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基于组合时钟拍卖的本地电力市场交易机制OA

Local Electricity Market Trading Mechanism Based on Combinatorial Clock Auction

中文摘要英文摘要

分布式能源在电力系统中的占比不断上升,建立本地电力市场有助于推动其就地消纳,保障高比例分布式能源电力系统的安全、稳定、经济运行.文中提出一种基于组合时钟拍卖的本地电力市场机制,包括时钟轮、补充轮和结算3个阶段.在时钟轮阶段,设计"市场运营商报价、市场主体分散式优化报量"的迭代出清机制,引入融合动量法思想的本地价格调整模型,通过本地价格迭代向聚合商传递市场动态信息,降低出清不确定性与交易风险.在补充轮阶段,设计考虑报价行为规则约束的密封投标模型,以降低聚合商报价难度,并证明时钟轮的预出清结果是考虑补充轮密封报价的最优分配.在结算阶段,引入基于VCG-nearest支付的结算机制,以保证结算满足核心支付约束,增强市场稳定性,并在一定程度上激励市场主体真实报价.算例结果表明,所设计市场机制可以有效引导分布式能源就地平衡,提高系统运行经济性.

The penetration of distributed energy resources in the power system is constantly increasing.Establishing local electricity markets will help promote local accommodation and ensure the safe,stable,and economical operation of power systems with a high proportion of distributed energy resources.This paper proposes a local electricity market mechanism based on a combined clock auction,comprising three phases:the clock round,the complementary round,and settlement.In the clock round stage,an iterative clearing mechanism of"pricing by the market operator and decentralized optimal quantity bidding by market participants"is designed.A local price adjustment model incorporating the idea of fusion momentum method is introduced to transmit market dynamic information to aggregators through local price iteration,thereby reducing clearing uncertainty and trading risks.In the complementary round stage,a sealed-bid model considering behavioral constraints on bidding is developed to lower the bidding difficulty for aggregators.It is proven that the pre-cleared results of the clock round represent the optimal allocation with sealed bids in the complementary round.In the settlement stage,a settlement mechanism based on VCG-nearest payment is adopted to ensure that settlements satisfy core payment constraints,enhance market stability,and incentivize truthful bidding by market participants to a certain extent.Case study results demonstrate that the proposed market mechanism can effectively guide the local balancing of distributed energy resources and improve the economic efficiency of system operation.

荆朝霞;潘嘉靖;赵昱宣;季天瑶

华南理工大学电力学院,广东省 广州市 510641华南理工大学电力学院,广东省 广州市 510641华南理工大学电力学院,广东省 广州市 510641华南理工大学电力学院,广东省 广州市 510641

电力市场组合时钟拍卖VCG-nearest支付不确定性聚合商报价分布式能源

electricity marketcombinatorial clock auctionVCG-nearest paymentuncertaintyaggregatorbiddingdistributed energy resource

《电力系统自动化》 2026 (10)

122-136,15

广东省基础与应用基础研究基金资助项目(2024A1515011526)已申请国家发明专利(申请号:202411469657.2). This work is supported by Guangdong Provincial Basic and Applied Basic Research Foundation of China(No.2024A1515011526).

10.7500/AEPS20250609016

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