基于全成本分析的广东燃气机组发电合同转让交易套利探究及启示Exploration and Inspiration of Arbitrage in Guangdong Gas-fired Generation Contract Transfer Tradings Based on Full Cost Analysis
庞靖宇,王鑫,林萍
PANG Jingyu,WANG Xin,LIN Ping
摘要(Abstract):
替代发电交易是电力市场的重要交易品种,特别是对发电成本较高的燃气发电机组来说,发电合同转让交易是其收益的重要组成部分。基于广东发电合同转让交易机制,建立燃气机组的全成本分析模型,分析燃气机组的综合度电成本与发电合同转让价格之间的数学关联关系,建立燃气机组发电合同转让的套利模型,进一步探究不同变量因素的变动情况对燃气机组发电合同转让交易套利空间的影响,辅助燃气机组制定相应的交易策略。广东燃气机组发电合同转让交易的成熟运作为其他省区电力市场燃气发电机组参与发电合同转让市场交易提供一定的借鉴。
Substitute generation trading is an important transaction in the electric power market. Especially for gas-fired generation units with higher generation costs, the transfer tradings of generation contracts are important parts of their revenues. Based on the mechanism of contract transfer and transaction of generation in Guangdong province, this paper establishes a full cost analysis model of gas-fired generating units to analyze the mathematical relationship between the comprehensive cost of energy and the transfer price of generation contracts, and at the same time builds an arbitrage model of contract transfer of gas-fired generating units to further explore the influence of different variables on arbitrage space of gas-fired generation contract transfer to assist gas-fired generating units to formulate trading strategies. The mature operation of Guangdong gas-fired generation contract transfer trading provides a reference of power generation unit contract transfer for gas-fired generating units in electric power markets of other provinces and prefectures.
关键词(KeyWords):
发电合同转让交易;燃气机组;全成本分析;合同转让交易套利;电力市场
generation contract transfer trading;gas-fired generating units;full cost analysis;arbitrage in contract transfer trading;electric power market
基金项目(Foundation): 国网浙江省电力有限公司科技项目(5211JY17000W)
作者(Author):
庞靖宇,王鑫,林萍
PANG Jingyu,WANG Xin,LIN Ping
DOI: 10.19585/j.zjdl.201911014
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