so It is also the carbon emissions of electricity, and the ratio of carbon emissions from energy sources to total carbon emissions is taken as β.

[0079] The key to electricity-carbon conversion is to construct a functional mapping relationship from electricity consumption to total carbon emissions. The indirect carbon emissions of energy producers and consumers can be obtained through the amount of electricity used, that is,

[0080]

[0081] According to the energy indirect utilization ratio β i , the functional mapping relationship between total electricity consumption and total carbon emissions can be constructed:

[0082]

[0083] The specific function is as follows:

[0084]

[0085] Then we can get:

[0086]

[0087] Among them, α is the free carbon quota ratio, θ is the carbon emission factor, the unit is kg / kWh, The power consumption plan is estimated based on historical data and is generally smaller than β i It is the proportion of carbon emissions generated by purchased electricity to total carbon emissions. Therefore, according to the above definition, Expressed as estimated carbon emissions based on historical data.

[0088] S3.(1) If At this time, the prosumer is a power purchasing prosumer, and the constraints are:

[0089]

[0090] (2) If At this time, the prosumer is a power sales prosumer, and the constraints are:

[0091]

[0092] S4. Consider the optimal strategy solution based on the electricity-carbon trading scenario, taking the example of buying electricity and selling carbon. When the prosumer i is in the scenario of buying electricity and selling carbon, the electricity strategy Q e The feasible domain is The amount of electricity that prosumer i needs to purchase is The carbon emission quota sold is The problem P1 to be solved at this time is:

[0093]

[0094] After considering the constraints, the KKT condition needs to be used to solve it. First, the first-order derivative of the objective function in the P1 problem is obtained.

[0095]

[0096] make The unconstrained optimal solution of problem P1 is

[0097]

[0098] S5. Analyze the trading entities in the electricity-carbon market. At a certain trading moment, define the set of all producers and consumers participating in the electricity-carbon market transaction as Since there are two trading objects in the electricity-carbon market, namely green electricity and carbon quotas, according to the buying and selling demand of the two trading objects, prosumers can be divided into four groups, namely: by For example, the prosumers in this group need to purchase electricity and sell surplus carbon quotas in the electricity-carbon trading market.

[0099] In the electricity-carbon trading market, the producer and consumer who has both electricity and carbon quota purchase needs is denoted as g. The prosumer who needs to purchase electricity and sell surplus carbon quotas in the electricity-carbon trading market is denoted as h. The prosumer who needs to sell surplus electricity and purchase carbon quotas is denoted by k. The prosumer who needs to sell both electricity and quota is denoted as l.

[0100] Analyze the trading strategy of the electricity carbon market. The trading strategy of all producers and consumers can be expressed as

[0101] (λ,Q) (19)

[0102] Among them, λ is the electricity price and Q is the electricity quantity.

[0103] The price strategy and transaction volume matrix can be divided into two vectors according to the electricity market and the carbon market, as shown below:

[0104]

[0105] Among them, λ e ,λ c , Q ep , Q cp All are N pro dimensional vector, N pro It is the collection of all electricity prices and quantities that are eligible for trading in the electricity market and carbon market.

[0106] Specifically, belonging to the set Take the producer-consumer g as an example, its trading strategy is

[0107]

[0108] in The first stage optimization results show that About and A function of .

[0109] Analyze the trading mechanism of the electric carbon market. The price formation mechanism and the clearing mechanism, the market transaction is carried out to maximize social welfare and clear the market. Taking the electricity market transaction as an example, its price formation mechanism and clearing algorithm are modeled. The mathematical model is constructed as follows:

[0110] Among them, the transaction volume of electricity producers and consumers cannot exceed the upper limit of the declared volume and the budget balance constraint in the auction mechanism. The constraints are as follows:

[0111]

[0112] Among them, the unified clearing price calculation rule is as follows:

[0113]

[0114] The clearing electricity quantity rule is as follows:

[0115]

[0116] in, represents the electricity transaction volume of electricity buyers i,j, Corresponding to the quotations of the two, λ e* To unify the clearing price for the electricity market, Indicates the buyer's bid with the lowest transaction price. Indicates the highest seller's bid.

[0117] S6. Analyze the coordination mechanism of green power trading and carbon trading, and build a centralized trading and clearing model for the power-carbon market of multiple power producers and consumers. Based on the coordination mechanism of the power-carbon market, the carbon emissions of indirect carbon emissions certified as green electricity are recorded as zero.

