Power market bidding apparatus, computer program for power market bidding apparatus and power market bidding method

Abstract

To provide a power market bidding apparatus, a computer program for a power market bidding apparatus and a power market bidding method which can further increase a bid amount into a power transaction market and can further increase a profit in power transaction.SOLUTION: A power market bidding apparatus 1 comprises: an arithmetic unit 10 of receiving constraints on the output change speeds at which output power can be varied per unit time in a power generator for constantly feeding power to a power system, and calculating a bid amount on time zone bidding for individually making a bid into the power market per predetermined time zone and a bid amount on block bidding for making a bid into the power market for plural time zones in predetermined time zones at once, the total of which satisfies the received constrains; and a bidding execution unit 40 of making a bid into the power market by the bid amount on time zone bidding and the bid amount on block bedding calculated by the arithmetic unit 10.SELECTED DRAWING: Figure 1

Description

[Technical field]

[0001] The present embodiment relates to an electricity market bidding device, a computer program for the electricity market bidding device, and an electricity market bidding method that determine a bidding price before a time period during which electricity is supplied and demanded, and place a bid in the electricity trading market. [Background technology]

[0002] Due to the recent deregulation of the electricity market, new electricity suppliers have entered the electricity business, and electricity has been actively bought and sold through bidding in the electricity trading market. An electricity market bidding device that makes bids for electricity in the electricity trading market is known. [Prior art documents] [Patent documents]

[0003] [Patent Document 1] JP 2019-040483 A Summary of the Invention [Problem to be solved by the invention]

[0004] In recent years, wholesale electricity exchanges have been established in Japan following the deregulation of the electricity market, and electricity suppliers buy and sell electricity through these wholesale electricity exchanges. Power generation companies predict demand from past performance, taking into account information such as weather and the day of the week, and also formulate power generation plans based on the characteristics of the generators, such as power generation costs and operational constraints. Power generation companies buy and sell surplus and shortage electricity through the wholesale electricity exchange based on the formulated power generation plans.

[0005] In order to secure profits from electricity trading, power generation companies utilize computer systems to make accurate demand forecasts and economical power generation plans. It is preferable to make power generation plans that can secure profits in electricity trading.

[0006] From the perspective of revitalizing the market, it is preferable to actively trade surplus electricity. On the other hand, fairness is required in electricity trading.

[0007] In the past, bidding in the electricity trading market was dominated by a time-slot bidding method, in which bids were submitted to the market the day before for 48 products divided into 30-minute intervals. In this time-slot bidding method, the contracts for each time slot are determined independently of the bidding conditions for other time slots. This meant that there were cases where there were different contracts between adjacent time slots.

[0008] In addition, thermal power generators that supply power corresponding to contracts have an upper limit on the speed at which they can adjust their output, and it is necessary to make the difference in contract volume between adjacent time slots smaller than a predefined upper limit (step constraint). For this reason, when a time-based bidding method was adopted for the day-ahead market, the bid volume was restricted, and there was a problem that it was not possible to increase the amount of power traded.

[0009] Currently, it is possible to bid on the energy trading market the day before using a block bidding method in which multiple time slots are bid at once. However, with the conventional technology, it is not possible to increase the amount of bids to the market, and there is a problem in that it is difficult to secure sufficient profits in energy trading.

[0010] The present embodiment has been made in consideration of the above, and aims to provide an electricity market bidding device, a computer program for the electricity market bidding device, and an electricity market bidding method that can increase the bid volume in the electricity trading market and increase profits in electricity trading. [Means for solving the problem]

[0011] The electricity market bidding device of this embodiment has the following features. (1) The electricity market bidding device has a calculation unit and a bid execution unit. (2) The calculation unit receives a constraint on the output change rate at which the output power of a generator that constantly supplies power to the power grid can be varied per unit time. (3) The calculation unit calculates the bid volume for time-of-day bidding, in which bids are made to the electricity market individually for each predetermined time period, and the bid volume for block bidding, in which bids are made to the electricity market collectively for multiple time periods among the predetermined time periods, such that the sum of these bid volumes for time-of-day bidding and block bidding satisfies the received constraint. (4) The bidding execution unit submits bids to the electricity market based on the bid volume for the time-of-day bidding and the bid volume for the block bidding calculated by the calculation unit. [Brief description of the drawings]

[0012] [Figure 1] FIG. 1 is a block diagram showing a configuration of an electricity market bidding device according to a first embodiment. [Diagram 2] FIG. 1 is a diagram showing an example of the relationship between the operating state, start-up, and stop-down of a generator in an electricity market bidding device according to a first embodiment; [Diagram 3] FIG. 1 is a diagram for explaining the relationship between power sources and selling bid amounts in an electricity market bidding device according to a first embodiment. [Figure 4] FIG. 2 is a diagram for explaining the relationship between power sources and purchase bid amounts in the electricity market bidding device according to the first embodiment. [Diagram 5] FIG. 1 is a diagram for explaining the relationship between a block bidding state, a block bidding start, and a block bidding end in the electricity market bidding device according to the first embodiment. [Figure 6] FIG. 1 is a diagram showing an example of an energy transaction related to time-of-day bidding in an energy market bidding device according to a first embodiment. [Figure 7] FIG. 1 is a diagram showing an example of an energy transaction related to a block bid in an energy market bidding device according to a first embodiment. [Figure 8] FIG. 1 is a diagram for explaining a relationship between step constraints and bids in an electricity market bidding device according to a first embodiment. [Figure 9] FIG. 1 is a diagram showing an example of the company's estimated demand information of the electricity market bidding device according to the first embodiment; [Figure 10] FIG. 1 is a diagram showing an example of other company sales plan information of an electricity market bidding device according to a first embodiment; [Figure 11]FIG. 1 is a diagram showing an example of other company purchase plan information of an electricity market bidding device according to the first embodiment; [Figure 12] FIG. 1 is a diagram showing an example of power generation facility information of an electricity market bidding device according to a first embodiment; [Figure 13] FIG. 1 is a diagram showing an example of power generation plan data of an electricity market bidding device according to a first embodiment. [Figure 14] FIG. 1 is a diagram showing an example of day-ahead market expected contract price information of an electricity market bidding device according to a first embodiment; [Figure 15] FIG. 1 is a diagram showing an example of day-ahead market time-slot-specific bid constraint information of an electricity market bidding device according to the first embodiment; [Figure 16] FIG. 1 is a diagram showing an example of day-ahead market block bidding constraint information of an electricity market bidding device according to the first embodiment; [Figure 17] FIG. 2 is a diagram showing an example of day-ahead market time-slot-specific bid proposal data of the electricity market bidding device according to the first embodiment; [Figure 18] FIG. 1 is a diagram showing an example of day-ahead market block bid proposal data of an electricity market bidding device according to the first embodiment; [Figure 19] FIG. 1 is a diagram showing a flow of a computer program for an electricity market bidding device according to a first embodiment. [Figure 20] FIG. 11 is a block diagram showing the configuration of an electricity market bidding device according to a second embodiment. [Figure 21] FIG. 13 is a diagram showing a flow of a computer program for an electricity market bidding device according to a second embodiment. [Figure 22] FIG. 13 is a diagram showing an example of pre-hours market expected contract price information of the electricity market bidding device according to the second embodiment; [Diagram 23] FIG. 13 is a diagram showing an example of time-ahead market bidding constraint data of the electricity market bidding device according to the second embodiment; [Figure 24] FIG. 13 is a diagram showing an example of pre-hours market time slot-specific bid proposal data of the electricity market bidding device according to the second embodiment; [Diagram 25] FIG. 13 is a block diagram showing the configuration of an electricity market bidding device according to a third embodiment. [Figure 26] FIG. 13 is a diagram showing a flow of a computer program for an electricity market bidding device according to a third embodiment. [Figure 27] FIG. 13 is a diagram showing an example of expected contract price information in a supply and demand adjustment market of the electricity market bidding device according to the third embodiment. [Figure 28] FIG. 13 is a diagram showing an example of time-based bidding constraint information in a supply and demand adjustment market of the electricity market bidding device according to the third embodiment. [Figure 29] FIG. 13 is a diagram showing an example of time-slot-specific bid proposal data for the supply and demand adjustment market of the electricity market bidding device according to the third embodiment. DETAILED DESCRIPTION OF THE PREFERRED EMBODIMENTS

[0013] The electricity trading market 80 and the supply and demand adjustment market 90 described below may be collectively referred to as the electricity market. Submitting individual bids for each predetermined time period in the day-ahead market of the electricity trading market 80 may be referred to as time-of-day bidding, and bidding for multiple consecutive time periods collectively may be referred to as block bidding. Submitting a bid before the end of the day's electricity bidding in the hour-ahead market of the electricity trading market 80 may be referred to as hour-ahead bidding. Bidding in the supply and demand adjustment market 90, which is established to adjust the supply and demand of electricity, may be referred to as supply and demand adjustment bidding.

[0014] [First embodiment] [1-1. Configuration] The configuration of an electricity market bidding device 1 will be described as an example of this embodiment with reference to Fig. 1. The electricity market bidding device 1 is configured with a computer. The electricity market bidding device 1 determines the bidding area in which buying and selling transactions will take place, and the bid amount and bid price of electricity for each electricity delivery time period, and submits bids to the electricity trading market 80. In the electricity trading market 80, electricity for a certain period from the next day onwards is bid in measurement units divided into 0 to 30 minutes, 30 to 60 minutes, etc. of each hour.

[0015] The electricity market bidding device 1 includes a calculation unit 10, a memory unit 20, a memory unit 30, and a bidding unit 40. The electricity market bidding device 1 is connected to an electricity trading market 80 via a communication line such as the Internet.

[0016] The electricity trading market 80 is an electricity market where bidding is conducted via the Internet or the like. The electricity trading market 80 consists of two markets: a day-ahead market and an hourly market. The day-ahead market is a market where electricity for one day for each area under the jurisdiction of the former general electric utilities (Hokkaido, Tohoku, Tokyo, Chubu, Hokuriku, Kansai, Chugoku, Shikoku, Kyushu) is bought and sold in units of measurement for a certain period from the next day onwards. The day-ahead market is a market where 48 time periods for one day are simultaneously traded the day before delivery. The hourly market is a market where trading takes place as a continuous market, where buying and selling takes place at any time up to one hour before the delivery of electricity.

[0017] There are two methods of bidding available for the day-ahead market: time-of-day bidding and block bidding. Time-of-day bidding is an energy trading method in which bids and contracts are made by specifying the bid price and bid amount for each time period of the day. Time-of-day bidding entails the risk of contracts not being concluded during certain time periods due to price fluctuations in 30-minute increments, known as "dropped frames."

[0018] Block bidding is an energy trading method in which electricity for multiple time periods is bid on and contracted as a single product. Since electricity for multiple time periods is bid on and contracted as a single product, energy trading through block bidding can avoid the risk of a transaction not being completed, known as "dropped frames."

[0019] In energy trading through block bidding, multiple block bids can be submitted for one power delivery date and bidding area. In energy trading through block bidding, bidding time periods are prohibited from spanning multiple power delivery dates. In addition, in energy trading through block bidding, a single block bid cannot contain both buying and selling bids, so when making a buying and selling bid, the bids are made in two separate block bids.

[0020] By using time-of-day bidding and block bidding in combination and placing block bids for time periods with the same sales volume, it is possible to set the bid volume above the step constraint set for bids using time-of-day bidding alone. The step constraint is a constraint based on the upper limit of the change in generator output. When time-of-day bidding and block bidding are used in combination, the bid volume can be increased compared to when time-of-day bidding alone is used. The change in the total bid volume of time-of-day bidding and block bidding needs to be within the step constraint between time periods where the bid volume changes.

[0021] The storage unit 20 is configured with a storage medium such as a hard disk or a semiconductor memory. The storage unit 20 is connected to the calculation unit 10. The storage unit 20 stores the company's expected demand information 110, other company's sales and purchase plan information 111, power generation facility information 112, day-ahead market expected contract price information 113, day-ahead market time zone-specific bidding constraint information 114, and day-ahead market block bidding constraint information 115. The storage unit 20 may be configured with a server or the like provided outside the electricity market bidding device 1.

[0022] The company's expected demand information 110 is information on the total expected value of the power consumption by area of ​​all customers under contract with the company. The company's expected demand information 110 is created based on the past power consumption record, weather conditions, etc. The company's expected demand information 110 may be information created by an external system, etc.

[0023] The other company sales and purchase plan information 111 is information about the planned value of the power to be sold to or purchased from other companies. The other company sales and purchase plan information 111 may be information created by obtaining the planned value of the power delivery date, purchase by time zone, and sales power from other companies.

[0024] The power generation facility information 112 is various information on power generation facilities owned by the power generation company. The power generation facility information 112 includes information on power generation costs and operational constraints. The power generation facility information 112 is information on the generator name, fuel type, upper and lower limits of power generation output, pump upper limit, water storage capacity, operating time constraints, upper limit of output change rate, fuel cost characteristics, startup costs, etc. The power generation facility information 112 includes information on maximum and minimum output of thermal, pumped storage, and other generators, fuel used for power generation, fuel consumption characteristics, fuel unit price, and various operational constraints of the generator.

