【作者】 黄志伟；

【导师】 陈允平； 韩启业；

【作者基本信息】 武汉大学 ， 电力系统及其自动化， 2004， 博士

【摘要】 电力工业市场化运营的改革在国际和国内的迅速发展，而相关的问题已成为电力系统领域的研究热点之一。当前，我国正在积极推进区域电力市场试点和建设，区域电力市场的运营方式、竞价模型及风险应对策略是当前亟待研究与解决的问题。 根据电力市场在发电、输电、配电和售电四个环节中垄断、竞争和选择的不同程度，可以将电力市场分为单一买方、批发竞争、零售竞争三种运营方式。电力市场能否成功高效运营与其运营方式密切相关。单一买方模式由于没有开放购电侧的竞争而削弱了市场的效率；全面竞争的零售竞争运营模式需要有坚固的输配电网结构、先进的通信网络、完善的金融和法制系统支持，以及大范围计量系统的改造等，短期内还无法实现。针对我国当前开展区域电力市场的试点情况，本文对我国区域电力市场的批发竞争运营方式进行了探讨。 在批发竞争运营模式下，供电公司将作为一个独立的经济实体参与市场竞争，将面临如何优化交易策略以最大化利润的问题。本文对区域电力市场批发竞争运营环境下供电公司的交易策略进行初步探讨，取得了一定的成果。主要工作包括：批发竞争电力市场基本模式及供电公司批发购电的经济分析；我国区域电力市场批发竞争运营方式探讨；供电公司在现货市场批发购电的报价策略研究；金融衍生工具在电力市场的应用；供电公司在各级市场的优化购电分配等。 首先，简要介绍了世界电力工业的运营方式、我国电力市场化改革的进展情况及发展趋势，对发电公司和供电公司的交易策略问题进行了分析，包括研究方法、组成部分、不同市场规则下的报价策略等，并对国内外的研究现状作了综述。 其次，简要介绍了电力市场的批发竞争运营方式，根据电力市场的现状及发展趋势，对电力市场环境下供电公司的职能进行了概况总结。并对供电公司的运营成本及获利方式进行了分析。在此基础上对供电公司的策略行为进行了初步探讨，为研究供电公司优化购电决策奠定了基础。 根据我国区域电力市场进展情况，分析了我国区域电力市场推进实行批发竞争运营模式的必要性和可能性。我国各供电公司多年来已形成了相对独立运营体系，为实现区域电力市场同时开放发电侧和供电侧竞争的批发竞争运营奠定一定基础。因此，在一些有条件的区域电力市场逐步实施批发竞争运营模式不仅是必要的，也是可能的。结合我国区域电力市场的两种基本模式—统一市场和共同市场，分别探讨了两种基本模式对应的批发竞争运营方式，包括基本思路、市场主体和运行机制、交易类型等。 本文构造了批发竞争电力市场的主要市场规则、交易模型，建立了采用分段报价规则及统一市场清除价的统一区域市场批发竞争模式中现货市场的交易机制及求解算法，基于供电公司的供电负荷中拥有一定份额的可中断负荷及可转移负荷的合理假设，分别建立了在批发竞争模式下供电公司基于单个交易时段和一交易日最优购电策略的数学模型。在假设可以用概率分布函数来描述竞争对手报价行为的基础上，构造了描述这一问题的随机优化模型，并提出了基于蒙特卡罗仿真求解方法，并推导了简化算法。最后，用算例分析了影响供电购电利润的因素。这一研究成果对今后我国供电侧竞争的电力市场机制及规则设计、指导供电公司 (大用户)的报价决策，奠定了一定基础。 针对在电力供应短缺时期可能出现电价飞升的问题，本文提出了批发竞争电力市场的一种特殊运营模式—单一卖方模式，即以电力市场交易中心为单一卖方，各供电公司(供电公司)及用户向交易中心报价竞买。单一卖方模式作为零售竞争模式的特殊形态，只在电力短缺的情况下由电力监管机构下令启动，当电力供需基本平衡后即恢复为零售竞争模式。建立了基于分段报价规则及统一市场清除价的供电公司报价策略数学模型。最后用算例对所提出的模式进行了说明，验证了该模式的有效性，为在电力市场环境下如何抑制电价飞升、稳定电力市场提供了新的思路和途径。 针对在电力市场运行初期，市场规则仍在逐步调整之中，可用的历史数据不充分的情况，提出了将模糊集方法应用于优化供电公司在批发竞争电力市场模式下现货市场的报价策略。基于不充分的历史报价数据和其他可获取的相关信息，采用模糊集合来描迷电力市场中其它市场成员的报价行为，在此基础上建立了报价策略的模糊优化模型及相应的求解算法。 电能不能大规模有效的储存且要求供需实时平衡，因而电力市场的价格呈现强烈的易变性。，包力市场，}，电价的易变性使得各个市场参与者都而临着巨大的利益损失风险，尤其是在批发竞争电力市场中的独立供电公司，一方面供电公司要到电价波动较大的市场中批发购电，另一方面，供电公司对终端用户的销售电价由于受到政府管制而相对平稳，因此电价的波动将使其面临更大的经营风险。为此，本文探讨了金融衍生工具在降低电力市场风险的作用，重点介绍了远期合同、期货及期权在电力市场中的应用。建立了供电公司与发电公司之间的远期合同交易模型，通过合同的转让买卖分析，来说明远期合同交易在风险回避、引导参与者对价?更多还原