[0118] The electricity generated by the prosumer itself is green electricity. Secondly, the electricity obtained by the prosumer through electricity trading is also green electricity. Therefore, the indirect carbon emissions corresponding to these two parts of electricity should be deducted to replace the original indirect carbon emissions. The mathematical expression is as follows:

[0119]

[0120] in, represents the amount of electricity purchased by prosumer i from prosumer j through electricity trading. If the surplus or shortage of electricity of all prosumers can be obtained through trading, then the indirect carbon emissions of the prosumers are 0, and their total carbon emissions are equal to their direct carbon emissions. The updated carbon emission accounting expression of the prosumers is as follows:

[0121]

[0122] Among them, if all the electricity purchased by the prosumer is green electricity, that is The optimal electricity strategy of the prosumer without constraints The update formula is as follows:

[0123]

[0124] S7. Market equilibrium analysis based on Walras' general equilibrium theory; In a perfectly competitive multi-commodity market, if the following three conditions are met:

[0125] (1) For any producer j, j∈{1,2,...J}, y j ∈Y is the optimal production arrangement obtained by maximizing its profit;

[0126] (2) For any consumer i, i∈{1,2,...I}, x i ∈x is the optimal consumption commodity bundle obtained by maximizing its benefits;

[0127] (3) For any commodity g, g∈{1,2,...G}, the market must be cleared at the same time, as follows:

[0128]

[0129] The resource allocation plan and the price vector p * That is, Walrasian general equilibrium is reached, where ωg represents the initial endowment of commodity g.

[0130] S8. Establish the equilibrium condition equation and clearing model of the electricity market. Assume that all producers and consumers in a certain area are self-sufficient in electricity and carbon emission demand in certain periods, and then discuss the Walrasian general equilibrium in these periods.

[0131] The electricity trading market must meet the following three conditions to achieve Walrasian general equilibrium:

[0132] (1) For any electricity purchaser g,h, have

[0133]

[0134] (2) For any electricity seller k, l, have

[0135]

[0136] (3) Clearing of the electricity trading market:

[0137]

[0138] Among them, Q e* ,Ce pro* are the optimal electricity consumption strategy and carbon emission strategy respectively. In the electricity market transaction, the prosumers g and h are the buyers in the electricity trading market; the optimal electricity consumption strategy is k,l are sellers, and the optimal electricity consumption plan is

[0139] S9. Establish equilibrium conditions and clearing model of carbon quota trading market. In the carbon quota trading market, the producer and consumer g, k are buyers, and the optimal carbon emission strategy is Prosumer h,l is the seller, and the optimal carbon emission strategy is The conditions for the carbon market to reach equilibrium are as follows:

[0140] (1) For any carbon purchase method g, k, we have:

[0141]

[0142] (2) For any carbon selling party h, l, we have:

[0143]

[0144] (3) Clearing of the carbon quota trading market:

[0145]

[0146] S10. The equilibrium electricity price and carbon price under independent operation of electricity and carbon markets are λ e*x and λ cx' ,when have

[0147] λ c*' ≥λ c* (37)

[0148] λ e*' ≤λ e* (38)

[0149] S11. Electricity producer-consumer trading model considering social welfare maximization; the social welfare function under the coordination mechanism is:

[0150]

[0151] The social welfare function under the independent operation mechanism is:

[0152]

[0153] When the electricity-carbon market reaches equilibrium, it is necessary to analyze the social welfare under the equilibrium state of the two market mechanisms, that is, to judge the SW * With SW' * The size relationship.

Claims

1. A method for balancing electricity-carbon market transactions for electricity producers and consumers, characterized by: The following steps are included: Step 1: Establish an objective function with the goal of maximizing total benefits, and construct the electricity benefit function of producers and consumers according to the properties of the objective function; Step 2: Construct the electricity-carbon market transaction benefit function, and establish constraints based on the electricity consumption plan estimated based on historical data and the predicted value of the new energy power generation of the prosumer; Step 3: Solve the optimal strategy based on the electricity-carbon trading scenario; Step 4: According to the buying and selling demand of green points and carbon quota trading targets, the producers and consumers are divided into four groups, and the trading strategies and mechanisms of the electricity carbon market are analyzed; Step 5: Analyze the synergy mechanism between green power trading and carbon trading, and build a centralized trading and clearing model for the power-carbon market of multiple power producers and consumers; Step 6: Market equilibrium analysis based on Walras’ general equilibrium theory; Step 7: Construct the electricity market equilibrium condition equation and clearing model; Step 8: Construct the equilibrium condition equation and clearing model of the carbon quota trading market; Step 9: Record the equilibrium electricity price and carbon price under the independent operation of the electricity and carbon markets; Step 10: Establish an electricity producer-consumer trading model that maximizes social welfare.