[0025] The day-ahead market expected contract price information 113 is information on the expected contract price and expected error range by time zone of the day-ahead market contract data of the electricity trading market 80. The day-ahead market expected contract price information 113 is information that predicts the expected contract price by area, electricity delivery date, and time zone, and the expected error range for the day-ahead market contract data of the electricity trading market 80 based on past trading records, the operating status of power generators nationwide, weather conditions, etc. The day-ahead market expected contract price information 113 may be information predicted by an external system, etc.

[0026] The day-ahead market time-zone specific bidding constraint information 114 is information indicating bidding constraints by time zone in the day-ahead market. The day-ahead market time-zone specific bidding constraint information 114 includes information regarding the upper limit, lower limit, etc. of the bid volume by time zone. The day-ahead market time-zone specific bidding constraint information 114 indicates operational setting values ​​such as the upper limit, lower limit, etc. of the bid volume by area and time zone when making time-zone specific bids in the day-ahead market of the energy trading market 80.

[0027] The day-ahead market block bid constraint information 115 is information indicating bidding constraints for block bids in the day-ahead market. The day-ahead market block bid constraint information 115 includes information regarding the upper and lower limits of bid volume by time period, the minimum duration of bid, etc. The day-ahead market block bid constraint information 115 indicates operational setting values ​​such as the upper and lower limits of bid volume by area and time period, and the minimum duration of bid when placing a block bid in the day-ahead market of the energy trading market 80.

[0028] The calculation unit 10 is composed of a calculation unit of a computer, etc. The calculation unit 10 may be composed of a software module. The calculation unit 10 is connected to a memory unit 20 and a memory unit 30. The calculation unit 10 has a power generation facility information acquisition unit 102, a day-ahead market time slot specific contract amount estimation unit 103, a day-ahead market block contract amount estimation unit 104, a day-ahead market time slot specific bidding constraint acquisition unit 105, a day-ahead market block bidding constraint acquisition unit 106, and a power generation plan bidding proposal formulation unit 107.

[0029] The power generation facility information acquisition unit 102 is connected to the storage unit 20 and the power generation plan bidding proposal formulation unit 107. The power generation facility information acquisition unit 102 may include a transmission / reception circuit. The power generation facility information acquisition unit 102 receives power generation facility information 112 from the storage unit 20. The power generation facility information 112 is various information on power generation facilities owned by the power generation company, and includes information on power generation costs and operational constraints.

[0030] The day-ahead market time slot specific contract amount estimating unit 103 is connected to the memory unit 20 and the power generation plan bidding proposal formulating unit 107. The day-ahead market time slot specific contract amount estimating unit 103 may include a transmission / reception circuit. The day-ahead market time slot specific contract amount estimating unit 103 creates day-ahead market time slot specific expected contract amount data based on day-ahead market expected contract price information 113.

[0031] The day-ahead market time slot specific contract amount estimation unit 103 calculates the probability that a contract for a time slot specific bid will be successful (sometimes referred to as a "time slot specific contract probability"). The day-ahead market time slot specific expected contract amount data includes data on time slot specific contract amounts, expected contract prices, expected error ranges, and time slot specific contract probabilities in the day-ahead market of the energy trading market 80.

[0032] The day-ahead market block contract amount estimating unit 104 is connected to the memory unit 20 and the power generation plan bid proposal formulating unit 107. The day-ahead market block contract amount estimating unit 104 may include a transmission / reception circuit. The day-ahead market block contract amount estimating unit 104 creates day-ahead market block bid expected contract amount data based on the day-ahead market expected contract price information 113.

[0033] The day-ahead market block contract amount estimation unit 104 estimates and calculates the contract amount of block bids in the day-ahead market. The day-ahead market block bid expected contract amount data includes data on the expected contract amount, expected contract price, and expected error range of block bids in the day-ahead market of the energy trading market 80.

[0034] The day-ahead market time slot specific bidding constraint acquisition unit 105 is connected to the storage unit 20 and the power generation plan bidding proposal formulation unit 107. The day-ahead market time slot specific bidding constraint acquisition unit 105 may include a transmission / reception circuit. The day-ahead market time slot specific bidding constraint acquisition unit 105 receives day-ahead market time slot specific bidding constraint information 114 from the storage unit 20. The day-ahead market time slot specific bidding constraint information 114 is information indicating bidding constraints by time slot in the day-ahead market, and includes information regarding the upper limit, lower limit, etc. of the bid amount by time slot.

[0035] The day-ahead market block bid constraint acquisition unit 106 is connected to the memory unit 20 and the power generation plan bid proposal formulation unit 107. The day-ahead market block bid constraint acquisition unit 106 may include a transmission / reception circuit. The day-ahead market block bid constraint acquisition unit 106 receives day-ahead market block bid constraint information 115 from the memory unit 20. The day-ahead market block bid constraint information 115 is information indicating bidding constraints for block bids in the day-ahead market, and includes information regarding the upper and lower limits of bid volume by time period, the minimum duration of bids, etc.

[0036] The power generation plan bid proposal formulation unit 107 is composed of a calculation unit of a computer, etc. The power generation plan bid proposal formulation unit 107 may be composed of a software module of the calculation unit. The power generation plan bid proposal formulation unit 107 is connected to the power generation facility information acquisition unit 102, the day-ahead market time slot specific contract quantity estimating unit 103, the day-ahead market block contract quantity estimating unit 104, the day-ahead market time slot specific bidding constraint acquisition unit 105, the day-ahead market block bidding constraint acquisition unit 106, the memory unit 20, and the memory unit 30.

[0037] The power generation plan bid proposal formulation unit 107 creates a power generation amount plan and an operation or shutdown plan for each power generator, as well as a time-slot-specific bid proposal for the day-ahead market and a block bid proposal for the day-ahead market. The power generation amount plan, the operation shutdown plan, the time-slot-specific bid proposal for the day-ahead market, and the block bid proposal for the day-ahead market are created based on the company's estimated demand information 110, other company's sales and purchase plan information 111, power generation facility information 112, day-ahead market estimated contract price information 113, day-ahead market time-slot-specific bid constraint information 114, day-ahead market block bid constraint information 115, day-ahead market time-slot-specific estimated contract quantity data created by the day-ahead market time-slot-specific contract quantity estimating unit 103, and day-ahead market block bid estimated contract quantity data created by the day-ahead market block contract quantity estimating unit 104.

[0038] The power generation amount plan and operation or shutdown plan for each generator created by the power generation plan bid proposal formulation unit 107 are stored in the memory unit 30 as power generation plan data 116. The time-zone specific bid proposals in the day-ahead market created by the power generation plan bid proposal formulation unit 107 are stored in the memory unit 30 as day-ahead market time-zone specific bid proposal data 117, and the block bid proposals in the day-ahead market are stored as day-ahead market block bid proposal data 118.

[0039] The storage unit 30 is configured with a storage medium such as a hard disk, a semiconductor memory, etc. The storage unit 30 stores power generation plan data 116, day-ahead market time zone specific bid proposal data 117, and day-ahead market block bid proposal data 118.

[0040] The power generation plan data 116 is data related to the power generation amount plan and operation or stop plan of each power generator. The power generation plan data 116 is created by the power generation plan bidding proposal formulation unit 107. The power generation plan data 116 includes information on the operation status (including must run or must stop) by power delivery date, by time period, and by power generation facility, power output, etc.

[0041] The day-ahead market time-slot-specific bid proposal data 117 is data on bid proposals by time slot in the day-ahead market. The day-ahead market time-slot-specific bid proposal data 117 is created by the power generation plan bid proposal formulation unit 107. The day-ahead market time-slot-specific bid proposal data 117 includes information such as bid prices and bid amounts by power delivery date, time slot, and bidding conditions.

[0042] The day-ahead market block bid proposal data 118 is data related to bid proposals for block bids in the day-ahead market. The day-ahead market block bid proposal data 118 is created by the power generation plan bid proposal formulation unit 107. The day-ahead market block bid proposal data 118 includes information such as the power delivery date, bid price by bid block, and bid amount by power delivery date, bid block, and time period.

[0043] The bidding execution unit 40 is composed of a transmission / reception circuit, etc., and a computer calculation unit, etc. The bidding execution unit 40 may be composed of a software module. The bidding execution unit 40 has a day-ahead market bidding execution unit 108. The day-ahead market bidding execution unit 108 receives day-ahead market time slot specific bid proposal data 117 and day-ahead market block bid proposal data 118 stored in the memory unit 30, and executes bidding for the day-ahead market in the energy trading market 80.

[0044] The above is the configuration of the electricity market bidding device 1 according to this embodiment.

[0045] [1-2. Effect]

[0046] Next, an overview of the operation of the electricity market bidding device 1 of this embodiment will be described with reference to FIGS.

[0047] The calculation unit 10 of the electricity market bidding device 1 receives a constraint on the output change rate at which a generator that constantly supplies power to the power grid can vary its output power per unit time, and calculates a bid volume for time-of-day bidding, in which a bid is made to the electricity market individually for each predetermined time period, and a bid volume for block bidding, in which a bid is made to the electricity market collectively for a number of consecutive time periods among the predetermined time periods, such that the sum of these satisfies the received constraint. The constraint on the output change rate at which a generator that constantly supplies power to the power grid can vary its output power per unit time is called a step constraint.

[0048] The bid amount is calculated using an objective function so as to maximize profits. Power generators that constantly supply power to the power grid are mainly thermal power generators.

[0049] The bidding unit 40 submits bids to the energy trading market 80 based on the bid volume for time-of-day bidding and the bid volume for block bid calculated by the calculation unit 10. The energy market bidding device 1 determines the bid volume and bid price, and submits bids for time-of-day bidding and block bid to the energy trading market 80. The energy market bidding device 1 calculates a bid volume such that the change in the total bid volume for time-of-day bidding and block bid is within the step constraint between time periods where the bid volume changes.

[0050] In the energy trading market 80, energy trading is carried out using two bidding methods: time-of-day bidding and block bidding. Time-of-day bidding is an energy trading method in which bidding and contracts are made by specifying the bid price and bid amount for electricity for each time period of the day. Figure 6 shows an example of energy trading using time-of-day bidding. If the contract price in each time period is equal to or higher than the bid price, a contract is made. If a contract is not made due to price fluctuations (sometimes called a "non-contract"), the transaction is not made, which is called a "dropped frame."

[0051] Block bidding is an energy trading method in which electricity for multiple time periods is bid and settled as a single product. Figure 7 shows an example of energy trading based on block bidding. Even if the contract price in some time periods may be higher than the bid price, electricity for multiple time periods is bid and settled as a single product, so energy trading based on block bidding can avoid the risk of transactions not being completed, known as "dropped frames."

[0052] When bidding only by time of day bidding, the bid volume needs to be within the step constraint between time periods. However, when bidding using both time of day bidding and block bidding, the total bid volume of time of day bidding and block bidding only needs to be within the step constraint between time periods. By placing block bidding for time periods with the same sales volume, it is possible to set the bid volume at or above the step constraint, which is a constraint based on the upper limit of the amount of change in the generator's output, compared to when only time of day bidding is used.

[0053] The electricity market bidding device 1 according to this embodiment performs time-of-day bidding and block bidding for the same time period. Figure 8 shows the relationship between the step constraint and bidding when time-of-day bidding and block bidding for the same time period are performed by the electricity market bidding device 1. By performing bidding using both time-of-day bidding and block bidding, the bid volume can be increased compared to when only time-of-day bidding is performed.

[0054] Block bidding allows electricity to be sold during all bidding time slots, preventing so-called "dropped frames" in which no contract is concluded during some time slots. Furthermore, by bidding by time slot for time slots covered by block bidding, electricity that is not bid on can be reduced.

[0055] The electricity market bidding device 1 calculates a bid volume such that the change in the total bid volume of time-of-day bidding and block bidding is within the step constraint between time periods when the bid volume changes, and submits bids to the electricity trading market 80 using both time-of-day bidding and block bidding.

[0056] The detailed operation of the electricity market bidding device 1 is as follows.

[0057] The memory unit 20 stores the company's expected demand information 110, other company sales and purchase plan information 111, power generation facility information 112, day-ahead market expected contract price information 113, day-ahead market time zone-specific bidding constraint information 114, and day-ahead market block bidding constraint information 115.

[0058] The company's expected demand information 110 is information on the total expected value of the power consumption by area of ​​all customers under contract with the company. The company's expected demand information 110 is created based on the past power consumption record, weather conditions, etc. The company's expected demand information 110 may be information created by an external system, etc.

[0059] The other company sales and purchase plan information 111 is information on planned values ​​of electricity to be sold to or purchased from other companies. The other company sales and purchase plan information 111 includes other company sales plan information 111a and other company purchase plan information 111b. The other company sales plan information 111a is information on planned values ​​of electricity to be sold to other companies, and the other company purchase plan information 111b is information on planned values ​​of electricity to be purchased from other companies. The other company sales and purchase plan information 111 may be information created by obtaining the electricity delivery date, purchase by time zone, and planned values ​​of electricity sales from other companies.

