| 杜 帅,丰玉帆.考虑系统性风险的现货市场双边报价交易机制与模型[J].电力需求侧管理,2023,25(1):12-19 |
| 考虑系统性风险的现货市场双边报价交易机制与模型 |
| Bilateral quotation trading mechanism and model in spot market considering systemic risk |
| 投稿时间：2022-10-03 修订日期：2022-11-27 |
| DOI：10.3969/j.issn.1009-1831.2023.01.003 |
| 中文关键词: 现货市场 双边报价 系统性风险 出清模型 新能源发电商 |
| 英文关键词: spot market bilateral offer systematic risk clearing model renewable energy generator |
| 基金项目:国家电力投资集团有限公司科技项目(KYTC2020ZH06) |
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| 摘要点击次数: 718 |
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| 中文摘要: |
| 随着我国电力市场建设进程的加快，越来越多的新能源及用户侧资源将成为市场交易的主要参与者。不同于传统火力发电商，这些新能源发电商的竞价策略更灵活、竞标行为更复杂多变，同时也为电力市场带来了更多的风险，亟需1种适用于新能源发电商参与的现货市场交易机制。首先设计了一种现货市场双边交易机制，分析并建立了新能源发电商和用户侧的报价模型。然后构建了基于CoVaR的市场参与者系统性风险指标，给出了不同市场主体系统性风险评估方法，并提出了风险规避的现货市场双边交易出清模型。最后通过算例仿真计算了不同主体的系统性风险，分析不考虑和考虑系统性风险出清模型下市场交易结果，验证了模型的有效性。 |
| 英文摘要: |
| With the acceleration of China’spower market construction process, more and more new energy and customer-side resources will become main participants of market transactions. Unlike traditional thermal power generators, these renewable energy generators have more flexible bidding strategies and more complex and variable bidding behaviors, which also bring more risks to the power market, and there is an urgent need for a spot market trading mechanism applicable to the participation of renewable energy generators.Thus,aspotmarketbilateraltradingmechanismisdesigned, an offer model for renewable energy generators and the cus tomer side are analysed and established. Then, aCoVaR - based systematic risk index for market participants is constructed, a systematic risk assessment method for different market players is given, and a risk- averse clearing model for bilateral trading in the spot market is proposed. Finally, the systemic risk of different subjects is calculated through simulation of arithmetic cases, and the results of market transactions without and with the systemic risk clearing model are analyzed to verify the effectiveness of the model. |
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