2. According to the method for balancing electricity carbon market transactions for electricity producers and consumers in claim 1, the characteristic is that: the objective function in step 1 is: In the formula, For the benefit of self-use electricity, For the benefit of electricity trading, For the benefits of carbon quota trading, For total benefit; The electricity benefit function in step 1 is: In the formula, is the electricity benefit function of producer / consumer i, Q e is the electricity consumption level of the prosumer, ω is the economic value of the unit electricity consumption of the prosumer, To ensure that the electricity reaches the maximum demand point of the producer and consumer, is a constant, and η is a preset constant.

3. The electric carbon market transaction balancing method for electric power producers and consumers according to claim 1 is characterized by: The electricity carbon market transaction benefit function described in step 2 is: Where, X + represents max(x,0), and They represent the purchase price of the surplus or shortage electricity and the selling price of the surplus electricity of producer or consumer i, represents the predicted value of renewable energy power generation of prosumer i, represents the actual electricity consumption of prosumer i, which is the decision variable; Obtained through the function mapping relationship from electricity to total carbon emissions: In the formula, is the carbon quota of producer / consumer i, is the carbon emissions of prosumer i, Indirect carbon emissions from energy, is direct carbon emission, α is the free carbon quota ratio, θ is the carbon emission factor, the unit is kg / kWh, is the electricity consumption plan estimated based on historical data, less than β i The proportion of carbon emissions generated by purchased electricity to total carbon emissions; Expressed as estimated carbon emissions based on historical data.

4. The electric carbon market transaction balancing method for electric power producers and consumers according to claim 1 is characterized by: The prosumers described in step 4 are divided into four groups: the prosumers who have both electricity and carbon quota purchase needs in the electricity-carbon trading market are g, The prosumer who needs to purchase electricity and sell surplus carbon quotas in the electricity-carbon trading market is denoted as h. The prosumer who needs to sell surplus electricity and purchase carbon quotas is denoted by k. The prosumer who needs to sell both electricity and quota is denoted as l.

5. The electric carbon market transaction balancing method for electric power producers and consumers according to claim 1 is characterized by: The method for establishing the centralized trading clearing model of the electricity-carbon market for multiple power producers and consumers in step 5 is as follows: the electricity produced by the prosumer itself and the electricity obtained by the prosumer through power trading are green electricity, and the corresponding indirect carbon emissions are deducted to replace the original indirect carbon emissions. The mathematical expression is: In the formula, represents the amount of electricity purchased by prosumer i from prosumer j through electricity trading; The surplus and shortage of electricity of the prosumer is obtained through trading, the indirect carbon emissions of the prosumer are 0, the total carbon emissions are equal to the direct carbon emissions, and the updated carbon emission accounting expression of the prosumer is: All electricity purchased by prosumers is green electricity, i.e. Optimal electricity strategy for prosumers for:

6. The electric carbon market transaction balancing method for electric power producers and consumers according to claim 1 is characterized by: The seven electricity market equilibrium conditions are met: For any electricity purchaser g,h, satisfy For any electricity seller k,l, satisfy The electricity market clearing is: In the formula, Provide users with the best electricity strategy. The power generation predicted for the user, Provide users with the best electricity strategy. The power generation predicted for the user, The power generation predicted for the user, Provide users with the best electricity strategy. The power generation predicted for the user, Provide users with the best electricity usage strategy.

7. The electric carbon market transaction balancing method for electric power producers and consumers according to claim 1 is characterized by: The equilibrium conditions of the carbon quota trading market described in step 8 are met: For any carbon purchase method g, k, For any carbon selling party h,l, The carbon quota trading market clearing is: In the formula, The carbon emissions predicted for users, Provide users with the best carbon emission strategy. The carbon emissions predicted for users, Provide users with the best carbon emission strategy. Provide users with the best carbon emission strategy. Carbon emissions predicted for users Provide users with the best carbon emission strategy. Predicted carbon emissions for users.

8. The electric carbon market transaction balancing method for electric power producers and consumers according to claim 1 is characterized by: The equilibrium electricity price and carbon price under the independent operation of the electricity and carbon markets described in step 9 are λ e*x and λ cx' ,when and 9. The electric carbon market transaction balancing method for electric power producers and consumers according to claim 1 is characterized by: The electricity producer-consumer transaction model described in step 10 includes a social welfare function under a collaborative mechanism and a social welfare function under an independent operation mechanism.

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