Information processing apparatus, information processing method, and program

Abstract

To determine an optimum transaction amount of a transaction object with higher accuracy.SOLUTION: The information processing apparatus includes a processing unit. The processor creates a plurality of purchase quantity scenarios including an estimated value of a purchase quantity of a transaction target based on the purchase quantity of the transaction target based on a contract. The processor calculates a transaction amount range of a transaction target based on a plurality of purchase amount scenarios. The processor creates a plurality of price scenarios including an estimated value of a transaction price of a transaction target based on a contract price indicating the transaction price of the transaction target based on a contract, a market price indicating the transaction price of the transaction target to be transacted in a market, and an imbalance price indicating an imbalance price that is a difference between a supply amount and a demand amount of the transaction target to be transacted in the market. The processing part calculates a bid amount of the transaction object to the market on the basis of the transaction amount range and the plurality of price scenarios.SELECTED DRAWING: Figure 1

Description

[Technical Field]

[0001] An embodiment of the present invention relates to an information processing device, an information processing method, and a program. [Background technology]

[0002] Power aggregation services that aggregate and manage power consumers and small-scale power generation companies that use renewable energy or the like are known. Power aggregation services include, for example, a service in which power purchased from a pre-contracted power generation company (generator) is sold to consumers who have contracted to sell the power. Power may be purchased from or sold to the power trading market. Furthermore, in power trading, an imbalance may occur, which is the difference between the planned trading volume and the actual trading volume.

[0003] As described above, electricity aggregation services trade electricity in a variety of trading formats. Furthermore, the amount of electricity traded must be determined taking into account the variable amount of electricity generated by renewable energy sources and the contractual trading amount. [Prior art documents] [Patent documents]

[0004] [Patent Document 1] Japanese Patent Application Publication No. 2024-039092 Summary of the Invention [Problem to be solved by the invention]

[0005] An object of the present invention is to provide an information processing device, an information processing method, and a program that can more accurately determine the optimal trading volume of a trading object traded in various trading formats. [Means for solving the problem]

[0006] An information processing device according to an embodiment includes a processing unit. The processing unit creates a plurality of purchase volume scenarios, each including an estimated value of the purchase volume of the trading object, based on the purchase volume of the trading object under a contract. The processing unit calculates a trading volume range for the trading object based on the plurality of purchase volume scenarios. The processing unit creates a plurality of price scenarios, each including an estimated value of the trading price of the trading object, based on a contract price representing the trading price of the trading object under the contract, a market price representing the trading price of the trading object traded on the market, and an imbalance price representing the imbalance price, which is the difference between the supply volume and the demand volume of the trading object traded on the market. The processing unit calculates a bid volume for the trading object on the market based on the trading volume range and the plurality of price scenarios. [Brief explanation of the drawings]

[0007] [Figure 1] FIG. 1 is a block diagram of an information processing apparatus according to an embodiment. [Figure 2] FIG. 1 shows an example of a power generation scenario and trading volume range. [Figure 3] FIG. 10 is a diagram schematically showing an example of similar time period data. [Figure 4] 10 is a flowchart of a bid volume calculation process according to an embodiment. [Figure 5] FIG. 10 is a block diagram of an information processing apparatus according to a modified example. [Figure 6] FIG. 1 is a hardware configuration diagram of an information processing device. DETAILED DESCRIPTION OF THE INVENTION

[0008] A preferred embodiment of an information processing device according to the present invention will be described in detail below with reference to the accompanying drawings. Hereinafter, an example will be described in which the market and the trading object in the market are an electricity trading market and electricity, but the market and trading object are not limited to these. In this example, the trading volume, which represents the amount of trading object (electricity) traded in the market, corresponds to the amount of electricity (amount of power generated).

[0009] The electricity trading market is a market for trading electricity generated by power generation companies and other entities. In Japan, for example, electricity is traded in multiple markets operated by the Japan Electric Power Exchange (JEPX). These multiple markets include, for example, the spot market and the advance market. The spot market is a market where bids are made up to the day before for electricity to be sold or purchased the next day, and the transaction is concluded. The advance market (intraday market) is a market that can be used up until just before actual supply and demand.

[0010] JEPX stipulates that generated electricity should be traded on the spot market as much as possible, and that any surplus or shortfall in power generation that occurs on the day should be bought and sold in the advance market. In the following, the spot market may be referred to as the main trading market. Furthermore, markets other than the spot market, including the advance market, may be referred to as non-main trading markets.

[0011] Aggregators, which are businesses that provide electricity aggregation services, may enter into contracts (bilateral contracts) directly with individual consumers or suppliers without going through such a market, and buy and sell electricity in accordance with the contracts. Electricity suppliers may also be businesses that form a balancing group (BG). A balancing group is sometimes called a representative contractor system. For example, an aggregator may enter into a contract to purchase electricity from a balancing group.

[0012] In the following, an example will be described in which an information processing device according to an embodiment is used for providing an electricity aggregation service by an aggregator. For example, the information processing device is a device used by the aggregator to determine contracts and trading volumes in an electricity trading market. For example, in a situation where there are one or more contracts and one or more electricity trading markets, the information processing device determines the trading volumes to be offered to contractors and the bid volumes to be offered to each trading market so as to maximize profits while satisfying the contractual conditions.

