论文标题
在欧洲电力市场拍卖前拍卖前一天清算：成本最小化与社会福利最大化
On Market Clearing of Day Ahead Auctions for European Power Markets: Cost Minimisation versus Social Welfare Maximisation
论文作者
论文摘要
对于不灵活的需求和考虑网络限制的情况，我们引入了基于成本最小化（CM）的市场清算机制，以及代表欧洲前电力市场中使用的标准社会福利最大化机制的模型。由于CM模型对应于一个更具挑战性的优化问题，因此我们提出了四种利用问题结构的数值算法，每个算法都在计算成本和收敛保证之间具有不同的权衡。这些算法在合成数据上进行了评估，以提供其性能的直觉。我们还提供了强大的（但部分）的分析结果，以促进CM问题的有效解决方案，该解决方案呼吁引入新概念：最佳的区域堆栈曲线，这些结果用于设计四种溶液算法之一。在2019 - 2020年期间，对CM和SWM模型的评估及其比较进行了对中欧日电力市场的现实世界数据的真实世界数据进行的。我们表明，我们引入的SWM模型很好地表示了实际价格的历史时间序列。此外，CM降低了生产商的市场能力，因为通常这会导致零售价格下降，并且与当前使用的SWM相比，Zonal价格的总成本始终降低了电力采购的总成本。
For the case of inflexible demand and considering network constraints, we introduce a Cost Minimisation (CM) based market clearing mechanism, and a model representing the standard Social Welfare Maximisation mechanism used in European Day Ahead Electricity Markets. Since the CM model corresponds to a more challenging optimisation problem, we propose four numerical algorithms that leverage the problem structure, each with different trade-offs between computational cost and convergence guarantees. These algorithms are evaluated on synthetic data to provide some intuition of their performance. We also provide strong (but partial) analytical results to facilitate efficient solution of the CM problem, which call for the introduction of a new concept: optimal zonal stack curves, and these results are used to devise one of the four solution algorithms. An evaluation of the CM and SWM models and their comparison is performed, under the assumption of truthful bidding, on the real world data of Central Western European Day Ahead Power Market during the period of 2019-2020. We show that the SWM model we introduce gives a good representation of the historical time series of the real prices. Further, the CM reduces the market power of producers, as generally this results in decreased zonal prices and always decreases the total cost of electricity procurement when compared to the currently employed SWM.
