CN108376374A - A kind of medium and long-term transaction optimization method suitable for transnational interconnecting electric power market - Google Patents

A kind of medium and long-term transaction optimization method suitable for transnational interconnecting electric power market Download PDF

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CN108376374A
CN108376374A CN201810108338.7A CN201810108338A CN108376374A CN 108376374 A CN108376374 A CN 108376374A CN 201810108338 A CN201810108338 A CN 201810108338A CN 108376374 A CN108376374 A CN 108376374A
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electricity
transaction
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丁涛
张慧明
别朝红
贾志义
侯云婷
宋述停
杨青润
田伟
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State Grid Corp of China SGCC
China Electric Power Research Institute Co Ltd CEPRI
Xian Jiaotong University
Yangquan Power Supply Co of State Grid Shanxi Electric Power Co Ltd
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State Grid Corp of China SGCC
China Electric Power Research Institute Co Ltd CEPRI
Xian Jiaotong University
Yangquan Power Supply Co of State Grid Shanxi Electric Power Co Ltd
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Abstract

The present invention proposes a kind of medium and long-term transaction optimization method suitable for transnational interconnecting electric power market:First the various energy year contracts transaction electricity in various countries are determined in conjunction with finding;Under the bilateral model of " concentration is brought together, Decentralized transaction ", the problems such as considering transmission charges, new energy, political factor, is up to objective on transaction both sides with social welfare and carries out High-low Match and bring together, determines the year trading situation between country;According to the prediction to monthly electricity price and supply/demand, short of electricity penalty term is added in the optimal object function of economy, the power energy allocation that will merchandise in year is to the moon.Transaction optimization model proposed in the present invention can be applied to the medium and long-term transaction in interconnecting electric power market under global energy Background of Internet, realization for extensive transregional energy source optimization configuration is provided fundamental basis, and then alleviate environment increasingly severe in the global range that conventional electric power generation banding comes and energy problem, correlative study work can be unfolded in engineering actual person accordingly.

Description

A kind of medium and long-term transaction optimization method suitable for transnational interconnecting electric power market
Technical field
The invention belongs to the electricity market field of electric system, relate generally to consider new energy, transmission charges and political affairs Control the design and emulation of the transnational electricity market medium and long-term transaction model of factor.
Background technology
Under global energy Background of Internet, interconnected network is by each voltage class power grid of transnational, across continent bulk transmission grid and various countries It constitutes, connects each continent large size Energy Base, to realize that the energy provides the foundation in interregional distributing rationally;With various countries' electric power The propulsion of market reform realizes transnational electricity transaction and then realizes the energy source optimization configuration in extensive range, alleviates tradition Environmental problem increasingly severe is possibly realized in the global range that power generation mode is brought.
Since the 1990s, the world has started the upsurge of electricity market reform, the state headed by European and American countries Family, it is practical in conjunction with national conditions and power industry development, Power Market Construction thinking and pattern are constantly adjusted and perfect, to promote Into the transition of the low-carbon of power industry and society, energy security efficient provision is realized.All in all, external wholesale electricity market can be with It is summarized as centralized transaction and Decentralized transaction, these successful examples provide valuable reference for later Foreign Transactions.
Power generation has certain uncertainty, and it is excessive that this is not only likely to cause Electricity price fluctuation, or even can cause electricity Situations such as power is insufficient.Electric energy wholesale market perfect at present is mainly made of the sub- market of different time scales, including in Long market, ahead market, in a few days market and Real-time markets etc..The transaction of medium-term and long-term contract according to the data that market member is declared come Formulate long-term contract trading program in electricity market.For more complex transnational across the continent electricity market of environment, it is necessary to logical first Long-term contract signs to ensure the order of Electricity Market Operation, the stability of supply of electric power and electricity price in crossing.