[0060] The power generation facility information 112 is various information on power generation facilities owned by the power generation company. The power generation facility information 112 includes information on power generation costs and operational constraints. The power generation facility information 112 is information on the generator name, fuel type, upper and lower limits of power generation output, pump upper limit, water storage capacity, operating time constraints, upper limit of output change rate, fuel cost characteristics, startup costs, etc. The power generation facility information 112 includes information on maximum and minimum output of thermal, pumped storage, and other generators, fuel used for power generation, fuel consumption characteristics, fuel unit price, and various operational constraints of the generator.

[0061] The day-ahead market expected contract price information 113 is information on expected contract prices by time period and expected error ranges in the day-ahead market of the electricity trading market 80. The day-ahead market expected contract price information 113 is information that predicts expected contract prices by area, electricity delivery date, and time period and expected error ranges regarding contracts in the day-ahead market of the electricity trading market 80 based on past trading records, the operating status of power generators nationwide, weather conditions, etc. The day-ahead market expected contract price information 113 may be information predicted by an external system, etc.

[0062] The day-ahead market time-zone specific bidding constraint information 114 is information indicating bidding constraints by time zone in the day-ahead market. The day-ahead market time-zone specific bidding constraint information 114 includes information regarding the upper limit, lower limit, etc. of the bid volume by time zone. The day-ahead market time-zone specific bidding constraint information 114 indicates operational setting values ​​such as the upper limit, lower limit, etc. of the bid volume by area and time zone when making time-zone specific bids in the day-ahead market of the energy trading market 80.

[0063] The day-ahead market block bid constraint information 115 is information indicating bidding constraints for block bids in the day-ahead market. The day-ahead market block bid constraint information 115 includes information regarding the upper and lower limits of bid volume by time period, the minimum duration of bid, etc. The day-ahead market block bid constraint information 115 indicates operational setting values ​​such as the upper and lower limits of bid volume by area and time period, and the minimum duration of bid when placing a block bid in the day-ahead market of the energy trading market 80.

[0064] The calculation unit 10 performs the following operations.

[0065] The power generation facility information acquisition unit 102 of the calculation unit 10 receives the power generation facility information 112 from the storage unit 20. The power generation facility information 112 is various information on the power generation facilities owned by the power generation company, and includes information on power generation costs and operational constraints.

[0066] The day-ahead market time slot-specific contract quantity estimation unit 103 creates day-ahead market time slot-specific expected contract quantity data based on the day-ahead market expected contract price information 113. The day-ahead market time slot-specific contract quantity estimation unit 103 calculates the probability that a contract for a time slot-specific bid will be successful (sometimes referred to as the "time slot-specific contract probability"). The expected time slot-specific contract quantity is calculated based on the time slot-specific contract probability. The day-ahead market time slot-specific expected contract quantity data includes data on time slot-specific contract quantity, expected contract price, expected error range, and time slot-specific contract probability in the day-ahead market of the electricity trading market 80.

[0067] The day-ahead market block contract quantity estimation unit 104 creates day-ahead market block bid expected contract quantity data based on the day-ahead market expected contract price information 113. The day-ahead market block contract quantity estimation unit 104 predicts and calculates the block bid contract quantity in the day-ahead market. The day-ahead market block bid expected contract quantity data includes data on the block bid contract quantity, expected contract price, and expected error range in the day-ahead market of the power trading market 80.

[0068] The day-ahead market time-zone specific bidding constraint acquisition unit 105 receives day-ahead market time-zone specific bidding constraint information 114 from the storage unit 20. The day-ahead market time-zone specific bidding constraint information 114 is information indicating bidding constraints by time zone in the day-ahead market, and includes information on the upper limit, lower limit, etc. of the bid amount by time zone.

[0069] The day-ahead market block bid constraint acquisition unit 106 receives day-ahead market block bid constraint information 115 from the storage unit 20. The day-ahead market block bid constraint information 115 is information indicating bidding constraints for block bids in the day-ahead market, and includes information regarding the upper and lower limits of bid volume by time period, the minimum duration of bids, etc.

[0070] The power generation plan bid proposal formulation unit 107 creates power generation plan data 116, which is a power generation amount plan and an operation or shutdown plan for each power generator, as well as day-ahead market time slot specific bid proposal data 117 and day-ahead market block bid proposal data 118. The power generation plan data 116, day-ahead market time slot specific bid proposal data 117 and day-ahead market block bid proposal data 118 are created based on the company's estimated demand information 110, other company's sales and purchase plan information 111, power generation facility information 112, day-ahead market estimated contract price information 113, day-ahead market time slot specific bid constraint information 114, day-ahead market block bid constraint information 115, day-ahead market time slot specific estimated contract quantity data created by the day-ahead market time slot specific contract quantity estimating unit 103, and day-ahead market block bid estimated contract quantity data created by the day-ahead market block contract quantity estimating unit 104.

[0071] The power generation plan bid proposal formulation unit 107 calculates the bid volumes for time-of-day bidding and block bidding such that the change in the total bid volumes for time-of-day bidding and block bidding is within the step constraint between time periods in which the bid volumes change, and creates power generation plan data 116, day-ahead market time-of-day bidding proposal data 117, and day-ahead market block bid proposal data 118.

[0072] The power generation plan data 116 , the day-ahead market time slot specific bid proposal data 117 and the day-ahead market block bid proposal data 118 are stored in the storage unit 30 .

[0073] The power generation plan data 116 is data related to the power generation amount plan and operation or stop plan of each power generator. The power generation plan data 116 includes information on the operation status (including must run or must stop) of each power generation facility by power delivery date, by time period, and by power generation facility, and power generation output, etc.

[0074] The day-ahead market time-slot-specific bid proposal data 117 is data on bid proposals by time slot in the day-ahead market. The day-ahead market time-slot-specific bid proposal data 117 includes information on bid prices, bid amounts, etc. by power delivery date, time slot, and bidding conditions.

[0075] The day-ahead market block bid proposal data 118 is data related to bid proposals for block bids in the day-ahead market. The day-ahead market block bid proposal data 118 includes information such as bid prices by power delivery date and by bid block, and bid amounts by power delivery date, bid block, and time period.

[0076] The day-ahead market bidding execution unit 108 of the bidding execution unit 40 receives the day-ahead market time zone specific bid proposal data 117 and the day-ahead market block bid proposal data 118 stored in the memory unit 30, and executes bidding for the day-ahead market in the power trading market 80.

[0077] The above operations are realized by the program shown in Fig. 19. The program shown in Fig. 19 is built into the electricity market bidding device 1.

[0078] (Step S01: Receiving the company's expected demand information 110) The power generation plan bid proposal formulation unit 107 receives the company's estimated demand information 110 from the storage unit 20. The power generation plan bid proposal formulation unit 107 receives the company's estimated demand information 110 for the period during which bidding is to be made to the electricity trading market 80. An example of the company's estimated demand information 110 is shown in Fig. 9. The company's estimated demand information 110 is information relating to the company's estimated demand values ​​by electricity delivery date, time period, and area.

[0079] (Step S02: Receiving other company's sales plan information 111a) The power generation plan bidding proposal formulation unit 107 receives other company sales plan information 111a from the memory unit 20. The other company sales plan information 111a is included in the other company sales and purchasing plan information 111. The power generation plan bidding proposal formulation unit 107 receives other company sales plan information 111a for the period during which bidding will be made to the electricity trading market 80. An example of the other company sales plan information 111a is shown in FIG. 10. The other company sales plan information 111a is information regarding electricity sales plans to other companies. The other company sales plan information 111a indicates the total value of the sales plan amount for each time period by trading company.

[0080] (Step S03: Receiving other company purchase plan information 111b) The power generation plan bidding proposal formulation unit 107 receives other company purchasing plan information 111b from the memory unit 20. The other company purchasing plan information 111b is included in the other company sales and purchase plan information 111. The power generation plan bidding proposal formulation unit 107 receives other company purchasing plan information 111b for the period during which bidding is to be made to the power trading market 80. An example of other company purchasing plan information 111b is shown in FIG. 11. The other company purchasing plan information 111b is information regarding power purchasing plans from other companies. The other company purchasing plan information 111b indicates the total value of the purchasing plan amount for each time period by trading company.

[0081] (Step S04: Receiving power generation facility information 112) The power generation facility information acquisition unit 102 receives the power generation facility information 112 from the storage unit 20. The power generation facility information acquisition unit 102 receives the power generation facility information 112 for the period for which bidding is to be made to the electricity trading market 80. An example of the power generation facility information 112 is shown in FIG. 12. The power generation facility information 112 is information on the power generation cost and operational constraints of the generator. The power generation facility information 112 indicates, for each generator name, the fuel type, generator output upper and lower limits, pump upper limit, water storage capacity, operating time constraints, output change rate upper limit, fuel cost characteristics, and startup costs. The fuel cost characteristics are coefficients for calculating the power generation cost from the generator output.

[0082] (Step S05: Receiving the previous day's market estimated contract price information 113, and calculating the contract probability by time period) The day-ahead market time zone contract amount estimating unit 103 and the day-ahead market block contract amount estimating unit 104 receive day-ahead market expected contract price information 113 from the storage unit 20. The day-ahead market expected contract price information 113 is information regarding the electricity delivery date by area, the expected contract price by time zone, and the expected error range in the day-ahead market of the electricity trading market 80.

[0083] Furthermore, the day-ahead market time slot-specific contract quantity estimation unit 103 creates day-ahead market time slot-specific expected contract quantity data based on the day-ahead market expected contract price information 113. The day-ahead market time slot-specific contract quantity estimation unit 103 calculates time slot-specific contract probability. The time slot-specific contract probability is the probability that a contract for a time slot-specific bid will be successful. The time slot-specific contract quantity is calculated based on the time slot-specific contract probability. The day-ahead market time slot-specific expected contract quantity data includes data on time slot-specific contract quantity, expected contract price, expected error range, and time slot-specific contract probability in the day-ahead market of the electricity trading market 80.

[0084] The time-slot specific contract volume is calculated by multiplying the bid volume by the time-slot specific contract probability (Equation 1).

number

[0085]

number

[0086] (Step S06: Receiving the day-ahead market time zone bidding constraint information 114) The day-ahead market time slot-specific bidding constraint acquisition unit 105 receives day-ahead market time slot-specific bidding constraint information 114 from the storage unit 20. An example of the day-ahead market time slot-specific bidding constraint information 114 is shown in Fig. 15. The day-ahead market time slot-specific bidding constraint information 114 is information that indicates bidding constraints by time slot in the day-ahead market of the energy trading market 80. The day-ahead market time slot-specific bidding constraint information 114 indicates operational setting values ​​such as upper and lower limits of bid volume by time slot and minimum bidding duration by area.

[0087] The day-ahead market block bid constraint acquisition unit 106 receives day-ahead market block bid constraint information 115 from the storage unit 20. An example of the day-ahead market block bid constraint information 115 is shown in Fig. 16. The day-ahead market block bid constraint information 115 is information that indicates bidding constraints for block bids in the day-ahead market. The day-ahead market block bid constraint information 115 indicates operational setting values ​​such as upper and lower limits of bid volume by area and by time period, and minimum duration of bidding.

[0088] (Step S07: Creating power generation plan data and bidding proposal data) The power generation plan bid proposal formulation unit 107 creates power generation plan data 116, day-ahead market time slot specific bid proposal data 117, and day-ahead market block bid proposal data 118. The power generation plan bid proposal formulation unit 107 creates power generation plan data 116 that satisfies the company's expected demand and other company sales and purchase plans. The power generation plan bid proposal formulation unit 107 creates the power generation plan data 116, day-ahead market time slot specific bid proposal data 117, and day-ahead market block bid proposal data 118 so as to minimize the overall cost.

[0089] Step S07 includes steps S701 to S705.

[0090] (Step S701: Setting constraints) The power generation plan bidding proposal formulation unit 107 creates various constraints such as supply and demand balance constraints. As an example of constraints, constraints related to supply and demand balance and mathematical models are shown below.

[0091] The constraint on the supply and demand balance is based on the following (Equation 2). The constraint on the supply and demand balance is based on the total output of thermal power generators, pumped storage generators, and other power sources (other in-house generators and purchase plans from other companies) being equal to the total of forecast demand, sales from other companies, and market trading volume. The constraint on the supply and demand balance may also include the output of storage batteries. Storage batteries are treated the same as pumped storage generators in the constraint equation (Equation 2).

number

[0092] Figure 2 shows the relationship between the 0-1 variables of the thermal power generator's operating state z, startup start v, and shutdown start w. In Figure 2, t indicates the target time period, and t-1 indicates the time period just before the target time period. z indicates the generator's operating state, v indicates startup start, and w indicates shutdown start. As an example, the generator is a thermal power generator. In Figure 2, the thermal power generator's operating state z, startup start v, and shutdown start w have the logical relationship shown in Equation 3 below. Startup and shutdown do not occur simultaneously.

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[0093] The output of a thermal generator is within the range of the upper and lower limits. The output of a thermal generator is greater than or equal to the minimum output. The output of a thermal generator is determined by the following (Equation 4).

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[0094] There is an upper limit to the rate of change of output from a thermal power generator. The upper limit of the rate of change of output from a thermal power generator at the initial time (t=0) is given by the following (Equation 5). (Equation 5) is a constraint equation subject to a step constraint. A step constraint is a constraint on the rate of change of output, at which the output power can be varied per unit time, of a generator that constantly supplies power to the power grid. Generators that constantly supply power to the power grid are mainly thermal power generators.

