基于风险的电力市场输电阻塞管理和电价控制策略研究

上海交通大学硕士学位论文基于风险的电力市场输电阻塞管理和电价控制策略研究姓名：赵筠筠申请学位级别：硕士专业：电气工程指导教师：张焰20090201StudyonRiskBasedCongestionManagementandPriceControlMethodinElectricityMarketABSTRACTTraditionalmonopolyhasbeenchangedbymarketderegulationinpowerindustry.Openaccessestoallmarketparticipantsandeffectivepricesignalsfromcompetitionoptimizetheresourceallocation.However,electricityisspecialmerchandisenotonlyinconsuming,butalsointhetransport.Aftermarketderegulation,powersystemreliabilityhasbeenchallengedbecauseoftheeconomicprofitmaximizationwhichcausesgridcongestion,reducedsecuritymargin,eveninstabilityandblackout.Inaddition,marketcompetitionbringsmoreuncertaintytoelectricitypriceandpotentialrisktomarketparticipants.Therefore,enhancingsystemreliability,improvingeconomyefficiencyandavoidingsecurityandpriceriskarethecorestothemarketreform.Thispaperprovidesadeepdiscussiononhowtoincorporategridsecurityintomarketpricesignalandkeeppricestable.Traditionalcongestionmanagementisbasedondeterministicsecurityanalysis,whichisnotabletoquantifyeventprobabilityandseverity,andsocomprehensivecongestioncontrolisnotavailable.Inthispaper,systemcongestionrisk,whichquantifythecongestionextent,isdefinedandappliedinthecongestionmanagementandnodalpricecalculation.Theresultfromtestsystemshowsriskbasedcongestionmanagementisaflexiblewayandsendsoutreasonablepricesignal.Inadditional,thispapergivesadetailanalysistoallfactorswhichhaveimpactonmarketpriceandperformance.Apricecontrolschemeincorporatingpriceforecastisproposed.Itsuggeststhatpreventiveactionsshouldbetakenwhenabigpricedisturbanceisdetectedinthemarket,whichissupposedtostabilizethemarketprice,reducerisktomarketparticipants.Theapplicationofthistechniquewillmakemarketruninabetterpriceperformance.Keywords:electricitymarket;securityriskcongestionmanagement;pricecontrol20092102009215200921511.120025[1]2003814300[2]LMP[3]N121.21.2.1.3[4][5]200370[6-8][9][10][11]4[1213][1415][1617][18][19]Alvarado[20-23]1.2.2.1.2.2.11992(EPAct)5[24]25-271.2.2.2[28]FACTS[2529][25][26]()()()()()[30-34](ExplicitAuctioning)(Implicit6Auctioning)(MarketSplitting)(CongestionPricingMethod)Re-dispatchingATC(CounterTrading)()[35-40][41][42-43][44]1.2.3.