Portfolio Optimization theory is one of core content of modern finance, be in recent decades applied mathematics in finance One research hotspot of investment field, how main research effectively configures investor under the uncertain environment of various complexity is held Assets with realize assets expected revenus maximize it is balanced with minimum of accepting the risk.Nineteen fifty-two, Harry M.Markowitz It discloses how to reduce risk by investment diversification from mathematical economics angle for the first time and how to utilize the effective of investment combination Boundary selects optimum combination, has started the beginning of modern finance theory and investment analysis theory, hereafter Chinese numerous scholars are based on The model has carried out a series of improve and perfect work.The construction situation of various countries' power industry, the current situation of electricity market, energy Source distribution is not quite similar from supply and demand situation, electricity transaction each sub- market profit return than different, therefore market member according to Rationally the dispensing transaction amount in sub- market improves the earning-related benefit of itself to Portfolio Optimization theory.Transnational interconnected network electric power Transaction is different from conventional trans-regional transaction, the transmission charges and lose very considerable that long distance powedr transmission is brought.
The research to transnational interconnecting electric power market trading facility is also lacked at present, for transnational interconnected network electricity transaction spy Different property, is analyzed, modeling and simulation.
Invention content
The purpose of the present invention is to provide a kind of medium and long-term transaction optimization methods suitable for transnational interconnecting electric power market.
In order to achieve the above objectives, present invention employs following technical schemes:
1) according to the power supply and demand situation of the transnational each member in interconnecting electric power market, unit data, quote data, unit maintenance Plan, the capacity information of transmission channel, target is up to social welfare, principle is brought together by High-low Match and is traded and match It is right, and determine the medium-term and long-term contract transaction electricity of pairing both sides;
2) economy for considering power supply is optimal with workload demand situation, and the medium-term and long-term contract to matching both sides is merchandised electric Amount is allocated by the period.
Preferably, in the step 1), object function is up to social welfare and establishes medium and long-term transaction Optimized model, root Electricity price and year contract transaction electricity solution medium and long-term transaction Optimized model are declared according to both parties, is obtained according to High-low Match pinch Close the deals match between the marketing member that principle is formed;Medium and long-term transaction Optimized model is expressed as:
1) object function:
2) constraints:
Vi,j≥0 (4)
Wherein, m, n are the number of power purchase side, sale of electricity side;Vi,jThe electricity bought to sale of electricity side j for power purchase side i;Bi(Vi,j) For the power purchase total expenditure of power purchase side i;Sj(Vi,j) be sale of electricity side j sale of electricity total income;VBi,maxThe maximum purchase declared for power purchase side i Electricity;VSj,maxThe maximum electricity sales amount declared for sale of electricity side j.
Preferably, it is contemplated that the potential exchange economy loss that political factor is brought, by the potential exchange economy loss with wind The form for becoming this by inches is added in object function, and obtains following medium and long-term transaction Optimized model:
1) object function:
CPR,k=α VkY(100-Rk)k∈J (7)
2) constraints:
Vgmin,r,b≤Vg,r,b≤Vgmax,r,b b∈B,r∈R (8)
-Skmax≤Vk/tk≤Skmax k∈Jb (9)
Wherein, α is risk factor, VkYElectricity, R are transmitted for the year of channel kkFor the corresponding political risk indexes of channel k, Rk Value is the average value of channel k Suo Lian two countries or district politics risk index, CPR,kFor the corresponding political risk costs of channel k, J For the set of transmission channel, JbIndicate the channel being connected with country b set;B indicates the set of All countries and regions, Vgmin,r,bAnd Vgmax,r,bThe minimum and maximum generated energy of r kind generation modes in respectively country b, R indicate power generation side The set of formula, Vg,r,bFor the actual power generation of r kind generation modes in the b of country, VkFor the country that is indicated with electricity or The flow of power of interzone channel k, tkIndicate that channel k utilizes hourage, SkmaxIndicate the transmission line capability upper limit of channel k.