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[0095] The upper limit of the rate of change in output between the output at the start of the stop curve and the output in the time period preceding that is restricted by the following (Equation 6).

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[0096] The upper limit of the output change rate for the time period other than the initial time (t=0) and the start of the stop curve is determined by the following (Equation 7).

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[0097] Actual power demand may fluctuate relative to the forecast demand. For this reason, a certain percentage of power greater or less than the forecast demand may be required as the total output of generators in operation. Power greater or less than the forecast demand at a certain percentage is called reserve power. The constraints on reserve power are as follows (Equation 8).

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[0098] For thermal power generators, there are time periods during which operation is necessary (sometimes called "must run"), so a restriction is imposed that the generator cannot be stopped during the must run time periods. Also, if there are time periods during which operation is necessary to stop (sometimes called "must stop"), a restriction may be imposed that the generator cannot be operated during the must stop time periods.

[0099] The upper and lower limits for when the pumped storage generator is generating power or pumping are restricted by the following (Equation 9). The restriction by (Equation 9) also indicates that the pumped storage generator cannot generate power and pump at the same time.

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[0100] The upper and lower limits of the amount of water stored by the pumped storage generator are determined by the following (Equation 10).

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[0101] If there is a time period during which the pumped-storage generator must be stopped (must stop) for operational reasons, a restriction may be imposed that prohibits the pumped-storage generator from being operated during the must stop time period.

[0102] (Step S702: Calculation of expected contract price and contract probability in the previous day market) The day-ahead market time-zone-specific contract amount estimating unit 103 calculates the expected contract price by time zone in the day-ahead market and the contract probability by time zone based on the day-ahead market expected contract price information 113 received from the storage unit 20. Fig. 14 shows an example of the day-ahead market expected contract price information 113. The day-ahead market time-zone-specific contract amount estimating unit 103 calculates the expected contract price by time zone in the day-ahead market by the following (Equation 11).

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[0103] The day-ahead market time-zone specific contract amount estimation unit 103 calculates the time-zone specific contract probability by the following (Equation 12). As an example, in this embodiment, an example is shown in which a value for taking into account the day-ahead market price estimated error is appropriately set, and the contract probability is 1. When the bid amount=0, the contract amount is 0 even if the contract probability is 1. The time-zone specific contract probability may be set to a numerical value between 0 and 1 based on the past day-ahead market estimated contract price information 113 received in step S06.

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[0104] The day-ahead market block contract amount estimation unit 104 calculates the expected contract price and contract probability of the block bid in the day-ahead market based on the day-ahead market expected contract price information 113 shown in FIG.

[0105] The day-ahead market block contract amount estimation unit 104 calculates the estimated contract price of the block bid by the following (Equation 13).

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[0106] The day-ahead market block contract quantity estimation unit 104 calculates the contract probability of a block bid in the day-ahead market using the following (Equation 14). As an example, in this embodiment, an example is shown in which the value for taking into account the market price estimated error is appropriately set so that the contract probability is 1. When the bid volume=0, the contract quantity is 0 even if the contract probability is 1. The contract probability of a block bid may be set to a numerical value between 0 and 1 based on the past day-ahead market estimated contract price information 113 received in step S05.

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[0107] (Step S703: Creating day-ahead market bidding constraints and allocating day-ahead market bidding volume) The day-ahead market block contract volume estimation unit 104 creates bidding constraints, which are various constraint conditions related to bidding in the day-ahead market, and allocates the generator output to the bid volume based on the contract volume by time period and the estimated volume of the block bid contract.

[0108] Figure 3 shows the relationship between power sources and bid amounts (selling bid amounts). In Figure 3, the output of power source g is allocated to block bid k in time period t. g,t,k sell,block It is indicated by bid g,t,k sell,block The value of is non-negative. For example, allocating the output of generator 1 to block bid 1 (sell bid amount) in time slot 2 is bid 1,2,1 sell,block It is shown that:

[0109] In FIG. 3, the output of power source g is allocated to the time-specific bid m in time period t. g,t,m sell,norm It is indicated by bid g,t,m sell,norm The value of is non-negative. For example, allocating the output of generator 2 to time-specific bid 1 in time slot 6 is bid 2,6,1 sell,norm It is shown that:

[0110] FIG. 4 shows the relationship between power sources and bid volumes (buy bid volumes). FIG. 4 shows constraints related to bidding. In FIG. 4, the bid limit is set to 100%. g,t,k buy、block It is indicated by bid g,t,k buy、block The value of is non-negative. For example, to suppress the output of power source 1 by the amount of the purchase bid made in block bid 1 in time slot 2, bid 1,2,1 buy、block It is shown that:

[0111] In FIG. 4, the output of power source g is restricted by the amount of the purchase bid made in the time-specific bidding m in the time period t. g,t,m buy、norm It is indicated by bid g,t,m buy、norm The value of is non-negative. For example, to suppress the output of power source 2 by the amount of the purchase bid made in time-specific bidding 1 in time slot 6, bid 2,6,1 buy,norm It is shown that:

[0112] The day-ahead market block contract amount estimation unit 104 calculates the total supply amount for time-of-day bidding of each power source by the following (Equation 15).

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[0113] The relationship between the amount of each power source allocated to time-of-day bidding and the time-of-day bidding volume for the system is given by the following (Equation 16).

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[0114] The upper and lower limits of the bid volume for each time period are determined by the following (Equation 17).

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[0115] The total allocation amount for each power source to the block bid is calculated as follows (Equation 18).

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[0116] The sum of the amount of each power source's contribution to the block bidding and the amount of each power source's contribution to the time-specific bidding will be less than or equal to the maximum output of each power source minus the allocation amount, and the relationship will be as shown in the following (Equation 19).

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[0117] The relationship between the allocation amount to the block bid of each power source and the block bid amount for the system is given by the following (Equation 20).

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[0118] The upper and lower limits of the block bid volume are constrained as follows (Equation 21).

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[0119] The relationship between the block bid state, block bid start, and block bid end is shown in Figure 5. In Figure 5, t indicates the target time slot, and t-1 indicates the time slot immediately preceding the target time slot. zbid indicates the block bid state, vbid indicates the block bid start, and wbid indicates the block bid end. One example of the generator is a thermal power generator. The logical relationship between the block bid state, block bid start, and block bid end is given by the following (Equation 22).

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[0120] 5 and the following (Formula 23) show that the start of a block sell bid and the end of a block sell bid do not occur simultaneously, and the start of a block buy bid and the end of a block buy bid do not occur simultaneously. In this embodiment, it is permitted that a time-specific bid and a block bid occur simultaneously, and that selling and buying occur simultaneously, but a similar formula may be used to impose a constraint on block bids that buying and selling do not occur simultaneously, and a constraint on time-specific bids and block bids do not occur simultaneously.

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[0121] The following (Equation 24) shows that if a bid is being made in the initial state (t=0), the bidding state (minimum duration - elapsed time during bidding) will continue, and if there is a time period during which bidding is being made, bidding cannot be started for the minimum previous duration that includes that time period.

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[0122] (Step S704: Creating a power generation plan and calculating the bid amount) The power generation plan bid proposal formulation unit 107 creates a power generation plan (start / stop of each generator and output by time period) based on the objective function of the following (Equation 25), and calculates the bid amount to be placed on the power trading market. The power generation plan bid proposal formulation unit 107 calculates the bid amount to be placed on the day-ahead market so as to minimize the objective function of (Equation 25), and sets this as the bid amount to be placed on the power trading market.

[0123] The objective function for (Equation 25) represents the sum over a period of the following: total thermal power generation cost and startup cost - expected value of revenue obtained from the market through block selling bidding - expected value of revenue obtained from the market through time-of-day selling bidding + selling commission + expected value of costs paid to the market through block buying bidding + expected value of costs paid to the market through time-of-day buying bidding + buying commission + buying consumption tax. The objective function for (Equation 25) is calculated using various constraints, expected contract prices, and contract probabilities related to the processing of steps S701 to S703.

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[0124] In (Formula 25), PRICE and FEE do not include consumption tax, but they may include consumption tax.

[0125] By performing a calculation to minimize this objective function, the following value is calculated. The objective function in (Equation 25) is formulated as a mixed integer programming problem based on the constraint conditions described above, and the optimal solution is calculated.

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[0126] The power generation plan bidding proposal formulation unit 107 solves the mixed integer programming problem and calculates the variable p i,t , pc i,t , p.d. i,t , z i,t , v i,t , w i,t , z j,t hat Based on this, the power generation plan data 116 is created in the format shown in Fig. 13. The power generation plan data 116 is stored in the storage unit 30.

[0127] (Step S705: Creating a day-ahead market bidding plan) The power generation plan bid proposal formulation unit 107 creates day-ahead market time zone bid proposal data 117 and day-ahead market block bid proposal data 118. The power generation plan bid proposal formulation unit 107 uses the variable totalbid calculated in step S704. m,t sell,norm (bid volume for time slot specific bid m in time slot t), totalbid m,t buy,norm If the value of (bid volume for time-slot specific buy bid m in time slot t) is not 0, set it as the bid volume for bidding condition 1, and set the expected contract price PRICE m,t sell,norm, or PRICE m,t buy,norm , as the bid price of bidding condition 1, and prepare day-ahead market time-specific bid proposal data 117 in the format shown in FIG.

[0128] The bid price may be determined based on the startup cost, fuel cost, and trading profit margin of the generator corresponding to each bid data, regardless of the expected contract price. In this embodiment, the bidding conditions 2 and thereafter are not set. The day-ahead market time zone-specific bid proposal data 117 is stored in the storage unit 30.

[0129] The variable totalbid calculated in step S704 k,t sell,block (Bid volume for block sell bid k in time slot t), totalbid k,t buy,block (Bid volume of block buy bid k in time slot t) is set as the bid volume of block k if there is a time slot whose value is not 0. The expected contract price (PRICE k,t sell,block , or PRICE k,t buy,block ), the bid price (PRICE k sell,block , PRICE k buy,block ) is calculated.

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[0130] The power generation plan bid proposal formulation unit 107 creates day-ahead market block bid proposal data 118 in the format shown in Fig. 18. The day-ahead market block bid proposal data 118 is stored in the storage unit 30. Generally, the contract price for a block bid in the power trading market is the average price during the bidding time period. In this embodiment, to ensure contract, a bid proposal is created at the minimum price during the bidding time period for selling, and at the maximum price during the bidding time period for buying.

[0131] The bid price may be calculated based on the startup cost, fuel cost, and trading profit margin of the generator corresponding to each bid data, instead of using (Formula 26). Note that the bid amount in the case of a sell bid is set to a negative value in accordance with the interface when bidding on the energy trading market 80.

[0132] (Step S08: Executing a bid on the day-ahead market) The day-ahead market bidding execution unit 108 of the bidding execution unit 40 submits bids to the day-ahead market of the energy trading market 80 based on the day-ahead market time slot bid proposal data 117 and the day-ahead market block bid proposal data 118. Bidding to the energy trading market 80 is conducted via a line such as the Internet. This completes the bidding process for the energy trading market 80 by the energy market bidding device 1.

[0133] The above is the operation of the electricity market bidding device 1 according to this embodiment.

[0134] [1-3. Effects] (1) According to this embodiment, the electricity market bidding device 1 receives a constraint on the output change rate at which a generator that constantly supplies power to a power grid can fluctuate its output power per unit time, and includes a calculation unit 10 that calculates bid volumes for time-of-day bidding, in which bids are made to the electricity market individually for each predetermined time period, and bid volumes for block bidding, in which bids are made to the electricity market collectively for a number of consecutive time periods among the predetermined time periods, such that the sum of these satisfies the received constraint, and a bid execution unit 40 that places bids on the electricity market based on the time-of-day bidding and block bidding bid volumes calculated by the calculation unit 10. Therefore, it is possible to provide an electricity market bidding device 1 that can increase the bid volume on the electricity market and increase profits in electricity trading.

[0135] (2) The bid volumes for time-of-day bidding and block bidding are calculated using an objective function to maximize profits, making it possible to conduct transactions in the electricity market more economically.

[0136] (3) The generator that constantly supplies power to the power grid is a thermal power generator. By conducting power trading using the power market bidding device 1 according to the present embodiment, it is possible to prevent the thermal power generator from operating at a rate that exceeds the output change rate at which the output power can be changed per unit time. This makes it possible to realize a stable power supply.

[0137] Based on constraints including the upper limit of the output change rate at which the generator's output power can be changed per unit time, bidding is conducted by block bidding, in which a plurality of consecutive time slots out of a predetermined time slot are collectively bid to the electricity market, as well as time-of-day bidding, in which a bid is conducted to the electricity market individually for each predetermined time slot, so that the bid amount can be increased close to the upper limit of the generator's power generation capacity. As a result, profits in the electricity trading market can be increased, and overall profits can be made larger. In addition, since it is possible to prevent agreements that exceed the step constraint, it is possible to avoid the occurrence of imbalances in which power demand and supply are not matched.