[0013] As described above, imbalances may occur in electricity trading. For example, in the case of JEPX, even in non-major trading markets, if a difference from the estimated power generation amount cannot be processed (traded), trading is forced at a penalty price called an imbalance price. The information processing device of the embodiment takes into consideration the occurrence of such imbalances and determines the amount of trading to be conducted with contractors and the amount of bidding to each trading market so as to maximize profits.

[0014] It should be noted that electricity trading contracts include purchase contracts for purchasing electricity and sales contracts for selling electricity. A purchase contract is, for example, a contract with a power generation company (purchaser) that sells electricity generated by a generator. A purchase contract may include a contract with a small-scale power generation company that uses renewable energy, etc. A sales contract is, for example, a contract with a consumer of electricity (seller). Electricity includes electricity generated by a generator, electricity discharged from a battery, and electricity charged to a device that can be charged with electricity. Devices that can be charged with electricity include, for example, storage batteries and pumped-storage generators. For a pumped-storage generator, the process of pumping water into a water tank can be interpreted as equivalent to charging.

[0015] 1 is a block diagram showing an example of the configuration of an information processing device 100 according to an embodiment. As shown in FIG. 1, the information processing device 100 includes a storage unit 121, a reception unit 101, a power generation amount scenario creation unit 102, a price scenario creation unit 103, a range calculation unit 104, a trading volume calculation unit 105, and an output control unit 106.

[0016] The storage unit 121 stores various data used in the information processing device 100. For example, the storage unit 121 stores data accepted by the accepting unit 101, processing results by other units, and the like.

[0017] The storage unit 121 can be configured from any commonly used storage medium such as a flash memory, a memory card, a RAM (Random Access Memory), an HDD (Hard Disk Drive), and an optical disk.

[0018] The receiving unit 101 receives input of various data used in the information processing device 100. For example, the receiving unit 101 receives the following information. Purchase volume: This refers to the amount of electricity purchased based on a contract (purchase agreement). The purchase volume is determined for each of the parties to one or more purchase agreements. Contract price: This refers to the price at which electricity is traded under a contract. A contract price is set for each of one or more contracting parties. In the case of a purchase contract, the contract price refers to the purchase price. In the case of a sales contract, the contract price refers to the selling price. Market price: This refers to the price at which electricity is traded on the market. There are one or more markets for each market. If you purchase from the market, the market price refers to the purchase price. If you sell to the market, the market price refers to the selling price. Imbalance price: Represents the price of the imbalance, which is the difference between the supply and demand of electricity traded in the market.

[0019] The amount of electricity purchased can be interpreted as the amount of electricity generated, and therefore, hereinafter, it may be referred to as the amount of electricity generated.

[0020] In the following, when there is no need to distinguish between contract price, market price and imbalance price, the term "price" may be used.

[0021] The power generation amount may include actual power generation amount information and an estimated power generation amount PEb. The actual power generation amount information includes, for example, a past estimated power generation amount PEa and an actual value of the power generation amount actually traded for the estimated power generation amount PEa. The estimated power generation amount PEb is, for example, an estimate of the amount of power actually traded the next day, and is the power generation amount estimated from a weather forecast or the like.

[0022] The market price and imbalance price may include historical price information and an estimated price PCb. The historical price information includes, for example, a past estimated price PCa and the actual value of the price actually traded for the estimated price PCa. The estimated price PCb is, for example, an estimate of the market price at which trading will actually occur the next day. Note that prices (including estimated prices and market prices) include not only prices in major trading markets but also prices in non-major trading markets.

[0023] The receiving unit 101 may receive information used to calculate a range of electricity trading volume (hereinafter referred to as trading volume range). This information may be, for example, a lower percentile value indicating the lower percentile of the trading volume range and an upper percentile value indicating the upper percentile of the trading volume range. The receiving unit 101 may further receive the number of power generation scenarios to be created (number of power generation scenarios) and the number of price scenarios to be created (number of price scenarios).

[0024] The power generation scenario creation unit 102 creates multiple power generation scenarios, each including an estimated value of the power generation (estimated power generation value PEc), based on one or more power generation amounts. When the number of power generation scenarios is input, the power generation scenario creation unit 102 creates the same number of power generation scenarios as the number of power generation scenarios.

[0025] Any method may be used to create the power generation scenario, but for example, a method of creating a power generation scenario that takes into account the error contained in the power generation estimate PEb can be applied, as in Patent Document 1. In the scenario creation method that takes into account the error, the power generation estimate PEc is calculated as an estimate of the power generation that takes the error into account.

[0026] In Patent Document 1, the power generation scenario is created using the power generation amount traded in the market (market power generation amount). The power generation amount in this embodiment includes the power generation amount based on a contract that is not traded in the market (contract power generation amount), but can be treated without distinction from the market power generation amount. In other words, the method of Patent Document 1 can be applied using the power generation amount including both the contract power generation amount and the market power generation amount.

[0027] The price scenario creation unit 103 creates multiple price scenarios including estimated values ​​of the electricity trading price based on one or more contract prices, one or more market prices, and the imbalance price. For example, the price scenario creation unit 103 creates multiple price scenarios including multiple price estimates PCc based on multiple pieces of price history information and a price estimate PCb. When the number of price scenarios is input, the price scenario creation unit 103 creates the same number of price scenarios as the number of price scenarios. When the number of price scenarios is not input, the price scenario creation unit 103 may use, for example, the number of pieces of price history information as the number of price scenarios.