Preferably, when transaction is interrupted because of political factor between having country, considering power transm ission corridor capacity Under the premise of, by solving the medium and long-term transaction Optimized model as shown in formula 5- formulas 9 again, coordinate and correct various countries or area Between year contract transaction electricity and its distribution.
Preferably, the both parties transmit electric energy at a distance and transfer is brought Transmission Loss, transmission of electricity wheeling rates system One converts in Generation Side in declaring electricity price.
Preferably, it according to interconnection region various countries or regional power industry and supply and demand present situation, is managed in conjunction with Portfolio Optimization It merchandises by medium-term and long-term (for example, year) contract of the various generation modes of the determination various countries or area including new energy electric Amount.
Preferably, the step 2) specifically includes following steps:
2.1) it according to the prediction of monthly electricity price, establishes and mould is optimized with the minimum monthly power energy allocation of fired power generating unit cost of electricity-generating Type, monthly power energy allocation object function are:
Wherein, λi,tFor the Research on electricity price prediction value of the monthly power purchase sides t i, Vi,j,tFor the moon of the monthly power purchase sides t i, sale of electricity side j both sides Degree transaction electricity.
2.2) according to the electro-load forecast to power supply area as a result, introducing short of electricity in monthly power energy allocation object function Then penalty term optimizes solution to the allocation result of monthly electricity;Introduce the monthly power energy allocation target of short of electricity penalty term Function representation is:
Wherein, EENS and VOLL is respectively expected energy not supplied and short of electricity penalty coefficient, Vi,'j,tFor the monthly t's of power purchase side i Predicted load.
Beneficial effects of the present invention are embodied in:
The present invention devises the medium and long-term transaction mould for being suitable for transnational electricity market using global energy internet as background Type can improve transaction social welfare, promote that resource is transregional distributes rationally, be transnational across continent under global energy Background of Internet The design of electricity transaction mechanism is provided fundamental basis and reference frame.
Further, by taking into account transaction cost, new energy and political factor, the transregional optimization of resource can be improved Configuration.
Description of the drawings
Fig. 1 is that High-low Match brings schematic diagram together.
Fig. 2 a are five state's schematic diagram of Northeast Asia.
Fig. 2 b are channel broken string schematic diagram.
Specific implementation mode
The present invention is described in further details with reference to the accompanying drawings and examples.
The present invention is by fully studying the factors such as political risk, new energy are uncertain, transmit at a distance to transnational electric power The influencing mechanism of transaction designs a kind of medium and long-term transaction model suitable for transnational interconnecting electric power market, chooses the day of Northeast Asia Sheet, South Korea, North China and the Northeast, Korea, Mongolia are that survey region carries out simulation analysis, illustrate the reasonability of model. The present invention can fill up the blank of the transnational power market transaction Model Design in the case where global energy interconnects background at present, for global energy The design of the trade mode of transnational electricity market provides reference under source interconnection background.
(1) substance
1) according to the power supply and demand situation of each market member, the unit master data declared, quote data, unit maintenance meter It draws, the capacity information of transmission channel, target (transacting targeted function) is up to social welfare, principle is brought together according to High-low Match It is traded pairing and determines the year trading volume of both sides;Specifically include for:
1.1) it according to survey region power industry and the finding of supply and demand present situation, is determined in conjunction with Portfolio Optimization theory The medium-term and long-term Contract volume of the various generation modes in various countries;
1.2) prescribed transactions both sides fully consider the electric energy Transmission Loss etc. that transmission and transfer are brought at a distance in quotation Transmission charges, by the progress so as to later stage trade matching in transmission charges conversion to electricity price;
1.3) catalogue scalar functions are up to social welfare, according to the quotation of both parties and electricity, according to High-low Match Bring the deals match between principle formation marketing member together.