[0138] [2. Second embodiment] [2-1. Configuration] The electricity market bidding device 1 according to the second embodiment will be described with reference to Fig. 20. In addition to the components of the electricity market bidding device 1 according to the first embodiment, the electricity market bidding device 1 according to the second embodiment has an hourly market time slot-specific contract amount estimating unit 201 and an hourly market time slot-specific bid constraint acquiring unit 202 in the calculation unit 10, and an hourly market bid executing unit 203 in the bid executing unit 40. The storage unit 20 stores hourly market estimated contract price information 204 and hourly market time slot-specific bid constraint information 205. The storage unit 30 stores hourly market time slot-specific bid proposal data 206.

[0139] Other configurations of the electricity market bidding device 1 according to the second embodiment are the same as the configuration of the electricity market bidding device 1 according to the first embodiment shown in Fig. 1. The same components as those of the electricity market bidding device 1 according to the first embodiment are denoted by the same reference numerals, and duplicated explanations will be omitted.

[0140] The pre-hour market expected contract price information 204 stored in the storage unit 20 is information on expected contract prices by time zone and expected price fluctuation ranges in the pre-hour market in the electricity trading market 80. The expected contract prices by time zone are expected values ​​of the average contract price during the order acceptance period. The pre-hour market expected contract price information 204 may be information created by an external system or the like based on past trading records, the operating status of generators of each power company, weather conditions, and the like.

[0141] The pre-hour market time slot-specific bidding constraint information 205 stored in the storage unit 20 is information on bidding constraints when bidding in the pre-hour market of the power trading market 80. The pre-hour market time slot-specific bidding constraint information 205 is information on operational setting values ​​such as upper and lower limits of bid amounts by power source unit and by time slot in the pre-hour market.

[0142] The pre-hour market time slot specific contract quantity estimating unit 201 of the calculation unit 10 is composed of a calculation unit of a computer, etc. The pre-hour market time slot specific contract quantity estimating unit 201 may be composed of a software module. The pre-hour market time slot specific contract quantity estimating unit 201 may include a transmission / reception circuit, etc. The pre-hour market time slot specific contract quantity estimating unit 201 is connected to the memory unit 20 and the power generation plan bidding proposal formulation unit 107.

[0143] The pre-hour market time slot specific contract amount estimating unit 201 creates time slot specific contract amount data based on the pre-hour market estimated contract price information 204. The pre-hour market time slot specific contract amount estimating unit 201 predicts and calculates the probability of successful contract for pre-hour bids (sometimes referred to as "pre-hour bid contract probability") and the contract amount.

[0144] The afore-hour market time slot specific bidding constraint acquisition unit 202 of the calculation unit 10 is configured by a calculation unit of a computer, etc. The afore-hour market time slot specific bidding constraint acquisition unit 202 may be configured by a software module. The afore-hour market time slot specific bidding constraint acquisition unit 202 may include a transmission / reception circuit, etc. The afore-hour market time slot specific bidding constraint acquisition unit 202 is connected to the storage unit 20 and the power generation plan bidding proposal formulation unit 107.

[0145] The pre-hour market time slot specific bidding constraint acquisition unit 202 receives pre-hour market time slot specific bidding constraint information 205 from the storage unit 20. The pre-hour market time slot specific bidding constraint information 205 includes information on operational setting values ​​such as upper and lower limits of bid amounts by power source unit and by time slot when placing bids in the pre-hour market. This information may be stored for each power source unit and by time slot, or may be stored as a total value for all power source units by time slot.

[0146] The aforesaid market time slot-specific bid proposal data 206 stored in the storage unit 30 is data related to bid proposals by time slot in the aforesaid market. The aforesaid market time slot-specific bid proposal data 206 is created by the power generation plan bid proposal formulation unit 107. The aforesaid market time slot-specific bid proposal data 206 includes information on planned purchase and sale of power amounts by time slot for each power source in the aforesaid market of the power trading market 80, and information on purchase and sale prices.

[0147] The pre-hour market bid execution unit 203 of the bidding execution unit 40 is composed of a transmission / reception circuit, etc., and a computer calculation unit, etc. The pre-hour market bid execution unit 203 may be composed of a software module. The pre-hour market bid execution unit 203 receives the pre-hour market time slot specific bid proposal data 206 stored in the storage unit 30, and executes bidding in the pre-hour market of the energy trading market 80.

[0148] The above is the configuration of the electricity market bidding device 1 according to this embodiment.

[0149] [2-2. Effect] An overview of the operation of the electricity market bidding device 1 of this embodiment will be described with reference to Figures 20 to 24. The electricity market bidding device 1 according to the second embodiment is characterized in that the power generation plan bid proposal formulation unit 107 creates pre-hour market time slot bid proposal data 206, and the pre-hour market bidding execution unit 203 submits pre-hour bids to the electricity trading market 80.

[0150] The electricity market bidding device 1 of this embodiment calculates each bid amount so that the sum of the bid amount for the time-ahead bid, the time-of-day bid, and the block bid, which are bids made to the electricity market before the end of the day's electricity auction, satisfies the constraint on the output change rate at which the output power can be changed per unit time of a generator that constantly supplies electricity to the power grid. Making a bid in the time-ahead market of the electricity trading market 80 is called time-ahead bidding. The time-ahead market is a market where transactions are conducted as a continuous market where electricity is bought and sold at any time up to one hour before the delivery of electricity.

[0151] The bid volume for time-of-day bidding, block bidding, and time-ahead bidding is calculated so that the amount obtained by subtracting the bid volume for buying bids to purchase electricity from the bid volume for selling bids to sell electricity satisfies the constraint on the output change rate.

[0152] The power market bidding device 1 according to the second embodiment performs the following operations in addition to the operations of the power market bidding device 1 according to the first embodiment.

[0153] The memory unit 20 stores therein pre-hour market expected contract price information 204 and pre-hour market time-zone specific bid constraint information 205. The pre-hour market expected contract price information 204 is information on the expected contract price by time zone in the pre-hour market in the electricity trading market 80 and the expected price fluctuation range. The expected contract price by time zone is the expected value of the average contract price during the order acceptance period. The pre-hour market expected contract price information 204 may be information created by an external system or the like based on past trading records, the operating status of generators of each power company, weather conditions, and the like.

[0154] The pre-hour market time-zone specific bidding constraint information 205 is information on operational setting values ​​such as upper and lower limits of bid amounts by power source unit and by time zone in the pre-hour market.

[0155] The pre-hour market time slot specific contract amount estimating unit 201 of the calculation unit 10 creates time slot specific contract amount data based on the pre-hour market estimated contract price information 204. The pre-hour market time slot specific contract amount estimating unit 201 predicts and calculates the probability of successful contract for pre-hour bids (sometimes referred to as "pre-hour bid contract probability") and the contract amount.

[0156] The pre-hour market time slot specific bidding constraint acquisition unit 202 receives pre-hour market time slot specific bidding constraint information 205 from the storage unit 20. The pre-hour market time slot specific bidding constraint information 205 includes information on operational setting values ​​such as upper and lower limits of bid amounts by power source unit and by time slot when placing bids in the pre-hour market. This information may be stored for each power source unit and by time slot, or may be stored as a total value for all power source units by time slot.

[0157] The power generation plan bid proposal formulation unit 107 creates pre-hour market time slot bid proposal data 206 based on the pre-hour market expected contract price information 204, the time slot-specific contract quantity data created by the pre-hour market time slot-specific contract quantity estimation unit 201, and the pre-hour market time slot-specific bidding constraint information 205. The pre-hour market time slot-specific bid proposal data 206 is data related to time slot-specific bid proposals in the pre-hour market. The pre-hour market time slot-specific bid proposal data 206 includes information on the planned buying and selling of power amounts by time slot for each power source in the pre-hour market of the power trading market 80, and information on buying and selling prices.

[0158] The pre-market time slot bid proposal data 206 is stored in the storage unit 30 .

[0159] The pre-hour market bid execution unit 203 of the bidding unit 40 receives the pre-hour market time slot specific bid proposal data 206 stored in the storage unit 30 and executes bidding in the pre-hour market of the power trading market 80.

[0160] The above operations are realized by the program shown in Fig. 21. The program shown in Fig. 21 is built into the power market bidding device 1. The same processes as those in the power market bidding device 1 according to the first embodiment are denoted by the same reference numerals, and duplicated explanations will be omitted. The processes in steps S01 to S08 and steps S701 to S705 are similar to those in the power market bidding device 1 according to the first embodiment.

[0161] (Steps S01 to S05) In steps S01 to S05, the same processing as that of the electricity market bidding device 1 in the first embodiment is performed. In step S01, the power generation plan bid proposal formulation unit 107 receives the company's own estimated demand information 110 from the memory unit 20. In step S02, the power generation plan bid proposal formulation unit 107 receives other company sales plan information 111a from the memory unit 20. The other company sales plan information 111a is included in the other company sales and purchase plan information 111. In step S03, the power generation plan bid proposal formulation unit 107 receives other company purchase plan information 111b from the memory unit 20. The other company purchase plan information 111b is included in the other company sales and purchase plan information 111.

[0162] In step S04, the power generation facility information acquisition unit 102 receives the power generation facility information 112 from the memory unit 20. In step S05, the day-ahead market time slot specific contract amount estimation unit 103 and the day-ahead market block contract amount estimation unit 104 receive the day-ahead market expected contract price information 113 from the memory unit 20. Furthermore, the day-ahead market time slot specific contract amount estimation unit 103 creates day-ahead market time slot specific expected contract amount data based on the day-ahead market time slot specific contract price information 113. The day-ahead market time slot specific contract amount estimation unit 103 calculates time slot specific contract probability. The time slot specific contract probability is the probability that a contract will be successful for a time slot specific bid. The time slot specific contract amount is calculated based on the time slot specific contract probability.

[0163] (Step S21: Receiving the pre-hour market expected contract price information 204, and calculating the pre-hour contract probability) Following step S05, the process of step S21 is executed. The pre-hour market time slot-specific contract amount estimation unit 201 receives pre-hour market expected contract price information 204 from the storage unit 20. The pre-hour market expected contract price information 204 includes information regarding the electricity delivery date, the expected contract price by time slot, and the expected price fluctuation range in the pre-hour market of the electricity trading market 80.

[0164] Furthermore, the pre-hour market time slot specific contract amount estimation unit 201 calculates the probability of contract for the bid amount (sometimes called "pre-hour contract probability") based on the past bid amount and contract record included in the pre-hour market estimated contract price information 204. The pre-hour contract amount is calculated based on the following (Equation 27) by multiplying the bid amount by the pre-hour contract probability.

number

[0165] (Step S06: Receiving the day-ahead market time zone bidding constraint information 114) Following step S21, the process of step S06 is executed. The day-ahead market time slot specific bidding constraint acquisition unit 105 receives the day-ahead market time slot specific bidding constraint information 114 from the storage unit 20. The day-ahead market block bidding constraint acquisition unit 106 receives the day-ahead market block bidding constraint information 115 from the storage unit 20.

[0166] (Step S22: Receiving pre-market time zone bidding constraint information 205) Following step S06, the process of step S22 is executed. The pre-hour market time slot specific bidding constraint acquisition unit 202 receives pre-hour market time slot specific bidding constraint information 205 from the storage unit 20. The pre-hour market time slot specific bidding constraint information 205 is information on operational setting values ​​such as upper and lower limits of bid amounts by area and time slot when placing time slot specific bidding in the pre-hour market of the energy trading market 80. An example of the pre-hour market bidding constraint data is shown in FIG.

[0167] (Step S07: Creating power generation plan data and bidding proposal data) Following step S06, the process of step S07 is executed. The power generation plan bid proposal formulation unit 107 creates power generation plan data 116, day-ahead market time slot specific bid proposal data 117, day-ahead market block bid proposal data 118, and hour-ahead market time slot specific bid proposal data 206. The power generation plan bid proposal formulation unit 107 creates power generation plan data 116 that satisfies the company's expected demand and other company sales and purchase plans. The power generation plan bid proposal formulation unit 107 creates day-ahead market time slot specific bid proposal data 117, day-ahead market block bid proposal data 118, and hour-ahead market time slot specific bid proposal data 206 so as to minimize the overall cost.

[0168] Step S07 in this embodiment is executed in the order of steps S701, S702, S721, S703, S722, S723, S705, and S724. Steps S702, S703, S704, and S705 are similar to the processes in the first embodiment.

[0169] (Step S701: Setting constraints) The power generation plan bidding proposal formulation unit 107 creates various constraints such as a supply and demand balance constraint. Constraints other than the supply and demand balance constraint are the same as those in the first embodiment. As an example of constraints, a constraint related to a supply and demand balance and a mathematical model are shown below.

[0170] The constraint on the supply and demand balance is based on the following (Equation 28). The constraint on the supply and demand balance is based on the fact that the total output of thermal power generators, pumped storage generators, and other power sources (other in-house generators and purchase plans of other companies) is equal to the total of forecast demand, sales by other companies, and market trading volume.

number

[0171] (Step S702: Calculation of expected contract price and contract probability) The day-ahead market time-zone specific contract amount estimation unit 103 calculates the expected contract price by time zone and the contract probability by time zone in the day-ahead market based on the day-ahead market expected contract price information 113 received from the storage unit 20 .