[0028] The range calculation unit 104 calculates a trading volume range based on a plurality of power generation scenarios. For example, the range calculation unit 104 calculates a range in which the lower limit is the lower percentile value and the upper limit is the upper percentile value of a plurality of power generation estimates PEc included in a plurality of power generation scenarios as the trading volume range.

[0029] The trading volume calculation unit 105 calculates the bid volume to be placed in one or more markets based on the trading volume range and multiple price scenarios. For example, the trading volume calculation unit 105 calculates a bid volume that is included in the trading volume range and is common to multiple price scenarios that maximizes the valuation profit. Definitions of the valuation profit include the expected value of profit, profit based on the concept of CVaR (Conditional Value at Risk), profit based on the concept of VaR (Value at Risk), etc.

[0030] The output control unit 106 controls the output of various data used in the information processing device 100. For example, the output control unit 106 outputs the bid volume calculated by the transaction volume calculation unit 105. Any output method may be used by the output control unit 106, but examples of applicable methods include a method of transmitting data to an external device (such as a server or another information processing device), a method of displaying data on a display device such as a liquid crystal display, and a method of outputting data to a recording medium using an image forming device such as a printer.

[0031] At least some of the above units (reception unit 101, power generation scenario creation unit 102, price scenario creation unit 103, range calculation unit 104, trading volume calculation unit 105, and output control unit 106) may be realized by one processing unit. Each of the above units is realized, for example, by one or more processors. For example, each of the above units may be realized by having a processor such as a CPU (Central Processing Unit) execute a program, i.e., by software. Each of the above units may be realized by a processor such as a dedicated IC (Integrated Circuit), i.e., by hardware. Each of the above units may be realized by using a combination of software and hardware. When multiple processors are used, each processor may realize one of the units, or may realize two or more of the units.

[0032] Furthermore, the information processing device 100 may be physically configured as one device or may be physically configured as multiple devices. For example, the information processing device 100 may be constructed in a cloud environment. Furthermore, each unit within the information processing device 100 may be distributed across multiple devices.

[0033] The following further describes the functions of each unit of the information processing device 100 according to the embodiment. In the following, an example will be described in which the JEPX spot market and the hourly market exist as electricity trading markets, and an aggregator trades electricity purchased from a purchasing contractor (including a power generation company) with the market or a selling contractor to maximize profits.

[0034] In electricity trading, the following formula must be satisfied: Total amount of electricity purchased = Amount sold to sales contractors + Amount sold on the market + Amount of imbalance settlement

[0035] The imbalance settlement amount is a term that ultimately satisfies the above equation, and corresponds to the amount of electricity that is settled at the imbalance price.

[0036] The information used in each process will be explained in detail below. The price (purchase price, purchase unit price) of the electricity that the aggregator purchases from the purchasing contractor is determined by the purchasing contract. The price can be expressed in any unit, but for example, it is expressed as an amount per amount of electricity (yen / kWh, etc.).

[0037] The purchase price may be determined as a fixed amount or may be determined using the spot market price and the time-ahead market price as variables, as follows: Purchase price = (spot market price + time-ahead market price) / 2 - 0.1

[0038] The sales contract includes a sales price (sales unit price) and a contract type. The sales price may be determined as a fixed price, or may be determined using the spot market price and the time-ahead market price as variables, as follows: Selling price = (spot market price + time-ahead market price) / 2 - 0.1

[0039] In this way, contracts (purchase contracts, sale contracts) may include contracts in which the contract price is determined in conjunction with the market price. Although the market price is known only after the market closes, in this embodiment, the market price at the time of power delivery can be estimated from the estimated price and past price performance information (estimated price and performance value). Then, in this embodiment, the contract price determined using the estimated market price satisfies the contract, and the transaction volume that maximizes profits can be calculated.

[0040] The contract types for electricity trading volume include fixed-volume contracts, range contracts, and physical power purchase agreements (PPAs). Fixed-volume contracts are contracts in which an aggregator sells a fixed amount of electricity to a sales contractor.

[0041] A range contract is a contract for selling a trading volume within a predetermined range. For example, in a range contract, upper and lower limits of the sales volume are set, and the aggregator sells electricity to the sales contract holder within the range of the upper and lower limits. A range contract is sometimes called a variable volume contract.

[0042] A physical PPA contract is a contract to sell a trading volume according to fluctuations in the supply volume provided by the electricity supplier. In a physical PPA contract, the sales contract holder and the power generator managed by the sales contract holder are linked, and the amount of electricity sold to the sales contract holder corresponds to the amount of electricity generated by the linked generator.

[0043] Assume that the generators are power sources with variable output (hereinafter referred to as variable output power sources), such as photovoltaic (PV) generators and wind power generators. Also, assume that there are M generators (M is an integer greater than or equal to 1), and that at least a portion of the M, J generators (J is an integer greater than or equal to 1 and less than or equal to M), are linked to a certain sales contractor. Below, the jth generator (1≦j≦J) out of the J generators may be referred to as generator j. In this case, the power generation ratio of generator j is determined as follows: Power generation ratio of generator j (linked variable output power source) = Estimated power generation amount PEb of generator j / Sum of estimated power generation amount PEb of M generators (variable output power sources)

[0044] The sales volume to the sales contract holder is calculated using the following formula (1).

number

[0045] As described above, the estimated power generation amount PEc is an estimated value of the power generation amount at the time of power transfer, calculated from the estimated power generation amount PEb and the actual power generation amount information (past estimated power generation amount PEa, actual power generation amount), taking into account errors in the power generation amount.

