Modeling method based on multi-product electricity market clearing and settlement mechanism

Abstract

The invention discloses a modeling method based on a multi-product electricity market clearing and settlement mechanism, and the method comprises the steps: determining key concepts in an electricity market, and the key concepts comprise homogeneous products, heterogeneous products, product groups and product conversion; determining data based on a quotation function; determining data based on a real function; constructing a centralized bidding market quotation and settlement universal model; and constructing a bidding market clearing general model. The mathematical model established by the invention can better express the relation of each factor of the electricity market.

Description

Technical Field

[0001] The present invention relates to an electricity market, and in particular to a modeling method based on a multi-product electricity market clearing and settlement mechanism. Background Art

[0003] In order to learn from the development experience of advanced power markets and provide inspiration and suggestions for power market construction, many scholars have conducted review studies on domestic and foreign power markets in different aspects. Current literature research either does not use mathematical modeling or lacks in-depth analysis of the various factors of the clearing or settlement model, and cannot obtain research conclusions that directly hit the essence. Therefore, it is necessary to design a general formula modeling method for the clearing and settlement mechanism of multi-product power markets to intuitively reveal the commonalities of various mechanisms from the influencing factors, and explain why some mechanisms with huge apparent differences can obtain results close to minimizing costs; use general formulas to help discover the causes and consequences of some common fallacies in existing research, and provide general tools for future product design. Summary of the invention

[0004] In order to overcome the above-mentioned shortcomings and deficiencies of the prior art, an object of the present invention is to provide a modeling method based on a multi-product electricity market clearing and settlement mechanism.

[0005] The purpose of the present invention is achieved through the following technical solutions:

[0006] A modeling method based on the clearing and settlement mechanism of multi-product electricity market, including

[0007] Identify key concepts in electricity markets, including homogeneous products, heterogeneous products, product groups, and product switching;

[0008] Determine the data based on the quotation function;

[0009] Determine data based on real functions;

[0010] Construct a general model for centralized bidding market quotation and settlement;

[0011] Construct a general model for auction market clearing.

[0012] Furthermore, the homogeneous products are products that can be substituted for each other in multi-product transactions, and products that cannot be substituted for each other are heterogeneous products.

[0013] The product group refers to a group of products with common costs, which are divided into a homogeneous product group and a heterogeneous product group according to whether the products are mutually substitutable;

[0014] Product conversion refers to the mutual conversion of products in a heterogeneous product group, and the facilities that realize the conversion are called conversion facilities.

[0015] Further, the data based on the quotation function includes:

[0016] The cost or benefit calculated according to the supplier's or consumer's quotation function is the quotation cost and quotation benefit;

[0017] The difference between the total bid benefits of all consumers in the market and the total bid costs of all suppliers is the market surplus;

[0018] The profit of the market entity calculated based on the clearing price and the quoted price is the market benefit;

[0019] The difference between total market revenue and total market expenditure from the perspective of the market operator, obtained through settlement according to market clearing results and settlement rules, is called settlement surplus.

[0020] Further, the data based on the real function includes:

[0021] The costs or benefits calculated based on the true cost or benefit function of the supplier or consumer are the true costs and true benefits, where the costs do not include any opportunity costs;

[0022] The profit of the market entity calculated by the real function is the real profit;

[0023] The difference between the total real benefits of all consumers and the total real costs of all suppliers is the total social welfare.

[0024] Furthermore, the construction of a general model for centralized bidding market quotation and settlement specifically includes:

[0025] Function and variable naming rules;

[0026] Product quantity expression form;

[0027] General function representation of quotation, cost, benefit and settlement;

[0028] Welfare and surplus are expressed generically.

[0029] Furthermore, the construction of the general clearing model regards market clearing as an optimization problem.

[0030] Furthermore, the construction of the general clearing model is specifically as follows:

[0031] The decision variable is the three-dimensional vector q s and q d ,When all products in the market are homogeneous products or all products adopt single-end quotation, the dimension of decision variables is reduced by one dimension accordingly;

[0032] The market clearing objective function is to maximize the market surplus, which can be expressed as follows

[0033] max R co (qs ,q d )=max(R do (q d )-R so (q s )).

