基于金融储能权的市场风险规避方法
摘要:随着可再生能源在配电网中的渗透率日益提高，其发电的不确定性和波动性日渐加剧，进而引发线路阻塞等一系列问题。由于线路阻塞引起的电力市场节点边际电价波动，为市场参与者带来了额外的不确定性风险。为此，针对我国电力市场的特点，提出了一种基于金融储能权的阻塞风险规避机制。该机制允许市场参与者通过金融储能权交易来获取以节点边际电价结算的储能使用权，从而有效规避因节点边际电价波动而产生的阻塞风险。然后，设计了基于金融储能权的阻塞风险规避模型，该模型结合节点边际电价和阻塞价格来优化储能的充放电策略及金融储能权的交易策略，旨在实现金融储能权利润的最大化，帮助市场参与者有效规避因线路阻塞引起的风险。以扩展的IEEE 33节点配电网作为仿真案例，仿真结果展示了所提出的阻塞风险规避机制和模型的有效性。
Abstract：With the increasing penetration of renewable energy in the distribution network, the uncertainty and volatility of its power generation are increasing, which leads to a series of problems such as line blocking. The fluctuation of marginal price of power market nodes due to line congestion brings additional uncertainty risk to market participants. Therefore, according to the characteristics of China's power market, a blocking risk avoidance mechanism based on financial energy storage rights is proposed. This mechanism allows market participants to obtain the right to use energy storage settled by node marginal price through financial energy storage right trading, so as to effectively avoid the blocking risk caused by node marginal price fluctuations. Then, a blocking risk avoidance model based on financial energy storage rights is designed, which combines node marginal price and blocking price to optimize the charging and discharging strategy of energy storage and the trading strategy of financial energy storage rights, aiming to maximize the profit of financial energy storage rights and help market participants effectively avoid the risks caused by line blocking. Taking an extended IEEE 33-node distribution network as a simulation case, the simulation results demonstrate the effectiveness of the proposed congestion risk avoidance mechanism and model.
标题：基于金融储能权的市场风险规避方法
title:Market Risk Hedging Approach Based on Financial Storage Rights
作者：冯胤鑫,韩冬
authors:FENG Yinxin,HAN Dong
关键词：金融储能权,节点边际电价,电力市场,风险规避,阻塞管理,
keywords:financial storage rights,locational marginal price,electricity market,risk hedging,congestion management,
发表日期：2024-01-15
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