[0046] If the generator is a power source with a fixed output (hereinafter referred to as a fixed output power source), the estimated power generation amount PEb of the linked fixed output power source will be the amount sold to the seller. Fixed output power sources are, for example, thermal power generators, storage batteries, and power sources equivalent to the electricity purchased from the buyer.

[0047] The power generation scenario creation unit 102 creates a power generation scenario using the actual power generation information and the power generation estimate PEb. In this embodiment, the power generation scenario is created using not only the information on the power generation amount traded in the market but also the power generation amount traded according to the contract (such as the power generation amount for each generator).

[0048] The range calculation unit 104 can calculate the trading volume range using the same method as in Patent Document 1. Fig. 2 is a diagram showing an example of a power generation amount scenario and a trading volume range.

[0049] For example, the range calculation unit 104 sorts the set of power generation scenarios in ascending order and determines the trading volume range from the range of percentile value β. For example, if 0.5≦β≦0.8, the trading volume range is 840 kWh to 880 kWh. The range of β can be set by the user, for example. β=0.5 corresponds to the median of the percentile values. The smaller β indicates that more importance is attached to the downside of the power generation volume. The larger β indicates that more importance is attached to the upside of the power generation volume. In the following, the trading volume range is defined as E min ~E max It is written as follows.

[0050] The price scenario creation unit 103 creates a price scenario by taking into consideration not only the spot market price (main trading market price) and the time-ahead market price (non-main trading market price), but also the imbalance price and one or more contract prices.

[0051] In Patent Document 1, a price scenario is created according to a two-dimensional empirical distribution corresponding to the spot market price and the time-ahead market price. In contrast, in this embodiment, a price scenario is created according to a multi-dimensional (q-dimensional) empirical distribution that further includes an imbalance price and one or more contract prices.

[0052] For prices (contract prices) for which no actual price information is available, the price scenario creation unit 103 creates a price scenario that includes the estimated price PCb as the estimated price PCc. For prices (market prices, imbalance prices) for which actual price information is available, the price scenario creation unit 103 creates a price scenario that includes the estimated price PCc that takes into account errors from the actual value. A method similar to that described in Patent Document 1, for example, can be used to create a price scenario that takes errors into account.

[0053] For example, the price scenario creation unit 103 extracts, from past price performance information, price performance information included in a similar time period as similar time period data. A similar time period is a time period in which prices similar to the target period (time frame, etc.) of processing are expected to be obtained.

[0054] Figure 3 is a diagram that schematically illustrates an example of the distribution of price scenarios after similar time period data has been extracted. Figure 3 shows an example of five-dimensional (q=5) similar time period data that includes the spot market price, the time-ahead market price, the imbalance price, one purchase price, and one sale price. Each circle in Figure 3 represents similar time period data. Note that for the contract price (purchase price, sale price), the value of the input price estimate PCb is used, as described above.

[0055] 3 shows an example in which there is one purchase price and one sale price, but this is not limiting. The number of purchase prices and the number of sale prices can be multiple depending on the number of purchase contracts and the number of sale contracts, respectively.

[0056] The price scenario creating unit 103 uses such similar time period data to create the number of price scenarios according to the following procedure similar to that of Patent Document 1. -Select multiple similar time period data within the area centered on the price estimate PCb for the target period as neighboring data. - Calculate the error amount of neighboring data for each price (spot market price, hourly market price, imbalance price). · Plot nearby data on a coordinate system with the error amount of each price on each axis. Calculate the Voronoi region (boundary) and convex hull using nearby data as the seed points. Randomly select one of multiple neighboring data. Randomly select a point within the Voronoi region and convex hull, with the selected nearby data point as the generating point. The selected point is considered to be the price error amount, and this error amount is added to the price estimate PCb for the target period to calculate the price estimate PCc, and a new price scenario including the price estimate PCc is created. The price estimate PCc is equivalent to the price estimate that takes error into account. The price estimate PCc is calculated for each type of price (spot market price, hourly market price, imbalance price).

[0057] Note that the method of creating price scenarios that take errors into consideration is not limited to the method using Voronoi regions as described above (hereinafter referred to as Method MA). For example, the price scenario creating unit 103 may use a method of creating price scenarios that include extracted similar time period data as the price estimate value PCc (hereinafter referred to as Method MB). In Method MB, the number of extracted actual values ​​becomes the number of price scenarios. The price scenario creating unit 103 may apply Method MA when the number of price scenarios has been input, and may apply Method MB when the number of price scenarios has not been input. The price scenario creating unit 103 may determine whether to use Method MA or Method MB based on information other than the number of price scenarios.