[0034] Furthermore, when the user-side bidding function is a fixed demand quantity, which is independent of the market price, the total bidding benefit of the consumer is a constant, and the objective function of market clearing is simplified to the minimum total bidding cost of all suppliers, as follows:

[0035] R so (q s ).

[0036] Furthermore, electricity market clearing constraints are divided into three categories, including individual constraints of market entities, market public constraints, and market supply and demand balance constraints, among which individual constraints of market entities are divided into supplier constraints and consumer constraints.

[0037] Furthermore, if there are product conversion facilities in the power market, the supply and demand of each type of product in the market may not be equal. The market supply and demand balance constraint needs to be rewritten, and a "conversion subject" is introduced, represented by the serial number "0". The constraint is expressed as follows:

[0038]

[0039] in, Indicates the conversion amount of two products related to the conversion subject. Positive value is transfer-out, negative value is transfer-in. Losses caused by product conversion.

[0040] Compared with the prior art, the present invention has the following advantages and beneficial effects:

[0041] The present invention clarifies the concepts of product groups, product conversion, conversion facilities, market benefits and social welfare in the power market, defines data based on quotation functions and data based on real functions to indicate the more specific nature of the data; proposes eight general expressions of product transaction volumes and general function expressions describing quotations, costs, and benefits, as well as a series of expressions of market surplus, objective functions, and clearing constraints derived therefrom; mathematical models of multiple quotation and settlement mechanisms can be given to compare the differences and commonalities between the mechanisms. The proposed concepts and general modeling can serve as a reference for future research, better understand and express power market issues, make market mechanism research more standardized, facilitate comparison and reference between different studies, and promote the development of the discipline. DETAILED DESCRIPTION

[0042] The present invention will be further described in detail below in conjunction with examples, but the embodiments of the present invention are not limited thereto.

[0043] Example

[0044] A modeling method based on the clearing and settlement mechanism of a multi-product electricity market includes the following:

[0045] Identify key concepts in electricity markets, including homogeneous products, heterogeneous products, product groups, and product switching;

[0046] Specifically:

[0047] Products that can be substituted for each other in multi-product transactions are defined as homogeneous products, and products that cannot be substituted for each other are defined as heterogeneous products.

[0048] Multiple products with common costs can be divided into a product group, which can be further divided into homogeneous product groups and heterogeneous product groups according to the differences of the products.

[0049] Product conversion refers to the mutual conversion of products in heterogeneous product groups, and the facilities that realize the conversion are conversion facilities. Conversion facilities in the electricity market include commercial facilities that participate in market quotations, or public facilities that do not participate in quotations. Both have the same physical effect.

[0050] Determine the data based on the quotation function;

[0051] Taking into account the existence of market power, in fact market players will always make strategic quotations to a certain extent to increase profits, and will not quote completely according to the actual cost. When studying market benefits and social welfare, it is necessary to introduce data based on quotation functions and data based on real functions.

[0052] Data based on quote functions:

[0053] The cost or benefit calculated according to the quotation function of the supplier or consumer is the quotation cost and quotation benefit.

[0054] The difference between the total bidding benefits of all consumers in the market and the total bidding costs of all suppliers is the market surplus.

[0055] The profit of market entities calculated based on the clearing price and quotation is the market benefit.

[0056] The difference between total market revenue and total market expenditure from the perspective of the market operator, obtained through settlement according to market clearing results and settlement rules, is called settlement surplus.

[0057] Data based on real functions:

[0058] The cost or benefit calculated based on the supplier's or consumer's real cost or benefit function is the real cost and real benefit. The cost does not include any opportunity cost.

[0059] The profit of market entities calculated by the real function is the real profit.

[0060] The difference between the total real benefits of all consumers and the total real costs of all suppliers is the total social welfare.

