【作者】 彭明鸿；

【导师】 张勇传；

【作者基本信息】 华中科技大学 ， 水利水电工程， 2008， 博士

【摘要】 如何调整或改善电力产业结构,如何根据市场规律建立电力市场,如何根据机组特性、系统特性组织电力生产,一直是一个经久不衰的话题。尤其是发电侧市场,针对其在某些地区可能面临的寡头垄断局面,发电商应如何通过合理市场策略来参与市场竞争,获取理想的处理和市场价格;对于日前发电市场,应该如何在考虑机组特性和系统约束前提下,结合相应时段的机组启动成本和旋转备用要求,根据约定的出力/备用负荷曲线,合理安排机组群多时段联合优化调度,实现集团生产成本最小(或收益最大化)。本文从产业组织理、电力经济学理论角度来分析电力市场特性、电力需求弹性模型和寡占发电市场模型,阐述了考虑机组启动成本最小成本加成的时段定价模型;针对寡占发市场,提出了相应的供给模型、考虑机组约束的寡占竞争均衡模型和基于最优反映函数的库诺特-纳什均衡模型;对于日前寡占市场,本文提出了考虑旋转备用服务的机组组合联合优化模型,并改出了“基于决策树的动态规划法”具体算法。对于文中重点模型,本文结合10-100的机组特性和负荷参数进行了模拟计算,得到了基于不同变化因子的不同输出的结果,并分析了其成因。本论文主要研究内容如下:(1)考虑启动费用的时段定价的方法在简要阐述了分析了电力市场结构、市场模式和发电侧市场的寡头竞争特点的基础上,对电价结构和主要影响因素进行深入分析,并提出了考虑机组启动费用的最小成本加成的时段定价模型和计算方法,这为日前电力市场下的时段成本计算或最优报价组合模型提供了基础数据及理论依据。(2)发电市场供给函数模型和寡占均衡模型分析从经济特性角度对发电市场的竞争特性情况进行了深入分析,给出寡占供给模型,证明了发电公司最优报价函数(供应函数)的求解略在本质上为一维搜索问题。通过对垄断均衡模型分析得知,垄断定价表现为逆弹性法则,即垄断发电商在具有需求弹性的区域实行垄断,且其垄断定价是边际成本非递减函数。通过对寡头均衡模型分析得知,寡占垄断均衡模型的产量价格间具有线性关系,而且证明了该均衡介于库诺特均衡和伯川德均衡之间。(3)寡占发电商的容量持留行为分析本文提出了需求弹性和供给弹性容量对持留行为影响的模型,在此模型的基础上,得出持留行为的重要结论:供给弹性越小,或者供给曲线越陡峭,发电商持留容量的可能性就越大;需求弹性越小,发电商持留容量的可能性也越大;对于寡占发电商,在其部分容量持留行为发生后,其剩余发电容量在市场中所占的份额越大,其越有动机采取持留容量策略。(4)电力需求弹性对库诺特-纳什均衡模型的影响对于电力需求弹性的研究,本论文首先分析了电力需求弹性的影响因素,此基础上给出了电力需求弹性模型,然后重点阐述了基于最优反映函数的库诺特-纳什均衡模型及其算例,分析了电力需求弹性对库诺特-纳什寡占均衡的影响和进一步比较了需求弹性分别对库诺特-纳什均衡与基于边际成本法均衡结果的不同影响程度。通过算例的数据分析可知,当电力需求富有弹性时,寡占均衡的产量和价格都将较低,反之,在电力需求缺乏弹性时,寡占垄断商可以通过高价和高产量获得较高的垄断收益。(5)考虑旋转备用服务的日前市场机组组合优化模型本文基于统一市场模式下,提出了考虑旋转备用服务的日前市场机组组合优化模型,然后通过算例分析了在考虑机组约束条件下的旋转备用被调用的概率、旋转备用的价格及其容量对优化结果的具体影响,从而为电力日前市场下的机组合优化竞价和调度提供了一种可行思路和分析方法。本文研究结果既为宏观上电力产业组织优化,合理分配市场份额,改善电力需求弹性的必要性提供了一定参考或指导,也为寡占发电商合理利用市场力量,参与市场竞争,借助有效竞争均衡模型和市场优化模型,获取集团收益最大化提供了理论依据和操作思路。更多还原