2) according to the prediction case of electricity price, with the optimal monthly distribution object function for electricity of merchandising in year of economy, to year Transaction electricity is allocated;According to service area's load prediction situation, increase short of electricity penalty term pair in monthly distribution object function Allocation result optimizes;
2.1) when calculating cost of electricity-generating, ignore the cost of electricity-generating of the clean energy resourcies such as water power, wind-powered electricity generation, according to monthly electricity price Prediction establishes the minimum monthly power energy allocation object function of cost of electricity-generating by taking coal-fired fired power generating unit as an example;
2.2) according to the electro-load forecast to power supply area as a result, introducing short of electricity penalty term, the distribution to monthly electricity As a result it optimizes.
3) exchange economy that political factor is brought is lost and is added in the form of risk cost when political factor between consideration country It is added in transacting targeted function, merchandise between country is matched again;Politics of merchandising between having country is asked When inscribing and interrupting, under the premise of considering power transm ission corridor capacity, coordinate and correct various countries again according to transacting targeted function Between transaction electricity;And the power energy allocation that will merchandise in year is to the moon.
(2) specific to introduce
1. the investigation of interconnected network situation and resource distribution situation is carried out to survey region electricity market first, according to reality Situation determine use trade mode, below with the pattern of " concentration is brought together, Decentralized transaction " for.
It is declared 2. prescribed transactions both sides carry out price:The considerations of in price comprising to Transmission Loss and wheeling rates, and Shen Quotation lattice are unified in Generation Side and are converted, so as to the progress of follow-up trade matching.
3. being up to object function with social welfare, principle is brought together by High-low Match, according to the price of each participant in the market And trading volume declares situation, is matched to both parties.
(1) object function:
(2) constraints:
Vi,j≥0 (4)
M, the number of n-power purchase side and sale of electricity side;
Vi,jThe electricity (optimized variable) that-power purchase side i is bought to sale of electricity side j;
Bi(Vi,jThe power purchase total expenditure of)-power purchase side i;
Sj(Vi,jThe sale of electricity total income of)-sale of electricity side j;
VBi,maxThe maximum purchase of electricity that-power purchase side i is declared;
VSj,maxThe maximum electricity sales amount that-sale of electricity side j is declared;
Formula (2), the Constraint that (3) are both parties;Formula (4) defines that the transaction of both sides is unidirectional.
(3) High-low Match brings principle together:
Seller according to quotation from low to high, buyer arrange priority from high to low according to quotation, according to priority by height to It is low come trade matching both sides --- the transaction for brining the buyer and seller of highest priority together first, it is high then to bring preferential level together Market member transaction, and so on, it is as shown in Figure 1 to bring principle together.
4. political factor may result in the problems such as interrupting of merchandising between two countries, the present invention is by potential receipts caused by political factor Benefit loss is added in the form of risk cost in above-mentioned object function, is brought together trading situation.
According to 12 indexs such as government's stability, social economic environment, investment environment, internal conflict, open conflict into Row various dimensions political risk is assessed, and company (The PRS Group) is evaluated and tested in country risk, obtains comprehensive political risk index R (full marks 100).Risk index is lower, and political risk is higher.For transnational across continent power transmission, conveying electricity is bigger, political Risk is bigger, then risk of loss is bigger.Political factor may result in electricity transaction and interrupt or change, and then reduces transaction and receive Benefit.The political risk cost of kth transmission channel indicates as follows:
CPR,k=α VkY(100-Rk)k∈J (5)
Then the political risk cost of l transactions is:
Wherein α is risk factor, and value is the risk cost of unit of transfer's electricity under certain political risk, VkYFor channel k Year transmit electricity, RkFor the corresponding political risk indexes of channel k, it is worth for channel k Suo Lian two countries or district politics risk index R Average value, CPR,kFor the risk cost of kth transmission channel, J is the set of transmission channel.