[0061] Construct a general model for centralized bidding market quotation and settlement, specifically:

[0062] The naming rules for functions and variables are as follows: F represents the total quotation function, cost / benefit function or settlement function; f represents the sub-item in these functions; R represents market surplus, C represents market cost, and q represents the number of products. The superscript represents the specific function type. The first digit is s, d or c, where s represents the supply side, d represents the demand side, and c represents the market trading institution or the market as a whole; the second digit is o, s or r, where o represents the cost / benefit / market surplus related to the quotation, s represents the price / settlement surplus related to the market settlement, and r represents the indicator related to the real cost / benefit / market welfare; if the first and second digits are not the above letters, they will be explained separately; the third digit is related to the specific scenario and will be explained separately. The subscript represents the serial number of the market entity or product, product group, etc. The first digit represents the serial number of the market entity; the second digit represents the serial number of the product and the serial number of the public cost related to multiple products; the third digit is related to the specific scenario and will be explained separately. The ∑ in the superscript and subscript represents the overall parameter. In vector variables, the vector element subscript uses "," to separate the serial numbers of variables of different dimensions; if there is a ";", the serial number before the ";" is used to distinguish the vector name, and the serial number after the ";" is used to distinguish the serial numbers of the variables in the vector.

[0063] The method of using the product quantity expression formula is shown in the following example.

[0064]

[0065] Among them, N s , M, N so1 They represent the number of supply-side entities, the number of heterogeneous products, and the number of quotation segments, and all take the maximum value; q s ,q s,pr They represent the supply quantity vectors of each subject on the supply side for each quotation segment and each heterogeneous product; and represents the supply of the bth quotation segment of the mth heterogeneous product by supplier i, and They represent the supply quantity vector and total supply quantity of the mth heterogeneous product by supplier i, respectively. and They represent the supply quantity vector and total supply quantity of each heterogeneous product provided by supplier i, q s is the total transaction volume of all products.

[0066] The general functions of quotation, cost, benefit and settlement are explained by taking the quotation function of supplier i as an example, as follows.

[0067]

[0068]

[0069] Among them, F i so represents the bid function of supplier i, F i so1 、F i so2 and F i so3 They represent the single-segment cost function related only to a single product, the common cost function of a homogeneous product group, and the common cost function of a heterogeneous product group, respectively. and are the sub-items of the corresponding cost function. and are the number of public cost items for homogeneous product groups and heterogeneous product groups, respectively, and the maximum number of related items is taken. The above is the supply-side quotation function. The demand-side quotation function is similar to it, just change the first superscript "s" to "d"; the functions of real cost, real benefit, and supplier market income and consumer market expenditure are also similar to the supply-side quotation function and the demand-side quotation function, respectively, just change the second superscript "o" to "r" and "s" respectively.

[0070] The formula related to welfare and surplus is explained using market surplus as an example, as follows.

[0071]

[0072] R co =R do -R so

[0073] Among them, R do , R so With R co They are the total bidding benefit on the demand side, the total bidding cost on the supply side and the total market surplus. and They represent the bidding benefit of the j-th consumer and the bidding cost of the i-th supplier respectively.

[0074] Construct a general model for auction market clearing, specifically:

[0075] Market clearing can be viewed as an optimization problem.

[0076] The decision variable is the three-dimensional vector q s and q dWhen all products in the market are homogeneous or all products are quoted from a single end, the dimension of the decision variable is reduced by one dimension.

[0077] The market clearing objective function is to maximize the market surplus, which is expressed as follows.

[0078] max R co (q s ,q d )=max(R do (q d )-R so (q s ))

[0079] In some markets, the user-side bidding function is a fixed demand, which is independent of the market price. In this case, the total bidding benefit of consumers is a constant, and the market clearing objective function can be simplified to minimize the total bidding cost of all suppliers, as shown below.

[0080] R so (q s )

[0081] Market clearing constraints can be divided into three categories: individual constraints of market entities, market public constraints, and market supply and demand balance constraints. Among them, individual constraints of market entities are divided into supplier constraints and consumer constraints as shown below. The above constraints are respectively expressed as follows.

[0082]

[0083] in, and N sys The individual constraints of supplier i, consumer j and the number of public resource constraints, letters b and They represent the lower and upper limits of each type of constraint respectively, and the w in the subscript represents the sequence number of the constraint.

[0084] If there are product conversion facilities in the market, the supply and demand of each type of product in the market may not be equal. The market supply and demand balance constraint needs to be rewritten and a "conversion subject" is introduced, represented by the serial number "0". The constraint is expressed as follows.

[0085]

[0086] in, Indicates the conversion amount of two products related to the conversion subject. Positive value means transfer-out, and negative value means transfer-in. Losses caused by product conversion.

