考虑电价碳价不确定性的燃煤发电基准电价优化模型An optimization model of benchmark electricity price for coal fired power generation considering the uncertainty of carbon price and electricity price
项中明,唐家俊,徐立中,甘雯,孙龙祥,杨莉
XIANG Zhongming,TANG Jiajun,XU Lizhong,GAN Wen,SUN Longxiang,YANG Li
摘要(Abstract):
碳排放权交易市场(以下简称“碳市场”)的推行将增加燃煤发电企业的碳排放成本,而现有燃煤发电基准电价难以覆盖逐年增加的燃煤发电成本。在此背景下,提出考虑电价、碳排放权价格(以下简称“碳价”)不确定性的燃煤发电基准电价双层优化模型。上层以电网公司为主体,构建基于CVaR(条件风险价值)的燃煤发电基准电价多目标优化模型;下层以燃煤发电企业为主体,构建考虑碳价的燃煤发电企业电力市场申报模型。采用分层序列法将多目标双层优化模型转化为单目标双层优化模型进行求解。算例分析结果表明,碳价上涨及其波动性加剧都会导致燃煤发电企业发电意愿下降,需相应地提升基准电价,而基准电价的最优值与碳价近似成线性关系。
With the promotion of carbon emissions trading market(hereinafter referred to as “carbon market”) agents, the carbon emission cost of coal-fired generation enterprises will continue to rise. Therefore, the existing benchmark electricity price for coal-fired power generation can hardly cover the cost of coal-fired power generation that increases year by year. In this context, a two-layer optimization model for the benchmark electricity price for coal-fired power generation that takes into account the uncertainty of electricity price and carbon emission trading price(hereinafter referred to as “carbon price”). A multi-objective optimization model based on CVaR(conditional value-at-risk) for the benchmark electricity price of coal-fired power generation is constructed in the upper layer with the power grid company as the main body. In the lower layer, with power generation enterprises as the main body, an electricity market declaration model for coal-fired generation enterprises considering carbon price is established. The multi-objective two-layer optimization model is solved by transforming it into a single-objective two-layer optimization one using the hierarchical sequence method. The example analysis shows that the carbon price rise and its increased volatility will derail coal-fired power generation enterprises' initiative to generate electricity. The benchmark electricity price needs to be raised accordingly, while the optimal value of the benchmark electricity price is approximately linearly related to the carbon price.
关键词(KeyWords):
碳排放权价格;燃煤发电企业;基准电价;多目标优化;双层优化
carbon emissions price;coal-fired power generation enterprise;benchmark electricity price;multiobjective optimization;two-layer optimization
基金项目(Foundation): 国网浙江省电力有限公司科技项目(B311UZ220002)
作者(Author):
项中明,唐家俊,徐立中,甘雯,孙龙祥,杨莉
XIANG Zhongming,TANG Jiajun,XU Lizhong,GAN Wen,SUN Longxiang,YANG Li
DOI: 10.19585/j.zjdl.202305007
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- 碳排放权价格
- 燃煤发电企业
- 基准电价
- 多目标优化
- 双层优化
carbon emissions price - coal-fired power generation enterprise
- benchmark electricity price
- multiobjective optimization
- two-layer optimization