[0058] Created price scenario P s is expressed by, for example, the following equation (2).

number

[0059] The definitions of each variable in equation (2) are as follows: s: Information that identifies the price scenario (such as an identification number) PSpot s :Possible spot market price at the time of power delivery ·PIntra s : Possible market price in advance at the time of power delivery PSupInb s :Possible final surplus imbalance price PLacInb s : Possible eventual shortage imbalance price PRs s A_m :Generator A m Purchase price from PBi s B_n :Sales Contractor B n Sale price to

[0060] A surplus imbalance represents a surplus of power being supplied, for example, when the actual value of power supplied is lower than the planned value. A shortage imbalance represents a shortage of power being supplied, for example, when the actual value of power supplied is higher than the planned value. The surplus imbalance price and shortage imbalance price represent the imbalance prices when a surplus imbalance and a shortage imbalance occur, respectively.

[0061] Generator A m represents the mth generator (m is an integer satisfying 1≦m≦M) among M generators. n represents the nth sales contract holder (n is an integer satisfying 1≦n≦N) out of N sales contract holders (N is an integer equal to or greater than 1).

[0062] The trading volume calculation unit 105 determines the trading volume range E min ~E max and price scenario P s Using the set of the above, the sales volume to the sales contract holder, the trading volume (bid volume) in the spot market and the time-ahead market, and the expected imbalance volume that maximizes profits are calculated.

[0063] Price Scenario P s Prof s is expressed by the following equation (3).

number

[0064] The definitions of each variable in equation (3) are listed below. Each of these variables is a decision variable common to all scenarios. x: trading volume in the spot market y: trading volume in the market ahead of time z + : Amount of excess imbalance z - : Amount of shortage imbalance ·r A_m :Generator A m Purchase volume from ·b B_n :Sales Contractor B n Sales volume relative to

[0065] x and y correspond to the amount of electricity bid into the market. + and z - corresponds to the imbalance amount, which represents the amount traded at the imbalance price. A_m and b B_n corresponds to the trading volume based on the contract.

[0066] The trading volume calculation unit 105 calculates the value of the decision variable common to all scenarios so as to maximize the following equation (4).

number

[0067] However, the amount of tradable energy (pow) is within the trading volume range E min ~E max That is, E min ≦pow≦E max However, pow satisfies the following equation (5).

number

[0068] The optimal value calculation to find the value of the decision variable that maximizes equation (4) can be interpreted as equivalent to an optimization problem to find the bid amount that maximizes profits under the constraint that the amount of electricity (bid amount) is within the trading volume range.

[0069] The calculation of the optimal values ​​of the decision variables common to all scenarios may be performed by any method. For example, the trading volume calculation unit 105 formulates the calculation of the optimal values ​​of the decision variables as a linear programming problem that takes into account each piece of information (purchase volume, contract price, market price, imbalance price, etc.) received by the reception unit 101, and solves the linear programming problem using a linear programming problem solver or the like. The linear programming problem solver may be provided in a device external to the information processing device 100. The optimization problem may be formulated using CVaR or VaR.

[0070] A simple method of maximizing profits may result in a transaction that purchases a huge amount of electricity in a market with a low purchase price and sells it in a market with a high selling price to generate profits. This type of transaction is also known as arbitrage. When implementing an aggregation service, arbitrage is a transaction that could disrupt the balance between supply and demand of electricity and hinder the stable supply of electricity, so it is desirable not to calculate it as an optimal transaction.

[0071] Therefore, this embodiment introduces a mechanism for prohibiting arbitrage. One possible method for realizing arbitrage prohibition is to introduce a binary variable and expand the optimization problem to an integer programming problem, but this method may increase the calculation time. Therefore, this embodiment applies a method that can further reduce the calculation time.

[0072] That is, the trading volume calculation unit 105 calculates the bid volume by solving an optimization problem based on conditions that represent the relationship between the bid volume and the imbalance. For example, the trading volume calculation unit 105 outputs the solution with the highest profit as the final solution from among the solutions to the following two problems: (1) x ≥ 0, y ≥ 0, z - Problem with the addition of the =0 constraint (2) x ≤ 0, y ≤ 0, z+ Problem with the addition of the =0 constraint

[0073] Problem (1) outputs the result under the condition (constraint) that only sales are allowed in the market and that no shortage imbalance occurs. The condition that only sales are allowed in the market corresponds to the condition that the bid volume represents the sales volume sold to the market.

[0074] Problem (2) outputs the result under the condition (constraint) that only purchases are allowed in the market and that no surplus imbalance occurs. The condition that only purchases are allowed in the market corresponds to the condition that the bid volume represents the purchase volume from the market.

[0075] From the viewpoint of maintaining morality in the trading market and contributing to stabilizing the balance between supply and demand of electricity, an upper or lower limit may be set on the trading volume in each market by the aggregator and the amount of imbalance that occurs. For example, the trading volume calculation unit 105 may calculate the imbalance amount so that it is equal to or less than the upper limit of the imbalance amount. Furthermore, the magnitude relationship between the trading volumes in each market may be determined. The upper and lower limits may be determined as a ratio to the trading volume in the market.

[0076] For example, if the trading volume in the spot market is set to 80% or more of the total, more transactions are conducted in the spot market than in the hourly market, and the imbalance amount is set to 5% or less of the total, the following constraints will be added: x≧pow×0.8 x ≥ y z + ≦pow×0.05 z - ≦pow×0.05

[0077] Next, a description will be given of a bid volume calculation process performed by the information processing apparatus 100 according to the embodiment. Fig. 4 is a flowchart showing an example of the bid volume calculation process according to the embodiment.