(LocationalMarginalPriceLMP)2070MarginalClearingPriceMCP[45]FERCPJMMISONEWENGLANDCAISOERCOT[46-5548]7LocationISO1.2.4.2000PG&E[5657]81-12005PJM1-1PJM2005200$/MWhtt-112312PriceSpike[58]PJMCAISOMISO[59][7475][76]9GARCH[77][78][79][80]1.31.3.1.20032004520051228500kV2006426-2820061220-26110ABA100MWBAB90%10%21.3.2.1FERCHHI(Hirschman-HerfindallIndex)11HHHI(HourlyHirschman-HerfindallIndex)HHI:HHI725HHI1800HHI3000HHHIHHHIHHHI70%HHHIHHI1000MRRMustRunRatioMRR080%//21[0.56880.8663]120.84040.608757.73%-76.75%[0.750.85]31.413,,142.12.1.1.2.1.1.1UncertaintyIEEETheproductofprobabilityandconsequence[60]121534562.1.1.21930Huebner[61]11623,42.1.2.[62][63]1N-11723[64]2.2[6566]199418JMcCalleyVVittal[64]2.2.1.3HealthMarginRisk[67]2-1{}{}2-1t19)|()|Pr()(1tESevtEtRiskinii∑==(2-1)EiiPr(Ei|t)Sev(Ei|t)n2.2.2.[68]))(()),(Pr()|Pr(tXFYtXtEYi==2-2X(t)YY,2211021),Pr(xbxbbxx++=2-3x1x2242-22[69][70]202-2242-2Pr(Ei)∑×−=≠−−1jijie)e1()E(Prλλ(2-4)2.2.3.LOLPEUE051015202533.544.555.566.57x10-5()(%)212-32-4PL=1.0VB=0.91[71]2.2.3.12-32-39001001)9.0()9.00.1/()9.0()9.0(0)(−−≤=LLLLPPPPSev(2-5)2-32.2.3.22-42-4PL220.90pu1.00.95pu00.95pu0)95.0()9.095.0/()95.0()95.0(0)(−−≥=BBBBVVVVSev(2-6)2-42.32-5[72]90%0.9590%~100%0.9~0.95VB23≥100%≤0.9:4C2C5C7C990%0.95puC5C9C2C7:2-5:C2,C5,C7,C9,,,,,2.41242123253.1MinLcPcCTT21−=(3-1-1)S.T.()()nnTllppLossLPe,...,,,...,22=−(3-1-2)()max122,...,,,...,knnkFllppF≤(3-1-3)()max222,...,,,...,knnjkFllppF≤−(3-1-4)mjk,...,2,1,=Cc1c2PL26eLossnmFF1maxF2maxFk-jkj3-1-13-1-213-1-33-1-43-13-1-33-1-41100%1098%1100%23-1N-1N-1N-13.22-32-1MinLcPcCTT21−=(3-2-1)27S.T.()()nnTllppLossLPe,...,,,...,22=−(3-2-2)()max122,...,,,...,knnkFllppF≤(3-2-3)()∑=mkkFSevp10*()∑∑==−+mjmkjkjFSevp11*maxRisk≤(3-2-4)mk,...,2,1=piiSevRiskRiskmax(3-2-3)3-1-43-2-4RiskmaxRiskmax3.33-1N-13-1N-1283.4Location-basedMarginalPriceLMPgiiPL∆∂∂=λ(3-3)(MarginalClearingPrice,MCP)——29LagrangeLagrange()()∑∑∑===−+−−+⋅=NikgikikiNilgiiNigiiTPSlossPPPCL1max11µλ(3-5)i(3-6)λLFi·λkk00λ3.53-11,KiiikkkLFSλλλµ==−⋅+⋅∑111max1minmax,..0,,1,2,...,,,1,2,...,,NigiiNLgiljijNkigikgigigiMinCPSTPPLossSPTkKPPPiN===⋅−−=⋅≤=≤≤=∑∑∑∑-(3-4)kikiSiCiPgii30()()[]DPellppLossCTnn−−+=,...,,,...,22πψ[]∑=−+mknnkklllppFF122max1),...,,,...,(µ[]∑∑==−−−+mkmjnnjkkjkllppFF1122max2),...,,,...,(µ(3-7)πµµk-jKarush-Kuhn-Tucker(KKT)011=−=∂∂πψdldCl(3-8-1)−∂∂+=∂∂1hhhlLossdldClπψ∑∑∑==−−=∂∂−∂∂−mkmjhjljlmkhkklFlF111µµ)1(0=h(3-8-2)qiµi-qµlµl-j0π=1dldC(3-9-1)hqiqihhlFlLdldC∂∂+∂∂−=−−µπ1,1h(3-9-2)3-9π-π∂L/∂lhµi-q∂Fi-q/∂lhµi-q∂Fi-q/∂lh()90%313.63-2()()[]DPellppLossCTnn−−+=,...,,,...,22πψ[]∑=−+mkkkkFF1max1µ()−+∑=mkkFSevpRisk10maxφ()−∑∑==−mjmkjkjFSevp11(3-10)KKT011=−=∂∂πψdldCl(3-11-1)∑=∂∂−−∂∂+=∂∂mkhkkhhhlFlLossdldCll11µπ()()∂∂+∂∂−∑∑∑=−==mkhjkmjjmkhklFSevplFSevp1110φ=0(h1)(3-11-2)qsrt97%π=1dldC(3-12)()hqsqhhIFSevplLossdldC∂∂∗∗+∂∂−=−φπ1()hrtrIFSevp∂∂∗∗+−φ(1h)(3-13)3-9323.