[0087] The present invention targets centralized markets and abstracts the market clearing and settlement process into a universal optimization model, objective function constraints, etc. It describes multi-attribute product variables through a high-dimensional vector, and is applicable to scenarios of clearing and settlement of different products and different clearing and settlement mechanisms.

[0088] The present invention also includes a modeling system based on a multi-product electricity market clearing and settlement mechanism, including a concept determination module, a quotation function-based data acquisition module, a real function-based data acquisition module and a general model construction module.

[0089] The modeling method of the present invention determines the concepts of declared cost and real cost. When the subject does not make a strategy and declares according to the real cost, the declared cost reflects the real cost.

[0090] The above embodiments are preferred implementation modes of the present invention, but the implementation modes of the present invention are not limited to the embodiments. Any other changes, modifications, substitutions, combinations, and simplifications that do not deviate from the spirit and principles of the present invention should be equivalent replacement methods and are included in the protection scope of the present invention.

Claims

1. A modeling method based on the clearing and settlement mechanism of a multi-product electricity market, characterized in that: include Identify key concepts in electricity markets, including homogeneous products, heterogeneous products, product groups, and product switching; Determine the data based on the quotation function; Determine data based on real functions; Construct a general model for centralized bidding market quotation and settlement; Construct a general model for auction market clearing.

2. The modeling method according to claim 1, characterized in that: The homogeneous products are products that can be substituted for each other in multi-product transactions, and the products that cannot be substituted for each other are heterogeneous products. The product group refers to a group of products with common costs, which are divided into a homogeneous product group and a heterogeneous product group according to whether the products are mutually substitutable; Product conversion refers to the mutual conversion of products in a heterogeneous product group, and the facilities that realize the conversion are called conversion facilities.

3. The modeling method according to claim 2, characterized in that: Data based on the quote function include: The cost or benefit calculated according to the supplier's or consumer's quotation function is the quotation cost and quotation benefit; The difference between the total bid benefits of all consumers in the market and the total bid costs of all suppliers is the market surplus; The profit of the market entity calculated based on the clearing price and the quoted price is the market benefit; The difference between total market revenue and total market expenditure from the perspective of the market operator, obtained through settlement according to market clearing results and settlement rules, is called settlement surplus.

4. The modeling method according to claim 2, characterized in that: The data based on the real function includes: The costs or benefits calculated based on the true cost or benefit function of the supplier or consumer are the true costs and true benefits, where the costs do not include any opportunity costs; The profit of the market entity calculated by the real function is the real profit; The difference between the total real benefits of all consumers and the total real costs of all suppliers is the total social welfare.

5. The modeling method according to claim 1, characterized in that: The construction of a general model for centralized bidding market quotation and settlement specifically includes: Function and variable naming rules; Product quantity expression form; General function representation of quotation, cost, benefit and settlement; Welfare and surplus are expressed generically.

6. The modeling method according to claim 1, characterized in that: The general clearing model is constructed to regard market clearing as an optimization problem.

7. The modeling method according to claim 6, characterized in that: The construction of the general clearing model is specifically as follows: The decision variable is the three-dimensional vector q s and q d ,When all products in the market are homogeneous products or all products adopt single-end quotation, the dimension of decision variables is reduced by one dimension accordingly; The market clearing objective function is to maximize the market surplus, which can be expressed as follows maxR co (q s ,q d )=max(R do (q d )-R so (q s ))。 8. The modeling method according to claim 7, characterized in that: When the user-side bidding function is a fixed demand quantity, which is independent of the market price, the total bidding benefit of the consumer is a constant, and the market clearing objective function is simplified to the minimum total bidding cost of all suppliers, as follows: myR so (q s )。 9. The modeling method according to claim 8, characterized in that: Electricity market clearing constraints are divided into three categories, including individual constraints of market entities, market public constraints, and market supply and demand balance constraints. Among them, individual constraints of market entities are divided into supplier constraints and consumer constraints.

10. The modeling method according to claim 9, characterized in that: If there are product conversion facilities in the power market, the supply and demand of each type of product in the market may not be equal. The market supply and demand balance constraint needs to be rewritten and a "conversion subject" is introduced, represented by the serial number "0". The constraint is expressed as follows: in, Indicates the conversion amount of two products related to the conversion subject. Positive value is transfer-out, negative value is transfer-in. Losses caused by product conversion.

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