[0078] The reception unit 101 receives input of data used to create scenarios (power generation scenarios, price scenarios) (step S101). The power generation scenario creation unit 102 creates multiple power generation scenarios according to an empirical distribution (step S102). The range calculation unit 104 calculates a trading volume range from the created multiple power generation scenarios (step S103). The price scenario creation unit 103 creates multiple price scenarios according to an empirical distribution (step S104). The trading volume calculation unit 105 solves an optimization problem based on the trading volume range, power generation scenarios, and price scenarios, and calculates optimal values ​​of decision variables including optimal bid volumes (step S105). The output control unit 106 outputs trading volumes (sale volume to selling contractors, trading volume in the market, etc.) based on the calculated decision variables (step S106), and the bid volume calculation process ends.

[0079] In the JEPX market, the minimum trading unit is set at 50 kWh. Therefore, if the calculated bid amount is not a multiple of 50 kWh, the output control unit 106 may round up or round down the value to a multiple of 50 kWh and output the result.

[0080] (Variation) The imbalance price set by JEPX is determined based on the electricity tightness (reserve margin). Therefore, the estimated value of the imbalance price at the time of electricity delivery may be calculated using the electricity tightness. In a modified example, a tightness scenario (tightness scenario) is created, and the imbalance price is estimated using the tightness scenario. The tightness can be interpreted as information indicating the degree of surplus supply relative to the demand for electricity.

[0081] Fig. 5 is a block diagram showing an example of the configuration of an information processing device 100-2 according to a modified example. As shown in Fig. 5, the information processing device 100-2 includes a storage unit 121, a reception unit 101-2, a power generation scenario creation unit 102, a price scenario creation unit 103, a range calculation unit 104, a trading volume calculation unit 105, an output control unit 106, and a tightness scenario creation unit 107-2.

[0082] The modified example differs from the above embodiment in that it adds the functions of reception unit 101-2 and pressure scenario creation unit 107-2. The other configurations and functions are the same as those in the block diagram of information processing device 100 of the above embodiment shown in FIG. 1, and therefore the same reference numerals are used and their explanations are omitted here.

[0083] Receiving unit 101-2 differs from receiving unit 101 of the above embodiment in that it further receives information related to the degree of urgency. The information related to the degree of urgency includes, for example, the following information. - Imbalance price conversion table that defines the correspondence between the level of electricity pressure and the imbalance price - Estimated pressure level PTb (e.g., estimated pressure level for the next day) - Actual pressure information (past pressure estimate PTa, actual pressure value against the pressure estimate PTa)

[0084] The imbalance price conversion table may use, for example, information published by JEPX as a method for setting imbalance prices.

[0085] The pressure scenario creation unit 107-2 creates multiple pressure scenarios, including estimated pressure values ​​that may occur during power transfer, based on the pressure estimate PTb and the pressure record information. The pressure scenario creation unit 107-2 also calculates an imbalance price using the pressure scenarios and an imbalance price conversion table. The calculated imbalance price is used by the price scenario creation unit 103 when creating a price scenario.

[0086] The upper or lower limits of the trading volume and the amount of imbalance that can occur in each market may be determined according to the degree of tightness. For example, when the degree of tightness is low, the amount of shortage imbalance that can occur may be set to 15% or less of the total market trading volume, but when the degree of tightness is high, no shortage imbalance may occur. The trading volume calculation unit 105 may calculate the amount of imbalance so that it is equal to or less than the upper limit of the imbalance amount that corresponds to the degree of tightness. This can contribute to stabilizing the supply and demand of electricity.

[0087] As described above, in the embodiment (and the modified example), the amount of purchase and sale to contract holders and each trading market can be determined so as to maximize profits while taking into consideration fulfilling contracts and the occurrence of imbalances. This makes it possible to more accurately determine the optimal trading amount for trading objects (e.g., electricity) traded in various trading formats.

[0088] Next, the hardware configuration of the information processing apparatus of the embodiment (variation) will be described with reference to Fig. 6. Fig. 6 is an explanatory diagram showing an example of the hardware configuration of the information processing apparatus of the embodiment.

[0089] The information processing device of the embodiment includes a control device such as a CPU (Central Processing Unit) 51, a storage device such as a ROM (Read Only Memory) 52 and a RAM (Random Access Memory) 53, a communication I / F 54 that connects to a network and communicates, and a bus 61 that connects each part.

[0090] The programs executed by the information processing apparatus according to the embodiment are provided in advance in the ROM 52 or the like.

[0091] The program executed by the information processing device of the embodiment may be configured to be provided as a computer program product by being recorded in an installable or executable format on a computer-readable recording medium such as a CD-ROM (Compact Disk Read Only Memory), a flexible disk (FD), a CD-R (Compact Disk Recordable), or a DVD (Digital Versatile Disk).

[0092] Furthermore, the program executed by the information processing apparatus of the embodiment may be stored on a computer connected to a network such as the Internet and provided by being downloaded via the network. Also, the program executed by the information processing apparatus of the embodiment may be provided or distributed via a network such as the Internet.

[0093] The programs executed by the information processing device of the embodiment can cause a computer to function as each of the above-mentioned parts of the information processing device. In this computer, the CPU 51 can read the programs from a computer-readable storage medium onto a main storage device and execute them.