[0172] (Step S721: Calculation of expected contract price and contract probability in the pre-hour market) Following step S702, the process of step S721 is executed. The pre-hour market time-zone specific contract amount estimating unit 201 calculates the expected contract price and contract probability by time zone in the pre-hour market based on the expected contract price (average contract price) and expected price fluctuation range of the pre-hour market included in the pre-hour market expected contract price information 204. An example of the pre-hour market expected contract price information 204 is shown in FIG.

[0173] The pre-hours market time-zone specific contract amount estimating unit 201 calculates the expected contract price in the pre-hours market by the following (Equation 29).

number

[0174] The pre-hour market time-zone specific contract amount estimating unit 201 calculates the time-zone specific contract probability in the pre-hour market using the following (Equation 30). As an example, in this embodiment, an example is shown in which the value of the expected price fluctuation range is appropriately set and the contract probability is 1. When the bid amount=0, the contract amount is 0 even if the contract probability is 1. The contract probability may be set to a value between 0 and 1 based on the past contract performance etc. related to the pre-hour market expected contract price information 204 received in step S21.

number

[0175] (Step S703: Creating bidding constraints and allocating bid amounts) Following step S721, the process of step S703 is executed. The day-ahead market block contract amount estimation unit 104 creates bidding constraints, which are various constraint conditions related to bidding, and allocates the power generator output to the bid amount based on the contract amount by time period and the estimated amount of the block bid contract amount.

[0176] (Step S722: Creating time-ahead bidding constraints and allocating time-ahead bidding volume) After step S703, the process of step S722 is executed. The power generation plan bidding proposal formulation unit 107 creates bidding constraints, which are various constraint conditions related to time-ahead bidding, and allocates the output of the generator to the bid amount based on the contract amount by time period and the expected amount of the contract amount.

[0177] The output of power source g is allocated to the time-ahead bid r in time period t as a selling bid. g,t,r sell,intdy It is indicated by bid. g,t,r sell,intdy The value of is non-negative. For example, allocating the output of generator 1 to block bid 1 (sell bid amount) in time slot 2 is bid 1,2,1 sell,intdy It is shown that:

[0178] The output of power source g is restricted by the amount of purchase bid made in the time-ahead bid r during time period t. g,t,r buy,intdy It is indicated by bid. g,t,r buy,intdy The value of is non-negative. For example, the output of power source 2 can be restricted by the amount of the purchase bid made in time-specific bidding 1 in time slot 6, and the bid 2,6,1 buy,intdy It is shown that:

[0179] The power generation plan bidding proposal formulation unit 107 calculates the total supply amount of each power source to the time-ahead bidding by the following (Equation 31).

number

[0180] The relationship between the amount of each power source allocated to time-ahead bidding and the time-ahead bidding amount for the system is given by the following (Equation 32).

number

[0181] The constraint equation for the upper and lower limits of the bid volume for time-ahead bidding is given by the following (Equation 33). In this embodiment, there is one time-ahead selling bid and one time-ahead buying bid for each power source, and the upper and lower limits of the bid volume are set for each power source unit as shown in Fig. 23. Since there is one bid for each power source, r = g.

number

[0182] The relationship between the upper limit of the total bid allocation of each power source and the maximum output of each power source is given by the following (Equation 34).

number

[0183] (Step S723: Creating a power generation plan and calculating the bid amount) Following step S722, the process of step S723 is executed. The power generation plan bid proposal formulation unit 107 creates a power generation plan (start / stop of each generator and output by time period) based on the objective function of the following (Equation 35), and calculates the bid amount to be placed on the power trading market 80. The power generation plan bid proposal formulation unit 107 calculates the bid amounts to be placed on the day-ahead market and the hour-ahead market so as to minimize the objective function of (Equation 35), and sets these as the bid amounts to be placed on the power trading market 80.

number

[0184] In (Equation 35), PRICE and FEE do not include consumption tax, but they may include consumption tax.

[0185] By performing a calculation to minimize this objective function, the following value is calculated. The objective function in (Equation 35) is formulated as a mixed integer programming problem based on the constraint conditions described above, and the optimal solution is calculated.

number

[0186] The power generation plan bidding proposal formulation unit 107 solves the mixed integer programming problem and calculates the variable p based on the objective function of (Equation 35). i,t , pc i,t , p.d. i,t , z i,t , v i,t , w i,t , z j,t hat Based on this, the power generation plan data 116 is created in the format shown in Fig. 13. The power generation plan data 116 is stored in the storage unit 30.

[0187] (Step S705: Creating a bid proposal) After step S723, the process of step S705 is executed. The power generation plan bid proposal formulation unit 107 creates the day-ahead market time slot bid proposal data 117 and the day-ahead market block bid proposal data 118. The power generation plan bid proposal formulation unit 107 uses the variable totalbid calculated in step S704 to m,t sell,norm (bid volume for time slot specific bid m in time slot t), totalbid m,t buy,norm If the value of (bid volume in time slot t for time slot specific buy bid m) is not 0, it is set as the bid volume for bidding condition 1, and the expected contract price PRICE corresponding to that volume m,t sell,norm , or PRICE m,t buy,norm , as the bid price of bidding condition 1, and prepare the day-ahead market time-specific bid proposal data 117.

[0188] (Step S724: Creating a time-ahead bidding proposal) After step S705, the process of step S724 is executed. The power generation plan bidding proposal formulation unit 107 calculates the variable totalbid r,t sell,intdy If (the bid volume of hourly advance selling bid r in time slot t) is not 0, let it be the bid volume of selling bid r for each time slot, and let the expected contract price PRICE r,t sell,intdy is set as the bid price of the selling bid r, and pre-market time slot-specific bid proposal data 206 is created in the format shown in FIG. 24 (selling bid).

[0189] The power generation plan bidding proposal formulation unit 107 similarly calculates the variable totalbid r,t buy,intdy If (the bid volume of hour-ahead buy bid r in time slot t) is not 0, let the bid volume of buy bid r for each time slot be the expected contract price PRICE r,t buy,intdy is set as the bid price of the buy bid r, and pre-market time slot-specific bid proposal data 206 is created in the format shown in FIG. 24 (buy bid).

[0190] The bid price may be determined based on the startup cost, fuel cost, and trading profit margin of the generator corresponding to each bid data, regardless of the expected contract price. The pre-market time slot-specific bid proposal data 206 is stored in the storage unit 30.

[0191] (Step S08: Executing a bid on the day-ahead market) After step S724, the process of step S08 is executed. The day-ahead market bidding execution unit 108 of the bidding unit 40 submits bids in the day-ahead market of the power trading market 80 based on the day-ahead market time slot bid proposal data 117 and the day-ahead market block bid proposal data 118.

[0192] (Step S23: Executing a bid in the pre-hours market) Following step S08, the process of step S23 is executed. The aforesaid market bidding execution unit 203 of the bidding execution unit 40 submits a bid in the aforesaid market of the power trading market 80 based on the aforesaid market time slot-specific bid proposal data 206. Since the aforesaid market is a continuous market, the company's demand and market price situation change from moment to moment. For this reason, the process from step S01 onwards may be repeated at a predetermined cycle or in response to a certain event, and the aforesaid market time slot-specific bid proposal data 206 may be created again. If a contract has already been made in the day-ahead market, the values ​​of the spot bid volume and the contract price notified from the power trading market 80 are used.

[0193] Bidding on the energy trading market 80 is carried out via a line such as the Internet. This completes the bidding process on the energy trading market 80 by the energy market bidding device 1.

[0194] The above is the operation of the electricity market bidding device 1 according to this embodiment.

[0195] [2-3. Effects] (1) According to this embodiment, the sum of the bid volume for time-ahead bidding, in which bids are submitted to the electricity market before the end of the day's electricity bidding, the bid volume for time-of-day bidding, and the bid volume for block bidding is calculated so as to satisfy the constraint on the output change rate at which a generator that constantly supplies electricity to the power grid can fluctuate its output power per unit time. This makes it possible to provide an electricity market bidding device 1 that can increase the bid volume to the electricity market and increase profits in electricity trading.

[0196] (2) The bid volumes for time-ahead bidding, time-of-day bidding, and block bidding are calculated so that the amount obtained by subtracting the bid volume for buying bids to purchase electricity from the bid volume for selling electricity satisfies the constraint on the output change rate at which generators that constantly supply electricity to the power grid can fluctuate their output power per unit time. This allows for larger bid volumes on the electricity market, thereby enabling greater profits in electricity trading.

[0197] (3) The bid volumes for time-ahead bidding, time-of-day bidding, and block bidding are calculated using an objective function to maximize profits, making it possible to conduct transactions in the electricity market more economically.

[0198] By conducting power trading using the power market bidding device 1 according to the present embodiment, it is possible to prevent a generator that constantly supplies power to a power grid from operating at a rate that exceeds the output change rate at which the output power can be changed per unit time, thereby realizing a stable power supply.

[0199] Based on constraints including the upper limit of the output change rate at which the generator's output power can be changed per unit time, bidding is conducted by time-of-day bidding, block bidding, and time-ahead bidding, so the amount of bids can be increased close to the upper limit of the generator's generating capacity. As a result, profits in the power trading market can be increased and overall profits can be made larger. In addition, since it is possible to prevent contracts that exceed the step constraint, it is possible to avoid the occurrence of imbalances in which power demand and supply are not matched.

[0200] [3. Third embodiment] [3-1. Configuration] The electricity market bidding device 1 according to the third embodiment will be described with reference to Fig. 25. In addition to the components of the electricity market bidding device 1 according to the second embodiment, the electricity market bidding device 1 according to the third embodiment has a supply and demand adjustment market time-zone specific contract amount estimating unit 301 and a supply and demand adjustment market time-zone specific bidding constraint acquiring unit 302 in the calculation unit 10, and a supply and demand adjustment market bidding execution unit 303 in the bidding execution unit 40. The storage unit 20 stores supply and demand adjustment market estimated contract price information 304 and supply and demand adjustment market time-zone specific bidding constraint information 305. The storage unit 30 stores supply and demand adjustment market time-zone specific bid proposal data 306.

[0201] Other configurations of the electricity market bidding device 1 according to the third embodiment are the same as those of the electricity market bidding device 1 according to the second embodiment shown in Fig. 20. The same components as those of the electricity market bidding device 1 according to the second embodiment are denoted by the same reference numerals, and duplicated explanations will be omitted. The electricity market bidding device 1 according to the third embodiment makes bids in a supply and demand adjustment market 90. The supply and demand adjustment market 90 is an electricity market established for adjusting the supply and demand of electricity.

[0202] The supply and demand adjustment market expected contract price information 304 stored in the memory unit 20 is information on the expected contract price by time period and the expected price fluctuation range in the supply and demand adjustment market 90. The expected contract price by time period is the expected value of the average contract price during the order acceptance period. The time-ahead market expected contract price information 204 may be information created by an external system or the like based on past trading records, the operating status of generators of each power company, weather conditions, etc.

[0203] The pre-hour market time-zone specific bidding constraint information 205 stored in the storage unit 20 is information on bidding constraints when bidding by time zone in the supply and demand balancing market of the electricity trading market 80. The pre-hour market time-zone specific bidding constraint information 205 is information on operational setting values ​​such as upper and lower limits of bid amounts by power source unit and by time zone in the supply and demand balancing market.

[0204] The supply and demand adjustment market time slot contract quantity estimating unit 301 of the calculation unit 10 is composed of a calculation unit of a computer, etc. The supply and demand adjustment market time slot contract quantity estimating unit 301 may be composed of a software module. The supply and demand adjustment market time slot contract quantity estimating unit 301 may include a transmission and reception circuit, etc. The supply and demand adjustment market time slot contract quantity estimating unit 301 is connected to the storage unit 20 and the power generation plan bidding proposal formulation unit 107.

[0205] The supply and demand adjustment market time-zone specific contract amount estimating unit 301 creates supply and demand adjustment market time-zone specific contract amount data based on the supply and demand adjustment market expected contract price information 304. The supply and demand adjustment market time-zone specific contract amount estimating unit 301 predicts and calculates the probability of successful contract for the supply and demand adjustment market bid (sometimes referred to as "supply and demand adjustment bid contract probability") and the contract amount.

[0206] The supply and demand adjustment market time-zone specific contract quantity estimating unit 301 calculates the supply and demand adjustment bid contract probability based on past bid quantities and contract quantities. The supply and demand adjustment bid contract probability may be calculated by an external system or the like. Note that, although multiple types of power sources (primary control capacity, secondary control capacity, tertiary control capacity (1), tertiary control capacity (2), etc.) are currently established for power sources bidding in the supply and demand adjustment market, this embodiment shows an example corresponding to tertiary control capacity (2). Other power source types can be handled in a similar manner, and the power source type is not limited.

[0207] The supply and demand adjustment market time-slot specific bidding constraint acquisition unit 302 of the calculation unit 10 is composed of a calculation unit of a computer, etc. The supply and demand adjustment market time-slot specific bidding constraint acquisition unit 302 may be composed of a software module. The supply and demand adjustment market time-slot specific bidding constraint acquisition unit 302 may include a transmission and reception circuit, etc. The supply and demand adjustment market time-slot specific bidding constraint acquisition unit 302 is connected to the storage unit 20 and the power generation plan bidding proposal formulation unit 107.

