电力市场下水电价值预测与评估研究

华中科技大学硕士学位论文电力市场下水电价值预测与评估研究姓名：李秋君申请学位级别：硕士专业：水利水电工程指导教师：伍永刚20060501IIIAbstractTheregionalelectricitymarkethasbeingdevelopingdeeply,hydropowerwillcompetitivebiddingwiththermalgenerationsintheelectricitymarket.Withtheseparationofpowerstationsandelectricpowergrid,everyhydro-powerstationshouldconsiderhowtoobtainmaximumbenefitsthroughhydropowervalueforecastingandevaluatingandoptimalgenerationbiddingstrategyunderconditionsofpowermarket,whichhasbecomethehottestandtoughestissueintheresearchofelectricitymarket.Firstly,thedefinition,characteristic,operationmodeandtransactionmodeareintroducedatthebeginning.Further,basedontheadvantagesofhydropowerandcurrentoperationmodeofhydropower,thenecessityofhydropower'sparticipationinthecompetitionofpowermarketisemphasizedandtheresearchcontentofthisthesis,intheoverseasandhome,isintroducedbriefly.Inaddition,thefactorofeffectingthebiddingpriceisanalyzinginthepaper.Theresearchofsuchproblemsprovidesthebackgroundandbasisforthebiddingofhydropower.Establishingandsolvingthemathematicmodelofevaluatinghydropowervalueisoneofthekeypointsinthethesis.Firstlyananalysisonhydropowergenerations,characteristicofhydropowervaluecarriedout,andthenasaevaluatingindexhydropowerequivalentvalueisputforwardandthemathematicmodelofevaluatinghydropowervaluewithhydrooperationconstraintstakenintoconsiderationareproposed.Dynamicprogrammingalgorithmisappliedtosolvethemodel.Acasestudydemonstratestheefficiencyandfeasibilityoftheevaluatingmethodandgettheimportantlysignalityconclusion.Thenewoperationandtrade-offmodeofhydropowerintheelectricitymarket,basedonthehydropowerequivalentvalue,isalsoproposedinthepaper.Keywords:electricitymarket,shadowprice,marginalwatervalue,hydrogenerationsbidding,trade-offmode_____111.1-[1][2~3]21.220001120042005520052004200120029[4]1.2.11/34-9/50-70%0.09-0.20/31.2.2[5~6]1)2)3)4)5)1.31.3.1[7][8~10][11~15]4[16]POOL[17][18~19][20],[21][22][23]1.3.2[24][25][16]5[26][27~28][29][30][21][31][32]1.46722.17080802.22.2.182.2.2[33]2.2.3[34]212-191)2)3)PXMCPMarketClearingPricePX4)5)2.32.3.11[35~36]1)(pool)(PSA,Pooling&SettlementAgreement)(NGC)10NGC2-22-2(CFD)NGCNGC/NGC28NGC2)48NGCNGC11(SMP)(LOLP)(VOLL)(PPP)LOLPVOLLNGC(uplift)(PSP)2[37~38]3000kW79.9%99.5%1)ASA(1)1015200.165/kWh(2)50%19960.178/kWh2)24h(1)24h1224h6723(2)168h71024h(3)24h24h3)(1)30551580(2)1MW10MW(3)4867(4)Pointrate3[39~40]1319871)(NZEM)COMIT2)(NZEM)24840208(1)36212(2)4COMIT4COMIT(3)12143)0.5h1h4[41]1)(1)CNPE(2)ANNEL(3)ONSONS230min1/kWONSCCPE,ANEEL(4)MAEMAE85%-90%2)1593%ONS,230minONS2.3.21)(powerexchange)(indepententsystemoperator)NGC2)3)(1)(2)2448166723ONS(3)(4)2.4[18][20]1)172)3)484)182.51933.13.2,,3.2.1[43][44]80203-13-10.03/m3[23]tttvTtdPdPdQwV⋅⋅=∫0(3-1)ttdPdQvw[26]213.2.2[45~46]ittiqtq∆tiTCiTC∆tiqtiitiidqdTCqMC=)((3-2)3-2P0P0qq3-2223.2.3[46]1)2)[1]3.33.3.11)2)3)234)5)3(1)(2)3.3.224333-33.4[32]∆25kQPλ⋅∂∂=∆QE∂∂=∆(3-3)kPEλ⋅=EPQkλ3-112VE∂∂=∆(3-4)),,(VPfEλ=(3-5)),,(FSVVIfV=(3-6)dQdTMcC=CMcTQ∆vwPQVEwv∂∂⋅∂∂=(3-7)QPPQ∂∂263.52744.1.4.23-4,3-5,3-64.3284.3.1)}()(max{kPkOBJTk∑==1λ(4-1)(4)))}(),(()()(max{))(),((**111++Ε+=Ε+kkvkpkkkvkkλλλ(4-2)))(),((*kkvkλΕk(4-2))(kv)(kλ.vW))(())(),((*kvkkvWkv∂Ε∂=λ(4-3):1)kkSkIkVkV*))()(()()(−+=+1(4-4)2)UKLVVV≤≤(4-5)3)UKLPPP≤≤(4-6)kTP(k)k)(kλk29V(k)kI(k)kS(k)k)(kVk4.3.2VE∆∆VE∂∂1)nkkkVVV,,,,…212)nkkkVVV,,,,…21nkkkEEE,,,,21(EV−)3)EV−nkkkVVV,,,,…21,vnvvWWW,,,…214)4.3.3130175m145m155m165m10000MW1000MW5-15-201000200030004000500060007000800013579111315171921232527293133355-100.050.10.150.20.250.30.351357911131517192123252729313335/KWh5-22vW5-132315-1020000400006000080000100000120000140000160000239250262274287300314329344360376393410428446M35-300.050.10.150.20.250.30.350.40.45239250262274287300314329344360376393410428446M3/KWh125-4/M3/MW/M3//(/KWh300.20314.14328.73344.00359.92376.29393.00410.13427.70445.702996324.703375051.003762576.104147679.304553559.404974732.805040000.005040000.005040000.005040000.00125.80139.73154.33169.60185.52201.88218.60235.73253.30271.3081006.5090336.75100189.89113842.80124654.74133739.26133739.26133739.26133739.26133739.260.290.260.230.200.170.140.120.090.060.02325-35-424.44.4.1[17~18]1)100MW100M332)4.4.2))}()(()(max{})(max{kPkPkEEOBJTkTkdownupdownup11+×=+=∑∑==λ4-7(4-7)))}(),(),(())()(()(max{))(),(),((**1111+++Ε++×=Ε+kkVkVkpkpkkkVkVdownupkdownupdownupkλλλ4-8(4-8))(),(kVkVdownup)(kλ.vW))(),(())(),(),((*kVkVkkVkVWdownupdownupkv∂Ε∂=λ24-9(4-9)34))(),(())(),(),(())(),(())(),(),((*,*,kVkVkkVkVkVkVkkVkVWdownupdownupkdowndownupdownupkupv∂Ε∂+∂Ε∂=λλ22(4-10)1)dkdVkqkqkqkQkqupdownupupdownupupdown−+=+=)()()()()(,,(4-11)upEdownE)(kqupk)(kqdownk)(kQupk)(,kqdownupk4.4.34-10)(kVup)(kVdown1)4-1354-11,downV2,downV…nudownV,1,upV11,,upE21,,upE…nupE,,12,upV………………………kupV,…………(1)12k1i2i]][][[jikVup1]][][[jikVdown2k(2)(3)2)364-94.4.41221.51758500m32105-25-56Z566064m5-2375-2/KWh270.03274.16282.59291.27300.2304.79318.91323.78344354.55Z560.5060.4460.3490.3030.2750.2630.2330.2210.1910.176570.50.4410.3450.30.2720.2590.2290.2180.1870.173580.4940.4350.340.2950.2680.2550.2250.2140.1830.169590.4920.4340.3390.2940.2660.2540.2240.2