讲稿-电力市场-电自09-3-market for electrical energy.pdf

3 Market for Electrical Energy 电能交易市场 Outline introduction 引言 Open electrical energy markets 开放式电能 市场 The managed spot market 集中式现货市场 The settlement process 结算流程 Introduction Particularity of the energy 电能商电能商 品的特殊性品的特殊性 Electrical energy is inextricably linked with the power system 电能商品总是与电力系统 紧密相连 The power system functions much faster than any market 电力系统的传送速度远高于其他商品市场 Supply and demand generation and load must be balanced on a second by second basis 供应与需 求 发电与负荷 需要每时每刻都保持平衡 Particularity of the energy cont The power produced by all generators is pooled on its way to the loads 所有发电机的 出力会在系统内汇合到一起 并依照物理定律 流到各个电力用户 Pooling results in valuable economies 电能汇合 能实现相当的规模经济 A breakdown in a system affects everybody not just the parties to a particular transaction 电网如 果发生故障 将会波及所有市场成员 而不会只影 响到一些特定交易的参与者 Particularity of the energy cont The demand for electrical energy exhibits predictable daily and weekly cyclical variations 电能需求会表现出可预测的循环波 动 The need for a managed spot market 集集 中式现货市场存在的必要性中式现货市场存在的必要性 Errors and unpredictable events introduce gaps between load and generation 各种误差与不可预测 故障均有可能导致负荷与发电出现偏差 The actual demand of consumers is never exactly equal to the value forecasted 用户的实际负荷需求不会总是恰好等 于预测值 A sudden mechanical or electrical failure may force a unit to shut down or reduce its output 突发的机械或电气故障会 迫使机组关停或者降低其发电出力 Failure of transmission or and distribution networks will affect the supply 输电 配电设备故障会影响供电量 The need for a managed spot market cont Deviation between generation and load must be bridged quickly and precisely to maintain the integrity of the power system为了保证电力系统的安 全运行 必须快速准确地消除发电与负荷间的偏差 In the current state of the technology an open market cannot achieve this requirement 目前的技术条件下 开放 式市场无法满足校正偏差的要求 An managed spot market is needed 需要建立一个集中管 理的现货市场 Open electrical energy markets 开放式电能市场 Type of markets Bilateral trading 双边交易 Electricity pools 电力库 Bilateral trading 双边交易双边交易 Involves only two parties 仅涉及两个主体 A buyer 一个购买者 A seller 一个销售者 Participants enter contracts without involvement interference or facilitation from a third party 交易双 方可以自由签订双边合同 无须第三方参与 干扰或 者推动 The price of each transaction is set independently by the parties involved and there is no official price 每一笔交易的价格均由交易双方独立决定 不存在 官方 价格 Forms of bilateral trading 双边交双边交 易的类型易的类型 customized long term contract 自定义长期合 同 Flexible 灵活 Large amount of transaction 交易量大 Long period of time 时间跨度长 High transaction cost 交易费高 Forms of bilateral trading cont trading over the counter 场外 交易 Standardized contract 标准合同形式 A standardized definition of how much energy should be delivered during different periods of the day and week 规定一天与一周之内各时段应交付的标准电能数 量 Involve smaller amounts of energy to be delivered 适用于中短期数量较小的电能交易 lower transaction cost 交易费用较少 Forms of bilateral trading cont electronic trading 电子交易 A computerized marketplace 计算机化的交易环境 Participants give offers and bids 购电方 售电方 自行报价 Computers make the match 系统撮合交易 Example Borduria Power trades in a electricity market that operates on a bilateral basis which involves three forms of trading long term futures and electronic trading 蜀国电力公司 在蜀国电力市场上进行交易 该市场以双边交 易为基础 涉及长期 期货 电子交易三种交 易方式 Parameters of the units 蜀国电力公司三蜀国电力公司三 台发电机组具体参数台发电机组具体参数 Unit 机组 Type 类型 Pmin MW Pmax MW MC MWh A Large coal 大型燃煤 机组 100 500 10 0 B Medium coal 中型燃 煤机组 50 200 13 0 C Gas turbine 燃气轮 机 0 50 17 0 Contractual position 合同交易情况合同交易情况 14 00 15 00 on June 11 Type Contract date Identifi er Buyer Seller Amount MWh Price MWh Long term 10 January LT1 益州能源 蜀国电力公司 200 12 5 Long term 7 February LT2 蜀国钢铁 蜀国电力公司 250 12 8 Futur e 3 March FT1 荆州电子 蜀国电力公司 100 14 0 Futur e 7 April FT2 蜀国电力 汉中电力公司 30 13 5 Futur e 10 May FT3 益州能源 蜀国电力公司 50 13 8 Contract 570MW Capacity 750MW Bids and offers of the electronic trading 电子电子 交易所显示的待交易的报价与投标交易所显示的待交易的报价与投标 11 June 14 00 15 00 Identifier Amount MW Price MWh Bids to sell energy 售电 报价 B5 20 17 5 B4 25 16 3 B3 20 14 4 B2 10 13 9 B1 25 13 7 Offers to buy energy 购 电报价 O1 20 13 5 O2 30 13 3 O3 10 13 25 O4 30 12 8 O5 50 12 55 Got O1 O2 O3 A 500 0 B 130 70 C 0 50 11 June Noon 13 30 Plant B has developed some unexpected