[0208] The supply and demand adjustment market time-zone specific bidding constraint acquisition unit 302 receives supply and demand adjustment market time-zone specific bidding constraint information 305 from the storage unit 20. The supply and demand adjustment market time-zone specific bidding constraint information 305 includes information on operational setting values ​​such as upper and lower limits of bid amounts for supply and demand adjustment bidding. This information may be stored for each power source unit and for each time zone, or may be stored as a total value for all power source units for each time zone.

[0209] The supply and demand adjustment market time-zone-specific bid proposal data 306 stored in the memory unit 30 is data on bid proposals by time zone in the supply and demand adjustment market 90. The supply and demand adjustment market time-zone-specific bid proposal data 306 is created by the power generation plan bid proposal formulation unit 107. The supply and demand adjustment market time-zone-specific bid proposal data 306 includes planned buying and selling information and buying and selling price information on the amount of power by time zone for each power source in the supply and demand adjustment market 90.

[0210] The supply and demand adjustment market bidding execution unit 303 of the bidding execution unit 40 is composed of a transmission and reception circuit, etc., and a computer calculation unit, etc. The supply and demand adjustment market bidding execution unit 303 receives the supply and demand adjustment market time-slot specific bid proposal data 306 stored in the memory unit 30, and executes bidding for the supply and demand adjustment market 90.

[0211] The above is the configuration of the electricity market bidding device 1 according to this embodiment.

[0212] [3-2. Effect] An overview of the operation of the electricity market bidding device 1 of this embodiment will be described with reference to Figures 25 to 29. The electricity market bidding device 1 according to the third embodiment is characterized in that the power generation plan bid proposal formulation unit 107 creates time-of-day bid proposal data 306 for the supply and demand balancing market, and the supply and demand balancing market bidding execution unit 303 submits bids to the supply and demand balancing market 90.

[0213] The electricity market bidding device 1 of this embodiment calculates each bid amount so that the sum of the bid amount for supply and demand adjustment bidding, which is bidding on the electricity market established for adjusting the supply and demand of electricity, the bid amount for time-ahead bidding, which is bidding on the electricity market before the end of the electricity bidding on the day, the bid amount for time-of-day bidding, and the bid amount for block bidding satisfies the constraint on the output change rate at which a generator that constantly supplies electricity to the power grid can vary its output power per unit time. Bidding on the supply and demand adjustment market 90 is called supply and demand adjustment bidding. The supply and demand adjustment market 90 is an electricity market established for adjusting the supply and demand of electricity.

[0214] The bid volume to be bid for time-of-day bidding, block bidding, time-ahead bidding, and supply-demand adjustment bidding is calculated so that the volume obtained by subtracting the bid volume for buying bids to purchase electricity from the bid volume for selling bids to sell electricity satisfies the constraint on the output change rate at which a generator that constantly supplies electricity to the power grid can fluctuate its output power per unit time.

[0215] The power market bidding device 1 according to the third embodiment performs the following operations in addition to the operations of the power market bidding device 1 according to the second embodiment.

[0216] The storage unit 20 stores supply and demand adjustment market expected contract price information 304 and supply and demand adjustment market time-zone specific bidding constraint information 305. The supply and demand adjustment market expected contract price information 304 is information on expected contract prices by time zone and expected price fluctuation ranges in the supply and demand adjustment market 90. The pre-hour market time-zone specific bidding constraint information 205 is information on bidding constraints when bidding by time zone is conducted in the supply and demand adjustment market of the electricity trading market 80.

[0217] The supply and demand adjustment market time-slot-specific contract amount estimating unit 301 of the calculation unit 10 creates supply and demand adjustment market time-slot-specific contract amount data based on the supply and demand adjustment market expected contract price information 304. The supply and demand adjustment market time-slot-specific contract amount estimating unit 301 predicts and calculates the probability of successful contract for the supply and demand adjustment market bid (sometimes referred to as "supply and demand adjustment bid contract probability") and the contract amount.

[0218] The supply and demand adjustment market time-zone specific bidding constraint acquisition unit 302 receives the supply and demand adjustment market time-zone specific bidding constraint information 305 from the storage unit 20 .

[0219] The power generation plan bid proposal formulation unit 107 creates time-slot-specific bid proposal data 306 for the supply and demand adjustment market based on the supply and demand adjustment market expected contract price information 304, the supply and demand adjustment market time-slot-specific contract quantity data created by the supply and demand adjustment market time-slot-specific contract quantity estimating unit 301, and the supply and demand adjustment market time-slot-specific bidding constraint information 305. The supply and demand adjustment market time-slot-specific bid proposal data 306 is data on bid proposals by time slot in the supply and demand adjustment market 90. The supply and demand adjustment market time-slot-specific bid proposal data 306 includes planned buying and selling information and buying and selling price information for the amount of power by time slot for each power source in the supply and demand adjustment market 90.

[0220] The supply and demand balancing market time-specific bid proposal data 306 is stored in the storage unit 30.

[0221] The supply and demand adjustment market bidding execution unit 303 of the bidding execution unit 40 receives the supply and demand adjustment market time-zone specific bid proposal data 306 stored in the storage unit 30 , and executes bidding for the supply and demand adjustment market 90 .

[0222] The above operation is realized by the program shown in FIG. 26. The program shown in FIG. 26 is built into the electricity market bidding device 1. In this embodiment, bidding is performed for the tertiary adjustment capacity (2) established in the supply and demand adjustment market in 30-minute intervals. Bidding can be similarly performed for other established adjustment capacity, and the adjustment capacity subject to bidding is not limited to the above. The same reference numerals are used for the same processes as those in the electricity market bidding device 1 according to the second embodiment, and duplicated explanations will be omitted. The processes in steps S01 to S05, S21, S06, S22, S701, S702, S721, S703, S722, S705, S724, S08, and S23 are similar to those in the electricity market bidding device 1 according to the second embodiment.

[0223] (Steps S01 to S05, S21) In steps S01 to S05, the same processing as that of the electricity market bidding device 1 according to the second embodiment is performed. In step S01, the power generation plan bid proposal formulation unit 107 receives the company's own estimated demand information 110 from the memory unit 20. In step S02, the power generation plan bid proposal formulation unit 107 receives other company sales plan information 111a from the memory unit 20. The other company sales plan information 111a is included in the other company sales and purchase plan information 111. In step S03, the power generation plan bid proposal formulation unit 107 receives other company purchase plan information 111b from the memory unit 20. The other company purchase plan information 111b is included in the other company sales and purchase plan information 111.

[0224] In step S04, the power generation facility information acquisition unit 102 receives the power generation facility information 112 from the memory unit 20. In step S05, the day-ahead market time slot specific contract amount estimation unit 103 and the day-ahead market block contract amount estimation unit 104 receive the day-ahead market expected contract price information 113 from the memory unit 20. Furthermore, the day-ahead market time slot specific contract amount estimation unit 103 creates day-ahead market time slot specific expected contract amount data based on the day-ahead market time slot specific contract price information 113. The day-ahead market time slot specific contract amount estimation unit 103 calculates time slot specific contract probability. The time slot specific contract probability is the probability that a contract will be successful for a time slot specific bid. The time slot specific contract amount is calculated based on the time slot specific contract probability.

[0225] In step S21, the pre-hour market time slot specific contract amount estimating unit 201 receives the pre-hour market expected contract price information 204 from the storage unit 20. Furthermore, the pre-hour market time slot specific contract amount estimating unit 201 calculates the pre-hour contract probability based on the past bid amount and contract performance included in the pre-hour market expected contract price information 204.

[0226] (Step S31: Receiving supply and demand adjustment market expected contract price information 304, calculating supply and demand adjustment contract probability) Following step S21, the process of step S31 is executed. The supply and demand adjustment market time-zone-specific contract amount estimating unit 301 receives supply and demand adjustment market expected contract price information 304 from the storage unit 20. The supply and demand adjustment market expected contract price information 304 includes information regarding the power delivery date, the expected contract price by time zone, and the expected price fluctuation range in the supply and demand adjustment market 90.

[0227] Furthermore, the supply and demand adjustment market time-zone specific contract amount estimating unit 301 calculates the probability of contract for the bid amount (sometimes called the "supply and demand adjustment contract probability") based on the past bid amount and contract record included in the supply and demand adjustment market estimated contract price information 304. The supply and demand adjustment contract amount is calculated based on the following (Equation 36) by multiplying the bid amount by the supply and demand adjustment contract probability.

number

[0228] (Steps S06, S22) After step S31, the process of step S06 is executed. The day-ahead market time slot specific bidding constraint acquisition unit 105 receives the day-ahead market time slot specific bidding constraint information 114 from the storage unit 20. The day-ahead market block bidding constraint acquisition unit 106 receives the day-ahead market block bidding constraint information 115 from the storage unit 20. After step S06, the process of step S22 is executed. The pre-hour market time slot specific bidding constraint acquisition unit 202 receives the pre-hour market time slot specific bidding constraint information 205 from the storage unit 20.

[0229] (Step S32: Receiving time-specific bidding constraint information 305 in the supply and demand adjustment market) Following step S22, the process of step S32 is executed. The supply and demand adjustment market time-zone specific bidding constraint acquisition unit 302 receives supply and demand adjustment market time-zone specific bidding constraint information 305 from the storage unit 20. The supply and demand adjustment market time-zone specific bidding constraint information 305 is information on operational setting values ​​such as upper and lower limits of bid amounts by area and time zone when making time-zone specific bidding in the time-ahead market of the supply and demand adjustment market 90.

[0230] (Step S07: Creating power generation plan data and bidding proposal data) Following step S32, the process of step S07 is executed. The power generation plan bid proposal formulation unit 107 creates power generation plan data 116, day-ahead market time slot specific bid proposal data 117, day-ahead market block bid proposal data 118, hour-ahead market time slot specific bid proposal data 206, and supply and demand adjustment market time slot specific bid proposal data 306. The power generation plan bid proposal formulation unit 107 creates power generation plan data 116 that satisfies the company's expected demand and other company sales and purchase plans. The power generation plan bid proposal formulation unit 107 creates day-ahead market time slot specific bid proposal data 117, day-ahead market block bid proposal data 118, hour-ahead market time slot specific bid proposal data 206, and supply and demand adjustment market time slot specific bid proposal data 306 so as to minimize the overall cost.

[0231] Step S07 in this embodiment is executed in the order of steps S701, S702, S721, S731, S703, S722, S732, S733, S705, S724, and S734. Steps S702, S721, S703, S722, S705, and S724 are similar to the processes in the second embodiment.

[0232] (Step S701: Setting constraints) The power generation plan bidding proposal formulation unit 107 creates various constraints such as a supply and demand balance constraint. Constraints other than the supply and demand balance constraint are the same as those in the second embodiment. As an example of constraints, a constraint related to the supply and demand balance and a mathematical model are shown below.

[0233] The constraint on the supply and demand balance is based on the following (Equation 37): The constraint on the supply and demand balance is based on the fact that the total output of thermal power generators, pumped storage generators, and other power sources (other in-house generators and purchase plans of other companies) is equal to the total of forecast demand, sales by other companies, and market buying and selling volumes on the day-ahead market and hour-ahead market.

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[0234] (Steps S702, S721) In step S702, the day-ahead market time-zone specific contract amount estimating unit 103 calculates the expected contract price by time zone and the contract probability by time zone in the day-ahead market based on the day-ahead market expected contract price information 113 received from the memory unit 20. In step S721, the pre-hour market time-zone specific contract amount estimating unit 201 calculates the expected contract price by time zone and the contract probability in the pre-hour market based on the expected contract price (average contract price) and expected price fluctuation range in the pre-hour market included in the pre-hour market expected contract price information 204.

[0235] (Step S731: Calculation of expected contract price and contract probability in the supply and demand adjustment market) Following step S721, the process of step S731 is executed. The supply and demand adjustment market time-zone-specific contract amount estimating unit 301 calculates the expected contract price and contract probability by time zone in the supply and demand adjustment market 90 based on the expected contract price and expected price fluctuation range of the supply and demand adjustment market 90 included in the supply and demand adjustment market expected contract price information 304. An example of the supply and demand adjustment market expected contract price information 304 is shown in FIG.

[0236] The supply and demand adjustment market time-zone specific contract amount estimating unit 301 calculates the expected contract price in the supply and demand adjustment market by the following (Equation 38).

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[0237] The supply and demand adjustment market time-zone specific contract quantity estimating unit 301 calculates the time-zone specific contract probability in the supply and demand adjustment market 90 by the following (Equation 39). As an example, in this embodiment, an example is shown in which the value of the expected price fluctuation range is appropriately set and the contract probability is 1. When the bid volume=0, the contract quantity is 0 even if the contract probability is 1. The contract probability may be set to a value between 0 and 1 based on the past contract performance etc. related to the supply and demand adjustment market expected contract price information 304 received in step S31.

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[0238] (Steps S703, S722) After step S721, the process of step S703 is executed. The day-ahead market block contract amount estimation unit 104 creates bidding constraints, which are various constraint conditions related to bidding, and allocates the output of the generator to the bid amount based on the contract amount by time period and the estimated contract amount of the block bid. After step S703, the process of step S722 is executed. The power generation plan bidding proposal formulation unit 107 creates bidding constraints, which are various constraint conditions related to time-ahead bidding, and allocates the output of the generator to the bid amount based on the contract amount by time period and the estimated contract amount.