To sum up obtain considering the transacting targeted function of improvement of political factor:
Constraints:
Vgmin,r,b≤Vg,r,b≤Vgmax,r,b b∈B,r∈R (8)
-Skmax≤Vk/tk≤Skmax k∈Jb (9)
Wherein, N indicates that the transaction amount amounted to, B indicate that the set of All countries and regions, R indicate generation mode Set, JbIndicate the channel being connected with country b set, Vgmin,r,bAnd Vgmax,r,bR kinds in respectively country b The minimum and maximum generated energy of generation mode, Vg,r,bFor the actual power generation of r kind generation modes, VkFor the state indicated with electricity Family or interlocal flow of power, set its reference direction;tkIndicate that channel utilizes hourage, SkmaxIndicate the transmission line capability of channel k The upper limit.Formula (8) constrains for generated energy, and formula (9) is channel transfer capacity-constrained.
After political factor causes the transaction of certain transmission channel to be interrupted, to other remaining power transm ission corridors, root again According to formula (5), and the capacity situation of transmission channel is combined, carries out the adjustment of electricity transaction and bring together again, i.e., optimization aim is:It is logical When k transaction in road is interrupted, the social welfare maximization of meter and risk cost.
5. a pair year transaction electricity carries out monthly distribution
Year transaction needs will merchandise power energy allocation to each moon of contract execution, and the fluctuation of each month electricity price will shadow The distribution of monthly electricity is rung, therefore is brought together after the transaction of the year between match trading member contract amount determines, it will also be to the electricity of every month Amount distribution optimizes.
It is main to consider tradition when calculating cost of electricity-generating since the cost of electricity-generating of water power and regenerative resource can be ignored Fired power generating unit, the present invention are as follows with the object function that cost of electricity-generating is minimum by taking coal unit as an example:
Wherein, λi,tFor the Research on electricity price prediction value of the monthly power purchase sides t i, Vi,j,tFor the moon of the monthly power purchase sides t i, sale of electricity side j both sides Degree transaction electricity (monthly optimized variable).
When determining moon trading volume, if only optimal with economy, i.e. the minimum object function distribution electricity of Generalized cost can Power energy allocation and actual load conditions of demand difference can be caused excessive, it is therefore necessary to be subject to about to the electricity monthly merchandised Beam.Therefore the present invention introduces short of electricity penalty coefficient, Further aim function on the basis of to power supply area moon electro-load forecast It is as follows:
Wherein, EENS and VOLL is respectively expected energy not supplied and short of electricity penalty coefficient, Vi,'j,tFor the monthly t's of power purchase side i Predicted load.
After the mathematical model for establishing transnational interconnection marketing, with maltab Programming with Pascal Language, optimized by Gurobi Solver solves, you can obtains year matching and the distribution condition of monthly electricity of trade matching.
(3) simulation analysis
Japan, South Korea, Korea North China and the Northeast, the Mongolia of selection Northeast Asia are research object, are established transnational The medium and long-term transaction model of electricity market.
The geographical location thumbnail in five, Northeast Asia region, power transm ission corridor situation are referring to Fig. 2 a.This five regions it Between have five transmission channels, it can be ensured that directly or indirectly carry out two countries between electricity transaction.Mongolia and China have abundant Divide wind energy resources, by interconnected network, wind energy effectively disappearing in east high load region (such as South Korea and Japan) may be implemented It receives;On the one hand, South Korea and Japanese two countries Power Market Development relative maturity, and Mongolia, Korea's electric power industry development fall behind relatively; On the other hand, interregional distribution relative distribution, but South Korea becomes the hinge of electricity transaction between country by its geographical location.Cause This, for Northeast Asian region, the present invention uses the pattern of " concentration is brought together, Decentralized transaction ".
Table 1 shows the electricity transaction data in five, Northeast Asia region.At electricity transaction market initial stage, transaction electricity accounts for about The 20% of load, long-term trade amount account for about the 80% of transaction total amount.And it is adjusted according to the actual conditions of various countries.Japan and Korea Spro State is main workload demand area, and resource is relatively deficient, therefore increases it and buy power.Mongolian wind energy resources are abundant, population Rareness, therefore increase its electricity sales amount of merchandising.
