当前位置: X-MOL 学术Int. J. Electr. Power Energy Sys. › 论文详情
Our official English website, www.x-mol.net, welcomes your feedback! (Note: you will need to create a separate account there.)
Impacts of large-scale penetration of wind power on day-ahead electricity markets and forward contracts
International Journal of Electrical Power & Energy Systems ( IF 5.2 ) Pub Date : 2021-02-01 , DOI: 10.1016/j.ijepes.2020.106450
Mohsen Banaei , Hani Raouf-Sheybani , Majid Oloomi-Buygi , Jalil Boudjadar

Abstract Utilization of renewable energy resources, especially wind power, for producing electric energy is growing fast in the world. Besides the environmental advantages, the variability, unpredictability, and uncontrollability of the wind turbines’ output power face the market players with different financial risks. Producers and consumers prefer to have a stable income in the power system and try to avoid the uncertainties and fluctuations in their profits. In this situation, forward contracts are used as efficient tools for helping the market players to hedge themselves against these risks. Since market players participate in both forward and day-ahead markets, their actions in each market affect the other market. So, day-ahead and forward markets affect each other. In this paper, the behavior of market players in the forward and day-ahead electricity markets in the presence of large-scale wind farms are studied. To this end, first, the contracting period is modeled considering different outcomes for the delivery period and then, the delivery period is modeled considering the contracting period outcomes. Equilibrium models are presented for each model. Both uniform and pay-as-bid pricing models for the day-ahead market are considered in the modeling procedure. A recently introduced risk management method called concern scenarios is upgraded and applied to model the risk management preferences of market players. Simulation results are presented, analyzed, and compared for models by applying them to a test system case study.

中文翻译:

风电大规模渗透对日前电力市场和远期合同的影响

摘要 世界范围内利用可再生能源特别是风能生产电能的趋势正在迅速发展。除了环境优势外,风力发电机组输出功率的可变性、不可预测性和不可控性也面临着不同财务风险的市场参与者。生产者和消费者更愿意在电力系统中有稳定的收入,尽量避免利润的不确定性和波动。在这种情况下,远期合约被用作帮助市场参与者对冲这些风险的有效工具。由于市场参与者同时参与远期和日前市场,他们在每个市场的行为都会影响另一个市场。因此,日前市场和远期市场相互影响。在本文中,研究了存在大型风电场的远期和日前电力市场中市场参与者的行为。为此,首先考虑交付期的不同结果对承包期建模,然后考虑承包期结果对交付期建模。每个模型都提供了均衡模型。在建模过程中考虑了日前市场的统一定价模型和按投标付费定价模型。最近引入的称为关注场景的风险管理方法被升级并应用于模拟市场参与者的风险管理偏好。通过将模拟结果应用于测试系统案例研究,可以呈现、分析和比较模型的模拟结果。考虑到交付期的不同结果对承包期进行建模,然后考虑到承包期的结果对交付期进行建模。每个模型都提供了均衡模型。在建模过程中考虑了日前市场的统一定价模型和按投标付费定价模型。最近引入的称为关注场景的风险管理方法被升级并应用于模拟市场参与者的风险管理偏好。通过将模拟结果应用于测试系统案例研究,可以呈现、分析和比较模型的模拟结果。考虑到交付期的不同结果对承包期进行建模,然后考虑到承包期的结果对交付期进行建模。每个模型都提供了均衡模型。在建模过程中考虑了日前市场的统一定价模型和按投标付费定价模型。最近引入的称为关注场景的风险管理方法被升级并应用于模拟市场参与者的风险管理偏好。通过将模拟结果应用于测试系统案例研究,可以呈现、分析和比较模型的模拟结果。在建模过程中考虑了日前市场的统一定价模型和按投标付费定价模型。最近引入的称为关注场景的风险管理方法被升级并应用于模拟市场参与者的风险管理偏好。通过将模拟结果应用于测试系统案例研究,可以呈现、分析和比较模型的模拟结果。在建模过程中考虑了日前市场的统一定价模型和按投标付费定价模型。最近引入的称为关注场景的风险管理方法被升级并应用于模拟市场参与者的风险管理偏好。通过将模拟结果应用于测试系统案例研究,可以呈现、分析和比较模型的模拟结果。
更新日期:2021-02-01
down
wechat
bug