Modeling price behavior in competitive electricity markets and the applications to energy systems management

竞争性电力市场中的价格行为建模及其在能源系统管理中的应用

• 批准号: 355839-2008
• 负责人: Zareipour, Hamidreza
• 金额: $ 1.85万
• 依托单位: University of Calgary
• 依托单位国家: 加拿大
• 项目类别: Discovery Grants Program - Individual
• 财政年份: 2011
• 资助国家: 加拿大
• 起止时间: 2011-01-01 至 2012-12-31
• 项目状态: 已结题
• 来源: https://www.nserc-crsng.gc.ca/ase-oro/Details-Detailles_eng.asp?id=482888
• 关键词: Modeling; price; behavior; competitive; electricity

During the past decade, many countries, including the provinces of Ontario and Alberta in Canada, have moved from the traditional power systems operation environment and have deregulated their power industry. Unlike the traditional power systems, deregulated electricity markets are featured with uncertain future prices. In these markets, electricity prices are competitively determined, on spot, for each specific interval during a day (e.g., for each 5-minute interval) based on the available supply and market demand. Future electricity market prices, however, are the key factors affecting most of the strategic decisions made by various market entities to optimize their operation. Examples of such decisions are operation scheduling, investment planning, and the setting up of public energy polices. Thus, optimality of such decisions is highly tied to the efficiency of price models employed to forecast future electricity market prices.

在过去的十年里，包括加拿大的安大略省和艾伯塔省在内的许多国家已经摆脱了传统的电力系统运行环境，放松了对电力行业的管制。与传统电力系统不同，放松管制的电力市场具有未来价格不确定的特点。在这些市场中，电价是根据可用的供应和市场需求，在一天内的每个特定时间间隔(例如，每个5分钟间隔)以竞争性方式确定的。然而，未来的电力市场价格是影响各种市场主体为优化其运营而做出的大部分战略决策的关键因素。这类决策的例子包括运营调度、投资计划和公共能源政策的建立。因此，此类决策的最佳性与用于预测未来电力市场价格的价格模型的效率高度相关。