1. areas Dong Beiyawu electricity transaction data (unit of table:Hundred million kilowatt hours)
2. Northeast Asia of table, five region year contract transaction electricity (unit:Hundred million kilowatt hours)
It is the annual matching result of transaction in table 2, row represents buyer, and it is the seller to arrange.Table 3 interconnects between showing country Monthly transaction power energy allocation result.It can be seen that the hinge that South Korea merchandises as various countries has benefited from its superior geographical location And total turnover highest;The cost of electricity-generating of Mongolia is very low, but the transmission cost of Japan is relatively high, therefore can not match this friendship It is easily right.
Transaction monthly distribution condition in various countries' when 3. no deal of table is interrupted
After these countries connect each other, trans-regional consumption may be implemented in the abundant wind-powered electricity generation of Mongolia and China, to realize Resource is distributed rationally.This can not only allow developed country (the especially resource-starved countries such as Japan) to obtain cheap electric power, and And can also be that developing country brings income.But it is limited to geographical location and interconnected network construction situation, Mongolian wind-powered electricity generation is still difficult to Extensive remote transaction.
When (Fig. 2 b) is interrupted in transaction between Korea of South Korea, medium and long-term transaction simulation result is as follows:
Northeast Asia various countries year trading situation when 4. Korean-S. Korean transaction of table is interrupted
Transaction monthly distribution condition in various countries' when Korean-S. Korean transaction is interrupted of table 5.
Electricity transaction interrupts and will also result in transaction between other countries indirectly and interrupt or not between Korea and South Korea It obtains and does not select to complete transaction from other channel transfers.The diversity that trade channels select on the one hand will be caused to reduce in this way, again Transaction cost between country can be increased, cause part transaction that can not match completion and promise breaking expense need to be paid.
When the exchange between Korea and South Korea is interrupted, social welfare reduces, but still compare it is national between it is high when not interconnecting.
Can be seen that interconnecting electric power marketing from this numerical results can improve social welfare, and slight political factor is led When transaction being caused to interrupt, is declined compared with income of interconnection market-trading return when normal interconnection, but still do not interconnected than country When Transaction Income it is high.
The present invention is transmitted with wheeling rates, new energy not at a distance for the electric energy occurred in transnational interconnecting electric power market in a word The problems such as political factor, is analyzed between certainty, country, and a kind of of proposition is suitable for the medium-term and long-term of transnational interconnecting electric power market Trading Model can improve transaction social welfare, promote that resource is transregional distributes rationally, be under global energy Background of Internet across The design of across the continent electricity transaction mechanism of state is provided fundamental basis, and correlative study work can be unfolded in engineering actual person accordingly.

Claims (7)

1. a kind of medium and long-term transaction optimization method suitable for transnational interconnecting electric power market, it is characterised in that:Include the following steps:
1) according to the power supply and demand situation of the transnational each member in interconnecting electric power market, unit data, quote data, unit maintenance meter It draws, the capacity information of transmission channel, target is up to social welfare, brining principle together by High-low Match is traded pairing, And determine the medium-term and long-term contract transaction electricity of pairing both sides;
2) economy for considering power supply is optimal with workload demand situation, and the medium-term and long-term contract transaction electricity to matching both sides is pressed Period is allocated.
2. a kind of medium and long-term transaction optimization method suitable for transnational interconnecting electric power market according to claim 1, feature It is:In the step 1), object function is up to social welfare and establishes medium and long-term transaction Optimized model, according to both parties Declare electricity price and year contract transaction electricity solves medium and long-term transaction Optimized model, obtain brining principle together according to High-low Match and formed Marketing member between deals match;Medium and long-term transaction Optimized model is expressed as:
1) object function:
2) constraints:
Vi,j≥0 (4)
Wherein, m, n are the number of power purchase side, sale of electricity side;Vi,jThe electricity bought to sale of electricity side j for power purchase side i;Bi(Vi,j) it is purchase The power purchase total expenditure of electricity side i;Sj(Vi,j) be sale of electricity side j sale of electricity total income;VBi,maxThe maximum power purchase declared for power purchase side i Amount;VSj,maxThe maximum electricity sales amount declared for sale of electricity side j.
