深度文章｜省间日内电力现货市场设计的挑战与思考

北美、欧洲地区日内市场均包含滚动或相似机制,北美日内市场设计中滚动机制如表1所示;欧洲跨境日内市场中连续交易机制发挥着与滚动机制相似的作用。滚动机制中,交易周期应小于交易段长度,以实现滚动重叠机制,如图6所示(图中颜色深浅表示预测精度高低)。当交易周期等于交易时段长度时,无法实现滚动重叠。以t2—t3合同时段为例,利用滚动机制,分别在t=t0、t=t1时,利用不同预测精度信息,对t2—t3合同时段进行动态出清,t=t1时的出清是对t=t0时的偏差修正。需要说明的是滚动机制需配套设计合理的合同时间长度、滚动交易周期、滚动结算方法等。

图6 省间日内市场滚动机制示意图Fig. 6 Rolling mechanism of the cross-provincial market

1）合同时间长度。

省间日内市场合同时间长度应与新能源预测精度相匹配,且合同时间长度应适当长于有效超短期预测时间长度。一方面有助于充分利用新能源超短期预测信息,组织日内交易;一方面可以激励新能源参与者提升自身预测精度,预测水平高的市场参与能够优先利用市场资源开展交易。综合考虑目前新能源预测水平,合同时间长度4~8h为宜。

2）滚动交易周期。

省间日内市场滚动周期应综合考虑交易复杂度、电网风险、设备寿命等因素,滚动周期过短意味着交易频繁,可能导致市场效率降低,引起电网风险增加;滚动周期过长不利于高效利用超短期新能源出力预测信息。综合考虑交易复杂度与电网运行安全,滚动周期2~4 h为宜。

3）滚动结算机制

为实现日内滚动交易,需配套相应的日内市场滚动出清价格机制。传统的两部制偏差结算难以适应日内滚动交易的需求,应设计建立相匹配的三部制或多部制结算机制。

4 结论

日内市场特征正逐渐改变,从空间维度对日内市场的进一步划分,增加了省间日内市场的设计难度。本文分析了省间日内现货市场建设所面临的挑战,对省间日内现货市场设计进行了思考,并提出若干建议。

针对与省内市场的耦合衔接问题,提出了基于顺序出清的耦合模式;针对区域调峰辅助服务市场的融合问题,提出了区域市场设计应遵循的基本原则;针对通道容量的建模管理,提出了基于潮流和关键支路的通道建模方法;针对新能源消纳的政策要求,提出了基于滚动重叠的日内交易机制。

中国电力现货市场面临特有问题,通过借鉴国外电力市场相关经验,分析日内市场变化趋势,旨在设计高效运行的省间日内市场,促进资源优化 配置。

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