【Abstract】 How to adjust or improve the structure of electricity industry, to establish the electricity market according to the market rules and to organize the electricity production efficiently according to the units and electricity system characteristic, it is a timeless hotspot topic in the coming years. Specially for the generation-side market, the electric power suppliers should compete with and obtain the ideal output and prices through a rational market strategy against the possible of the monopolization situation in some areas. Toward the day-ahead (DA) market, it should be arranged rationally to the multi-intervals optimal scheduling of the unit commitment (UC) scheme and achieve the minimum cost (or profit maximization) based on the units features and electricity transmit system restrictions, combining the requirements of the power load curve and the spinning reserves in the corresponding interval, according to units start-up costs and price factor.In the point of view from the characteristic of the electricity power market, the elasticities model of the electricity power demand and the competition model of the oligopoly power suppliers from the theory of industrial organization and economic theory, the start-up costs are considered with the minimum cost-plus pricing model in this thesis. Toward the oligopoly supply market, this thesis proposed the oligopoly supply model, and the Oligopolistic Competition model considered unit bound and the Cournot-Nash equilibrium model which is based on the optimal reaction function. Toward the DA market, this thesis proposed the combined optimum model of unit commitment (UC) scheme considered synchronously the power/reserves, and given out the specific algorithm of "the dynamic programming based on decision tree". For the key models, the simulation computing combined with the units and load parameters of 10-100 system was been done in this thesis. It obtained the different output results based on different changing factors had been analyzed.The research works in this thesis are as follows:(1) The interval-based pricing method considered the start-up costsBased on a brief description of the features of the electricity market structure, the market models and the Oligopolistic Competition of the power supply side, the electricity price structure and its main factors are analyzed in this thesis, and the minimum cost-plus pricing model is proposed which considered the unit start-up costs. The calculation method is also discussed. The basic data and theoretical basis for the interval-based cost calculation and optimal pricing portfolio model for the DA market is provided in this thesis.(2)The supply function model of the power supply market and the analysis of the oligopoly equilibrium modelAccording to the analysis of the competition characteristic of the power supply market from the economic point of view, the oligopoly supply model is given, and the solving strategies of the optimal pricing function (supply functions) of the power suppliers is proved to be a one-dimension search problems in essence. Through analysis of the oligopoly equilibrium model, the monopoly pricing represent to be the inverse elasticity rule is known, that is, the oligopoly power suppliers implement the monopolization in the region which have elasticities of the demand, and its monopoly pricing is non-decreasing function of the marginal cost. Through the analysis of the oligopoly equilibrium model, the relationship of the quantity and price in oligopoly equilibrium model is linear, and between the Nash equilibrium and Bertrand equilibrium.(3)The analysis of the capacity withholding behavior of the oligopoly power suppliers The models of the influence about the elasticities of demand and supply to the capacity withholding behavior are presented respectively in this thesis. Applying this model, an important conclusion may be gotten: the supply elasticities is smaller, or the supply curve is more sloping, the possibility of the power suppliers’ withholding capacity is greater. The elasticities of demand is smaller, the possibility of the power suppliers’ withholding capacity is also greater. For the oligopoly power suppliers, after withholding a part of the capacity, the market share of the surplus capacity became bigger, the motivation to adopt a capacity withholding strategy also became stronger.(4) The influence of the elasticities of electricity power demand to the Cournot-Nash equilibrium model.For the study on the elasticities of electricity power demand, the effect factor of the elasticities of the electricity power demand is analyzed in this thesis at first, the elasticities model of the electricity power demand is set up. Focus on the Cournot-Nash equilibrium model and example which are based on the optimal reaction function, the affection of the elasticities of the electricity power demand to the Cournot-Nash equilibrium model is analyzed. The different degree of the influence of the demand elasticities to the Cournot-Nash equilibrium is compared with the equilibrium based on the marginal cost method. From the example data analysis, when the electricity power demand is elastic, the output and price of the oligopoly equilibrium are lower, otherwise, the monopoly will get higher income through higher output and price.(5) The unit commitment (UC) scheme optimum model of the DA market which considered the spinning reserves.Based on the unified market model, the idea of the unit commitment (UC) scheme optimum model of the DA market is studied in this thesis, which considered the spinning reserves. The probability of the reserve to be called in the consideration of the units constraints is analyzed. The specific affection of the price and capacity of the spinning reserve to the optimized results is discussed. A new feasible ideas and analysis to the unit commitment (UC) bidding and dispatching for the DA electricity power market is given. The research work in this thesis may provide a guide for the optimization of industrial organization in a macroscopic view, rational allocation of market share, and the necessary of improving the elasticities of electricity power demand. The theoretical basis and operation skill is described for the oligopoly power suppliers to use the market power rationally to participate in market competition, and to obtain maximum revenue by effective competition equilibrium model and the optimum market model.更多还原