3. a kind of medium and long-term transaction optimization method suitable for transnational interconnecting electric power market according to claim 2, feature It is:In view of the potential exchange economy loss that political factor is brought, by the potential exchange economy loss with the shape of risk cost Formula is added in object function, and obtains following medium and long-term transaction Optimized model:
1) object function:
CPR,k=α VkY(100-Rk)k∈J (7)
2) constraints:
Vgmin,r,b≤Vg,r,b≤Vgmax,r,b b∈B,r∈R (8)
-Skmax≤Vk/tk≤Skmax k∈Jb (9)
Wherein, α is risk factor, VkYElectricity, R are transmitted for the year of channel kkFor the corresponding political risk indexes of channel k, value is The average value of channel k Suo Lian two countries or district politics risk index, CPR,kFor the corresponding political risk costs of channel k, J is transmission The set in channel, JbIndicate the channel being connected with country b set;B indicates the set of All countries and regions, Vgmin,r,b And Vgmax,r,bThe minimum and maximum generated energy of r kind generation modes in respectively country b, R indicate the collection of generation mode It closes, Vg,r,bFor the actual power generation of r kind generation modes in the b of country, VkFor between the country that is indicated with electricity The flow of power of channel k, tkIndicate that channel k utilizes hourage, SkmaxIndicate the transmission line capability upper limit of channel k.
4. a kind of medium and long-term transaction optimization method suitable for transnational interconnecting electric power market according to claim 3, feature It is:When transaction is interrupted because of political factor between having country, under the premise of considering power transm ission corridor capacity, lead to It crosses and solves the medium and long-term transaction Optimized model as shown in formula 5- formulas 9 again, coordinate and correct the year contract between various countries or area Transaction electricity and its distribution.
5. special according to a kind of medium and long-term transaction optimization method suitable for transnational interconnecting electric power market described in Claims 2 or 3 Sign is:The both parties transmit electric energy at a distance and transfer is brought Transmission Loss, transmission of electricity wheeling rates are unified in power generation Side conversion is to declaring in electricity price.
6. according to a kind of medium and long-term transaction optimization method suitable for transnational interconnecting electric power market of claims 1 or 2 or 3, It is characterized in that:It is theoretical really in conjunction with Portfolio Optimization according to interconnection region various countries or regional power industry and supply and demand present situation The medium-term and long-term contract transaction electricity of the various generation modes of the fixed various countries or area including new energy.
7. according to a kind of medium and long-term transaction optimization method suitable for transnational interconnecting electric power market of claim 1,2 or 3, It is characterized in that:The step 2) specifically includes following steps:
2.1) it according to the prediction of monthly electricity price, establishes with the minimum monthly power energy allocation Optimized model of fired power generating unit cost of electricity-generating, Its monthly power energy allocation object function is:
Wherein, λi,tFor the Research on electricity price prediction value of the monthly power purchase sides t i, Vi,j,tFor the monthly friendship of the monthly power purchase sides t i, sale of electricity side j both sides Easy electricity;
2.2) according to the electro-load forecast to power supply area as a result, introducing short of electricity punishment in monthly power energy allocation object function , solution then is optimized to the allocation result of monthly electricity;Introduce the monthly power energy allocation object function of short of electricity penalty term It is expressed as:
Wherein, EENS and VOLL is respectively expected energy not supplied and short of electricity penalty coefficient, V 'i,j,tFor the load of the monthly t of power purchase side i Predicted value.
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