mechanical problems with maximum output of 80 MW B电厂机械故障 最大出力降到80MW Options of the trader 交易员的选择方案 Do nothing leaving Borduria Power short by 50 MWh that would have to be paid for at the spot market price 任由蜀 国电力少发50MW出力 以现货市场价格进行补偿 Make up this deficit by starting up unit C 启动机组C 补足 缺额 Try to buy some replacement on the market 尽可能在电力 交易所内购买一些替代电力 Bids and offers of the electronic trading 电子电子 交易所显示的待交易的报价与投标交易所显示的待交易的报价与投标 11 June 14 00 15 00 Identifier Amount MW Price MWh Bids to sell energy 售电 报价 B5 20 17 5 B4 25 16 3 B3 20 14 4 B6 20 14 3 B8 10 14 1 Offers to buy energy 购 电报价 O4 30 12 8 O6 30 12 7 O5 50 12 55 Selects B3 B6 B8 A 500 0 B 80 70 C 0 50 11 June 13 30 Electricity Pools 电力库电力库 Basic operation form of the Pools 电力库的基本运营 模式 Gencos submit bids to supply a certain amount of electrical energy at a certain price for the period under consideration 发电公司针对交易时段提供发电报价 The bids are ranked in order of increasing price to form the supply curve 所有报价按从低到高的顺序排列形成市场供应曲线 bids amount and price Consumers submit offers specifying quantity and price 用 户提交包含量价的投标 The offers are ranked in order of decreasing price to form the demand curve所有投标按价格从高到低排列形成市场需求曲线 Basic operation form of the Pools cont The intersection of these supply and demand curves represents the market equilibrium 市场均衡点即为 供需曲线的交点 All the bids submitted at a price lower than or equal to the market clearing price MCP are accepted and generators are instructed to produce the amount of energy corresponding to their accepted bids All the offers submitted at a price greater than or equal to the MCP are accepted and the consumers are informed of the amount of energy that they are allowed to draw from the system MCP MCP represents the price of one additional megawatt hour of energy and is therefore called the system marginal price SMP Gencos are paid the MCP for every megawatt hour that they produce 发电商按 MCP出售其生产的全部电能 Consumers pay the MCP for every megawatt hour that they consume 用户按 MCP支付其购买的所有电能 Example 11 June 9 00 10 00 Company Quantity MWh Price MWh Bids 甲 200 12 00 甲 50 15 00 甲 50 20 00 乙 150 16 00 乙 50 17 00 丙 100 13 00 丙 50 18 00 Offers 丁 50 13 00 丁 100 23 00 戊 50 11 00 戊 150 22 00 巳 50 10 00 巳 200 25 00 Stacks of bids and offers 报价与投报价与投 标的累加结果标的累加结果 11 June 9 00 10 00 Company Quantity MWh Price MWh Bids 甲 200 12 00 甲 50 15 00 甲 50 20 00 乙 150 16 00 乙 50 17 00 丙 100 13 00 丙 50 18 00 Offers 丁 50 13 00 丁 100 23 00 戊 50 11 00 戊 150 22 00 巳 50 10 00 巳 200 25 00 甲 甲 甲 丙 乙 乙 丙 巳 巳 丁 丁 戊 戊 Settlement 各发电商和用户中标的电能数量及对应的收入与费用各发电商和用户中标的电能数量及对应的收入与费用 Compa ny Producti on MWh Consum ption MW Revenu e Expens e 甲 250 4000 乙 100 1600 丙 100 1600 丁 100 1600 巳 200 3200 戊 150 2400 总计 450 450 7200 7200 甲 甲 甲 丙 乙 乙 丙 巳 巳 丁 丁 戊 戊 The managed spot market 集中式现货市场 The managed spot market 集中式集中式 现货市场现货市场 Imbalances between generation and load must be corrected quickly 发电与负荷不平衡必须在极短的时 间内得到纠正 A conventional spot market mechanism is not feasible 传 统的现货市场难于满足该要求 The balance is guaranteed by the system operator through the managed spot market 系统平衡由系统运营商通过 集中式现货市场 来保证 Other name given to this function Reserve market 备用市场 Balancing mechanism 平衡市场 Characteristics of the managed spot market A managed market where the bids and offers are selected by a third party SO rather than through bilateral deals 集中交易 但报价与投标的中标情 况取决于第三方 系统运营商SO 而不是双边交易 Balancing services for a specific period are normally offered by market participants after the open energy market for that period has closed 通 常只有在开放式电能市场关闭后 市场成员才会向 系统运营商提交平衡服务申请 Obtaining balancing resources 平平 衡资源的获取衡资源的获取 Units that are not fully loaded can submit bids to increase their output 没有满载的发 电机提交增出力报价 Units can also offer to pay to reduce their output 发电机组也可给出减出力投标 Consumers would offer to increase or reduce their demand 电力用户也可增加或 减少电力消费 Operation of the managed spot market 集中式现货市场的运营集中式现货市场的运营 System operator Contractual positions of the producers Contractual positions of the consumers Very short term load forecast Bids to increase production or decrease demand Offers to increase demand or decrease generation Accepted bids and offrs Example The scheduled output and the characteristics