[0094] A configuration example of the embodiment will be described below. (Configuration example 1) generating a plurality of purchase volume scenarios based on one or more purchase volumes of the trading object under one or more contracts, the purchase volumes including estimated values ​​of the purchase volumes of the trading object; calculating a trading volume range indicating a range of trading volumes of the trading object based on the plurality of purchase volume scenarios; creating a plurality of price scenarios including estimated values ​​of the trading prices of the trading object based on one or more contract prices representing the trading prices of the trading object based on one or more of the contracts, one or more market prices representing the trading prices of the trading object traded on one or more of the markets, and an imbalance price representing the price of an imbalance that is the difference between the supply volume and the demand volume of the trading object traded on one or more of the markets; calculating a bid volume of the trading object to be bid on at least one or more of the markets based on the trading volume range and the plurality of price scenarios; Processing section An information processing device comprising: (Configuration example 2) The processing unit calculating an imbalance amount representing the bid amount, the trading amount based on the contract, and the amount to be traded at the imbalance price based on the trading amount range and the plurality of price scenarios; The information processing device according to configuration example 1. (Configuration example 3) the contract includes a sales contract for the transaction subject matter; The sales contracts include a fixed-volume sales contract for selling a fixed trading volume, a range sales contract for selling a trading volume within a predetermined range, and a supplier-designated contract for selling a trading volume according to fluctuations in the supply volume supplied by the supplier of the trading subject. The information processing device according to configuration example 1 or 2. (Configuration Example 4) The contract includes a contract that determines the contract price in relation to the market price; The information processing device according to any one of configuration examples 1 to 3. (Configuration Example 5) The trading object is electricity, The contract includes at least one of a purchase contract to purchase power discharged from the battery and a sales contract to sell power to charge the battery. The information processing device according to any one of configuration examples 1 to 4. (Configuration Example 6) The processing unit calculating the bid volume by solving an optimization problem to find the bid volume that maximizes revenue under a constraint that the bid volume is within the trading volume range; 6. The information processing device according to any one of configuration examples 1 to 5. (Configuration Example 7) The optimization problem is formulated using CVaR (Conditional Value at Risk) or VaR (Value at Risk). The information processing device according to configuration example 6. (Configuration Example 8) The processing unit creating a plurality of tightness scenarios including estimated values ​​of tightness representing the degree of supply slack relative to the demand for the trading object; calculating the imbalance price using a plurality of the tightness scenarios; The information processing device according to any one of configuration examples 1 to 7. (Configuration Example 9) The processing unit calculating the bid volume and the imbalance volume equal to or less than the upper limit based on the trading volume range, the plurality of price scenarios, and an upper limit, depending on the tightness, of the imbalance volume representing the volume traded at the imbalance price; The information processing device according to configuration example 8. (Configuration Example 10) The processing unit calculating the bid volume and the imbalance volume equal to or less than the upper limit based on the trading volume range, the plurality of price scenarios, and an upper limit of the imbalance volume representing the volume to be traded at the imbalance price; The information processing device according to any one of configuration examples 1 to 9. (Configuration Example 11) The processing unit calculating the bid volume further based on a condition that represents a relationship between the bid volume and the imbalance; The information processing device according to any one of configuration examples 1 to 10. (Configuration Example 12) The condition is: A condition that indicates that the bid amount represents the amount to be sold to the market and that the demand amount does not cause a shortage imbalance greater than the supply amount, or The bid amount represents a purchase amount to be purchased from the market, and represents a condition that the supply amount does not cause a surplus imbalance greater than the demand amount. The information processing device according to configuration example 11. (Configuration Example 13) An information processing method executed by an information processing device, generating a plurality of purchase volume scenarios based on one or more purchase volumes of the trading object under one or more contracts, the purchase volumes including estimated values ​​of the purchase volumes of the trading object; calculating a trading volume range indicating a range of trading volumes of the trading object based on the plurality of purchase volume scenarios; creating a plurality of price scenarios including estimated values ​​of the trading price of the trading object based on one or more contract prices representing the trading price of the trading object based on one or more of the contracts, one or more market prices representing the trading price of the trading object traded on one or more of the markets, and an imbalance price representing the price of an imbalance that is the difference between the supply and demand of the trading object traded on one or more of the markets; calculating a bid volume of the trading object to be bid on at least one or more of the markets based on the trading volume range and the plurality of price scenarios; An information processing method including: (Configuration Example 14) On the computer, generating a plurality of purchase volume scenarios based on one or more purchase volumes of the trading object under one or more contracts, the purchase volumes including estimated values ​​of the purchase volumes of the trading object; calculating a trading volume range indicating a range of trading volumes of the trading object based on the plurality of purchase volume scenarios; creating a plurality of price scenarios including estimated values ​​of the trading price of the trading object based on one or more contract prices representing the trading price of the trading object based on one or more of the contracts, one or more market prices representing the trading price of the trading object traded on one or more of the markets, and an imbalance price representing the price of an imbalance that is the difference between the supply and demand of the trading object traded on one or more of the markets; calculating a bid volume of the trading object to be bid on at least one or more of the markets based on the trading volume range and the plurality of price scenarios; A program to execute.