[0239] (Step S732: Creating supply and demand adjustment bidding constraints and allocating supply and demand adjustment bidding quantities) After step S722, the process of step S732 is executed. The power generation plan bidding proposal formulation unit 107 creates supply and demand adjustment bidding constraints, which are various constraint conditions related to the supply and demand adjustment bidding, and allocates the output of the generator to the bid amount based on the contract amount by time period and the expected amount of the contract amount related to the supply and demand adjustment.

[0240] The output of power source g is allocated to the supply and demand adjustment bid s in time period t as a selling bid. g,t,s sell,adj It is indicated by bid. g,t,s sell,adj The value of is non-negative. For example, the allocation of output from generator 1 to balancing bid 1 in time slot 2 is bid 1,2,1 sell,adjIt is shown that:

[0241] The power generation plan bid proposal formulation unit 107 calculates the total supply amount of each power source to the supply and demand adjustment bid using the following (Equation 40).

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[0242] The relationship between the allocation amount for each power source to the supply and demand adjustment bidding and the supply and demand adjustment bidding amount for the system as a whole is given by the following (Equation 41).

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[0243] The constraint equation for the upper and lower limits of the bid amount for the supply and demand adjustment bid amount is given by the following (Equation 42). Fig. 28 shows an example of the supply and demand adjustment market time-zone specific bid constraint information 305 of the electricity market bidding device 1 according to this embodiment. In this embodiment, there is one sell bid and one buy bid for supply and demand adjustment for each power source, and the upper and lower limits of the bid amount are set for each power source unit as shown in Fig. 28. Since there is one bid for each power source, s = g.

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[0244] The relation between the upper limit of the total bid allocation of each power source and the maximum output of each power source is given by the following (Equation 43).

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[0245] (Step S733: Creating a power generation plan and calculating the bid amount) Following step S732, the process of step S733 is executed. The power generation plan bid proposal formulation unit 107 creates a power generation plan (start / stop of each generator and output by time period) based on the objective function of the following (Equation 44), and calculates bid volumes to the electricity trading market 80 and the supply and demand adjustment market 90. The power generation plan bid proposal formulation unit 107 calculates bid volumes to the day-ahead market, the hour-ahead market, and the supply and demand adjustment market so as to minimize the objective function of (Equation 44).

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[0246] In (Formula 44), PRICE and FEE do not include consumption tax, but they may include consumption tax.

[0247] By performing a calculation to minimize this objective function, the following value is calculated. The objective function in (Equation 44) is formulated as a mixed integer programming problem based on the constraint conditions described above, and an optimal solution is calculated.

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[0248] The power generation plan bidding proposal formulation unit 107 solves the mixed integer programming problem and calculates the variable p based on the objective function of (Equation 44). i,t , pc i,t , p.d. i,t , z i,t , v i,t , w i,t , z j,t hat Based on this, the power generation plan data 116 is created in the format shown in Fig. 13. The power generation plan data 116 is stored in the storage unit 30.

[0249] (Steps S705, S724) After step S723, the process of step S705 is executed. The power generation plan bid proposal formulation unit 107 creates day-ahead market time slot-specific bid proposal data 117 and day-ahead market block bid proposal data 118. After step S705, the process of step S724 is executed. The power generation plan bid proposal formulation unit 107 creates hour-ahead market time slot-specific bid proposal data 206.

[0250] (Step S734: Creating a supply and demand adjustment bidding proposal) After step S724, the process of step S734 is executed. The power generation plan bidding proposal formulation unit 107 calculates the variable totalbid s,t sell,adj If (the bid volume of the supply and demand adjustment bid s in time slot t) is not 0, set it as the bid volume of the sell bid s for each time slot, and set the expected contract price PRICE s,t sell,adj is set as the bid price of the sell bid s to create the supply and demand adjustment market time-slot specific bid proposal data 306. Fig. 29 shows an example of the supply and demand adjustment market time-slot specific bid proposal data 306. The power generation plan bid proposal formulation unit 107 creates the supply and demand adjustment market time-slot specific bid proposal data 306 in the format shown in Fig. 29.

[0251] The bid price may be determined based on the startup cost, fuel cost, and trading profit margin of the generator corresponding to each bid data, instead of the expected contract price. The supply and demand adjustment market time-slot-specific bid proposal data 306 is stored in the storage unit 30.

[0252] (Steps S08, S23) After step S724, the process of step S08 is executed. The day-ahead market bidding execution unit 108 of the bidding execution unit 40 submits bids in the day-ahead market of the power trading market 80 based on the day-ahead market time slot bid proposal data 117 and the day-ahead market block bid proposal data 118. After step S08, the process of step S23 is executed. The aforesaid market bidding execution unit 203 of the bidding execution unit 40 submits bids in the aforesaid market of the power trading market 80 based on the aforesaid market time slot bid proposal data 206.

[0253] (Step S33: Executing a bid in the supply and demand adjustment market) Following step S23, the process of step S33 is executed. The supply and demand adjustment market bidding execution unit 303 of the bidding execution unit 40 submits a bid to the supply and demand adjustment market 90 based on the supply and demand adjustment market time-zone specific bid proposal data 306. Bidding to the supply and demand adjustment market 90 is conducted via a line such as the Internet. This completes the bidding process for the supply and demand adjustment market 90 by the electricity market bidding device 1.

[0254] The above is the operation of the electricity market bidding device 1 according to this embodiment.

[0255] [3-3. Effects] (1) According to this embodiment, the sum of at least one of the bid amounts for time-ahead bidding, in which a bid is made to the electricity market before the end of the day's electricity bidding, and the bid amount for supply and demand adjustment bidding, which is made to the electricity market established for adjusting the supply and demand of electricity, the bid amount for time-of-day bidding, and the bid amount for block bidding is calculated so as to satisfy the constraint on the output change rate at which a generator that constantly supplies electricity to the power grid can fluctuate its output power per unit time. This makes it possible to provide an electricity market bidding device 1 that can increase the bid amount to the electricity market and increase profits in electricity trading.

[0256] (2) The bid volume to be bid for time-of-day bidding, block bidding, time-ahead bidding, and supply-demand adjustment bidding is calculated so that the amount obtained by subtracting the bid volume for buying bids to purchase electricity from the bid volume for selling electricity satisfies the constraint on the output change rate at which generators that constantly supply electricity to the power grid can fluctuate their output power per unit time. This allows for a larger bid volume on the electricity market, which in turn allows for greater profits in electricity trading.

[0257] (3) The bid volumes for supply and demand adjustment bidding, time-of-day bidding, and block bidding are calculated using an objective function to maximize profits, making it possible to conduct transactions in the electricity market more economically.

[0258] By conducting power trading using the power market bidding device 1 according to the present embodiment, it is possible to prevent a generator that constantly supplies power to a power grid from operating at a rate that exceeds the output change rate at which the output power can be changed per unit time, thereby realizing a stable power supply.

[0259] Based on constraints including the upper limit of the output change rate at which the generator's output power can be changed per unit time, bidding is conducted through time-of-day bidding, block bidding, and supply-demand adjustment bidding, so the amount of bids can be increased close to the upper limit of the generator's generating capacity. As a result, profits in the electricity trading market can be increased and overall profits can be made larger. In addition, since it is possible to prevent contracts that exceed step constraints, it is possible to avoid the occurrence of imbalances in which power demand and supply are not matched.

[0260] [4. Other embodiments] Although the embodiments including the modified examples have been described, these embodiments are presented as examples and are not intended to limit the scope of the invention. These embodiments can be implemented in various other forms, and various omissions, substitutions, and modifications can be made without departing from the gist of the invention. These embodiments and their modifications are included in the scope of the invention and its equivalents as well as in the scope and gist of the invention. The following is an example.

[0261] (1) The electricity market bidding device 1 may be configured with hardware using a normal computer. Each unit of the electricity market bidding device 1 may be executed by a program. Each program may be configured with a file in an installable or executable format, and may be provided by being recorded on a computer-readable recording medium, such as a USB memory, a semiconductor memory device such as an SSD (Solid State Drive), or a DVD (Digital Versatile Disk).

[0262] (2) The programs executed by the electricity market bidding device 1 may be stored on a computer connected to a network such as the Internet and provided by downloading via the network. The programs executed by the electricity market bidding device 1 may be provided or distributed via a network such as the Internet.

[0263] (3) The programs executed by the electricity market bidding device 1 may be provided in advance in a ROM or the like.

[0264] (4) The program executed by the electricity market bidding device 1 has a modular structure including an arithmetic unit and a control unit, and the arithmetic unit and control unit may be generated on the main memory device by a CPU (processor) as hardware reading the program from a storage medium and loading it onto the main memory device. [Explanation of symbols]

[0265] 1. Electricity market bidding device 10... Arithmetic section 102 Power generation equipment information acquisition unit 103... Estimated trading volume by day-ahead market time slot 104... Day-ahead market block trade volume estimation section 105.... Day-ahead market time-specific bid constraint acquisition unit 106 Day-ahead market block bidding constraint acquisition unit 107 Power Generation Planning and Bidding Department 201...Pre-market trading volume estimates by time period 202: Pre-market time zone bid constraint acquisition unit 301. Supply and Demand Adjustment Market Time-Specific Transaction Volume Estimation Section 302: Supply and demand adjustment market time-specific bid constraint acquisition unit 20...Storage section 110. In-house forecast demand information 111...Other company sales and purchase plan information 112 Power generation equipment information 113 ···Day-ahead market estimated contract price information 114....Day-ahead market bidding constraint information by time slot 115 Day-ahead market block bidding constraints information 204...Hourly Market Estimated Contract Price Information 205...Pre-market bidding constraint information by time period 304···Supply and demand adjustment market estimated contract price information 305.... Supply and Demand Adjustment Market Bidding Restrictions by Time 30...Storage section 116 Power Generation Planning Data 117···Day-ahead market bidding data by time slot 118···Day-ahead market block bidding proposal data 206...Pre-market bidding data by time slot 306.... Supply and Demand Adjustment Market Bidding Proposal Data by Time 40. Bidding Execution Department 108. Day-Ahead Market Bidding Execution Department 203 Pre-market bidding execution department 303 Supply and Demand Adjustment Market Bidding Department 80. Electricity trading market 90. Supply and demand adjustment market

Claims

1. receiving a constraint on an output change rate at which an output power of a generator that constantly supplies power to a power grid can be changed per unit time; a calculation unit that calculates a bid volume for time-of-day bidding, in which a bid is made to the electricity market individually for each predetermined time period, and a bid volume for block bidding, in which a bid is made to the electricity market collectively for a plurality of time periods among the predetermined time periods, such that the sum of the bid volume for time-of-day bidding and the bid volume for block bidding satisfies the received constraint; a bidding execution unit that executes a bid in the electricity market based on the bid volume for time-of-day bidding and the bid volume for block bidding calculated by the calculation unit; Electricity market bidding device.

2. a sum of at least one of the bid volumes for time-ahead bidding, which is bidding on the electricity market before the end of the electricity bidding on that day, and supply-demand adjustment bidding, which is bidding on the electricity market established for adjusting the supply and demand of electricity, the bid volume for the time-of-day bidding, and the bid volume for the block bidding is calculated so as to satisfy the constraint; 2. The electricity market bidding apparatus of claim 1.

3. the bid volume to be the subject of the bid among the time-of-day bidding, the block bidding, the time-ahead bidding, and the supply-demand adjustment bidding is calculated so that a volume obtained by subtracting a bid volume for a purchase bid to purchase electricity from a bid volume for a sale bid to sell electricity satisfies the constraint; 3. The electricity market bidding apparatus of claim 2.

4. the bidding volume to be the subject of bidding among the time-of-day bidding, the block bidding, the time-ahead bidding, and the supply-demand adjustment bidding is calculated using an objective function so as to maximize profits; 3. The electricity market bidding apparatus of claim 2.

5. The generator that constantly supplies power to the power grid is a thermal power generator.

2. The electricity market bidding apparatus of claim 1.

6. On the computer, receiving a constraint on an output change rate at which an output power of a generator that constantly supplies power to a power grid can be changed per unit time; a calculation step of calculating a bid volume for a time-of-day auction, in which a bid is made to the electricity market individually for each predetermined time period, and a bid volume for a block auction, in which a bid is made to the electricity market collectively for a plurality of time periods among the predetermined time periods, such that the sum of the bid volume for the time-of-day auction and the bid volume for the block auction satisfies the received constraint; a bidding execution step of placing a bid in an electricity market based on the bid volume for the time-of-day bidding and the bid volume for the block bidding calculated in the calculation step; A computer program for an electricity market bidding device that executes the above.

7. receiving a constraint on an output change rate at which an output power of a generator that constantly supplies power to a power grid can be changed per unit time; a calculation procedure for calculating a bid volume for a time-of-day auction, in which a bid is made to the electricity market individually for each predetermined time period, and a bid volume for a block auction, in which a bid is made to the electricity market collectively for a plurality of time periods among the predetermined time periods, such that the sum of the bid volume for the time-of-day auction and the bid volume for the block auction satisfies the received constraint; and a bidding execution step of placing a bid in the electricity market based on the bid volume for time-of-day bidding and the bid volume for block bidding calculated by the calculation step. Electricity market bidding methodology.

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