【Abstract】 The worldwide reform of power industry has been developing rapidily, whose relative problems become research hot spots. Nowadays, the experiments and constructions are promoted energetically in China, which make operational patterns, biding model, and risk-dealing strategy of reginional electricity market need immediate solution.According to the different degrees of monopolizing, competiting, and selectiong in such sections as generation, transmission, distribution and supplyment, the power markets fall into the following three operational patterns: single-buyer, wholesale competition, and retail competition. The operational patterns is intimately important the success of electricity markt. Because of lacking competition in opening purchasing side, the market efficiency is discounted. Meanwhile, the retail competition mode need stable transmission and distribution system structure, advanced communication network, perfect financial and regulations supports, and widespread reform of metering system, all which can’t be accomplished in short term. Aim to regional power market experiment situation of our nation, this paper explores the wholesale competition operation mode in regional power market.Under the wholesale competition operation mode, the distribution company takes part in market competition as an independent economic entity, facing the problem to achieve the maximal profit. This paper exploits two fields: the general mode of competitive bargain electricity market, and trade strategies Of distribution companies. Finally, some important results are obtained. The contents studied include: a) the general mode of wholesale competition electricity market and bargain purchasing economic analysis of distribution company; b) study on bargain biding strategy of distribution company in spot market; c) exploration of competitive bargain mode of regional electricity market in China; d) application of Financial Derivatives in electricity market; e) distribution companies’ optimal purchasing power assignment in every level electricity market.In begin, the running mode of worldwide power industry, the reform developing status and trend in China are introduced in brief, then, the trade strategy problem of generation company and supply company analyzed, including research methods, components, and biding strategies under various market ruled, finally, the research status and trend are summarized.Secondly, this paper gives a brief introduction on wholesale competitionelectricity market. According to the state and tendency of electricity market, the functions of the distribution company in electricity market are summed up and operation cost and profit contribution manner are analyzed, on which the strategies and behaviors of the distribution company are researched, thus establishing the base for studying the optimal purchasing electricity strategy of the distribution company.According to the development situation of regional electricity market in China, the necessity and practicability of promoting the wholesle competition mode in regional electricity market are analyzed. In China, distribution companies has formed a relatively independent operation system in last experience, thus setting up a foundation of both realizing regional electricity market and competitive bargain operation mode on generation and distribution sides. Therefore, it is necessary and practicable to implement wholesale competition operation mode in some regional electricity market with necessary conditions. Considering the two basic modes of regional electricity market, uniform electricity market and layered electricity market, this paper researches respectively the competitive bargain operation mode, including basic thoughts, market entities and operation mechanism, and trade types.In this paper, the major market rules and trasaction mode are proposed, and establishes a trade mechanism and resolution algorithm adopting time-division biding rule and uniform market clearance price under wholesale competition mode in uniform regional electricity更多还原