[0095] Although several embodiments of the present invention have been described, these embodiments are presented as examples and are not intended to limit the scope of the invention. These novel embodiments can be embodied in various other forms, and various omissions, substitutions, and modifications can be made without departing from the spirit of the invention. These embodiments and their modifications are included within the scope and spirit of the invention, and are also included in the scope of the invention and its equivalents as defined in the claims. [Explanation of symbols]

[0096] 100, 100-2 Information processing device 101, 101-2 Reception 102 Power Generation Scenario Creation Department 103 Price Scenario Creation Department 104 Range Calculation Unit 105 Trading volume calculation unit 106 Output control section 107-2 Crisis Scenario Creation Department 121 Storage section

Claims

1. creating a plurality of purchase volume scenarios based on one or more purchase volumes of the trading object under one or more contracts, the purchase volume scenarios including estimated values ​​of the purchase volumes of the trading object; calculating a trading volume range indicating a range of trading volumes of the trading object based on the plurality of purchase volume scenarios; creating a plurality of price scenarios including estimated values ​​of the trading price of the trading object based on one or more contract prices representing the trading price of the trading object based on one or more contracts, one or more market prices representing the trading price of the trading object traded on one or more markets, and an imbalance price representing the price of an imbalance that is the difference between the supply volume and the demand volume of the trading object traded on one or more markets; calculating a bid volume of the trading object to be bid on at least one or more of the markets based on the trading volume range and the plurality of price scenarios; Processing section An information processing device comprising:

2. The processing unit calculating the bid volume, the trading volume based on the contract, and an imbalance volume representing the volume to be traded at the imbalance price based on the trading volume range and the plurality of price scenarios; The information processing device according to claim 1 .

3. the contract includes a sales contract for the transaction subject matter; The sales contracts include a fixed-volume sales contract for selling a fixed trading volume, a range sales contract for selling a trading volume within a predetermined range, and a supplier-designated contract for selling a trading volume according to fluctuations in the supply volume supplied by the supplier of the trading subject, The information processing device according to claim 1 .

4. The contract includes a contract that determines the contract price in relation to the market price; The information processing device according to claim 1 .

5. The trading object includes electricity generated by a generator, electricity discharged from a battery, and electricity charged to a device capable of charging electricity. The information processing device according to claim 1 .

6. The processing unit calculating the bid volume by solving an optimization problem to find the bid volume that maximizes revenue under a constraint that the bid volume is within the trading volume range; The information processing device according to claim 1 .

7. The optimization problem is formulated using CVaR (Conditional Value at Risk) or VaR (Value at Risk). The information processing device according to claim 6 .

8. The processing unit creating a plurality of tightness scenarios including estimated values ​​of tightness representing the degree of supply slack relative to the demand for the trading object; calculating the imbalance price using a plurality of the tightness scenarios; The information processing device according to claim 1 .

9. The processing unit calculating the bid volume and the imbalance volume equal to or less than the upper limit based on the trading volume range, the plurality of price scenarios, and an upper limit, depending on the tightness, of the imbalance volume representing the volume traded at the imbalance price; The information processing device according to claim 8 .

10. The processing unit calculating the bid volume and the imbalance volume equal to or less than the upper limit based on the trading volume range, the plurality of price scenarios, and an upper limit of the imbalance volume representing the volume to be traded at the imbalance price; The information processing device according to claim 1 .

11. The processing unit calculating the bid volume further based on a condition that represents a relationship between the bid volume and the imbalance; The information processing device according to claim 1 .

12. The condition is: A condition that indicates that the bid amount represents the amount to be sold to the market and that the demand amount does not cause a shortage imbalance greater than the supply amount, or The bid amount represents a purchase amount to be purchased from the market, and represents a condition that the supply amount does not cause a surplus imbalance greater than the demand amount. The information processing device according to claim 11.

13. An information processing method executed by an information processing device, generating a plurality of purchase volume scenarios based on one or more purchase volumes of the trading object under one or more contracts, the purchase volumes including estimated values ​​of the purchase volumes of the trading object; calculating a trading volume range indicating a range of trading volumes of the trading object based on the plurality of purchase volume scenarios; creating a plurality of price scenarios including estimated values ​​of the trading price of the trading object based on one or more contract prices representing the trading price of the trading object based on one or more of the contracts, one or more market prices representing the trading price of the trading object traded on one or more markets, and an imbalance price representing the price of an imbalance that is the difference between the supply and demand of the trading object traded on one or more of the markets; calculating a bid volume of the trading object to be bid on at least one or more of the markets based on the trading volume range and the plurality of price scenarios; An information processing method including:

14. On the computer, generating a plurality of purchase volume scenarios based on one or more purchase volumes of the trading object under one or more contracts, the purchase volumes including estimated values ​​of the purchase volumes of the trading object; calculating a trading volume range indicating a range of trading volumes of the trading object based on the plurality of purchase volume scenarios; creating a plurality of price scenarios including estimated values ​​of the trading price of the trading object based on one or more contract prices representing the trading price of the trading object based on one or more of the contracts, one or more market prices representing the trading price of the trading object traded on one or more markets, and an imbalance price representing the price of an imbalance that is the difference between the supply and demand of the trading object traded on one or more of the markets; calculating a bid volume of the trading object to be bid on at least one or more of the markets based on the trading volume range and the plurality of price scenarios; A program to execute.

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