2002-2003 > Academic research: refereed > Publication in refereed journalVersion of RecordPublishe

Chung, CY

Chung, TS

Huang, MX

Wen, FS

Yu, CW

Zhao, XS

2002-2003 > Academic research: refereed > Publication in refereed journalVersion of RecordPublishedVoR allowe

PolyU Institutional Repository

????????????????????赵学顺1, 2 , 余志伟2 , 钟志勇2 , 文福拴1 , 钟德成2 , 黄民翔1( 1. ??????????????? , ?????? 310027; 2. ???????????? , ?? )??: 在以“厂网分开、竞价上网”为主要特征的电力市场环境下 ,如何在兼顾经济性和运行可靠性的前提下获取适当的运行备用容量以及如何确定其价格成为十分重要的问题。文中对传统的高峰负荷定价理论在电力工业中的应用进行了扩展 ,提出了一种新的运行备用定价机制。该定价机制与现行的市场运营模式相适应 ,在假设电力市场运营机构能够准确评估事故成本和发电公司自愿申报其提供备用容量的真实成本的前提下 ,可以获得兼顾电力市场运营经济性和运行可靠性的最优运行备用的获取和定价方案 ,并为市场参与者提供有用的价格和可靠性信息。???: 电力市场 ; 辅助服务 ; 运行备用 ; 定价机制 ; 容量获取 ; 高峰负荷定价?????: TM 73; F123. 9收稿日期: 2002-07-29; 修回日期: 2002-10-01。高等学校博士学科点专项科研基金资助项目 ( 2000033530) ;香港理工大学研究基金资助项目。0　?????????????? ,??????????????????????。 ????????? ,??、??????????????? ,????????????????????。?????????????? ,?????????????????????????????。????????????? ,?????????????????????? ,??????????????????。???????? ,??????????????? ,???????????、????? ,??????。 ?????????????????????????????。?? ,???????????????????????????。 ????????????????? ,???? 3?:①??????????????????? [1, 2 ] ;②???????????????? [ 3] ;③????????????? [4, 5 ]。???? 3??????? ,???????? ,??? [6]??????????????????????????????????? ;?? [7 ]??????????????????。???????? [8 ]???????????????? ,???????????、???????? (?????????????? )??? ,???、????????。??????????????????????????????????????????????????????? ,????????????????????????。????????????????????????????? ,????????? ,???????????????????? ,???????? ( LO LP)???????。????????????????????????? ,?????????????????????????????????。????????????????????? ,?????????????????????????????????????????????? ,????????????????????????????????。1　????????????????????????????????:????????????? p????? R,?????????c(p , R )???。 c(p , R )????????????????? ,???????????????????????????。?????:　maxc(p , R ) = E {U (DG ( p ,R ) ) - rR -eDG (p , R ) - (W+ V) [D ( p ) -DG ( p , R ) ] } ( 1)　 s. t.　DG ( p , R ) = min(D( p ) , R ) = D( p ) D( p )≤ RR D( p ) > R( 2)DG ( p ,R )≥ 0　　 R≥ 0 ( 3)??: E { }?????? ; D (p )???????24? 27?　? 2?2003? 1? 25?　　　　　　???????Automation of Electric Pow er Systems　　　　　　 Vol. 27　 No. 2Jan. 25, 2003??? ; R??????? ; e? r??????????????????? ; DG (p , R )?????????????? ,????????? ( 2)?( 3) ; U(DG ( p , R ) )????????????? ,???? U (DG ( p , R ) ) =∫DG0 p (x ) dx ,?? p ( x )?????????????? x?????? ,?p (D ( p ) ) = p ,?????????????? ,?????????????? ;W,V?????????????????? ,???????????????? ,????????????????? ,????????????????? ,??????????????? , ? E { (W+V) [D (p ) - DG (p , R ) ] } ,??????????????????? ,???????????????????????????? ,????????? ,????????????? ,D ( p )???? DG ( p, R ) ,??????? 0。???????? ,??????? ( 1)?? p? R??? (????????? A)?: c p = 0= ( p - e )E {D′( p )|D≤ R }PR {D≤ R } -(W+ V) E {D′( p )|D > R }PR {D > R } ( 4)??: D′( p ) =  D ( p ) / p; PR???????????。　  c R = 0 = E { [p ( R ) - e ]+ (W+V)|D > R }PR {D > R } - r ( 5)??????????????????。? ? ? ? ? ? ? ? ? ? ? ? ? ? ?PR {D> R }= d,?? ( 4)????????????????????:　 p* (d) = 11 - d e ( 1 - d) + (W+ V)  E {D′( p ) }E{D′( p )|D≤ R } - ( 1 - d) ( 6)??:　　E {D′(p ) } = E {D′(p )|D > R }d+E {D′(p )|D≤ R } ( 1 - d)? ( 6)??:????????????????????????????????????????????。?? ,?? ( 5)??:E { ( p - e )|D > R}PR {D > R } + E{ (W+V)|D > R }PR {D > R } + Λ= r ( 7)??:Λ???????? ,?　Λ= E {p (R )|D> R }PR {D> R } - pPR {D> R }? ( 7)???????????? ,???????????????????????。 ?????????????? ,???????????。?? ( 6)??? ( 7) ,?????????????:d* = r - Λr - Λ+ (W+ V) E {D′(p ) }E {D′(p )|D≤ R }( 8)? ( 8)???????????????????、????????????????。?d* ??? ( 6) ,????????????????????:　 p* (d* ) = e+ r - Λ- (W+ V)  1 - E {D′(p ) }E {D′(p )|D≤ R } ( 9)??????????????????????????? ,???????????????? ,?????????????????。2　???????????????2. 1　??????????????????????????????? ( Pool)???????。?????? (?ISO)????????????????????? ,?????? ( day-ahead ma rket ,?????????? )???????、?????? ;??????????????????????? ,???????????。??????? ,??????????????? ,????????????????????? ,?????????????????????。???????????? (? ISO)????????????? ,?????????????? ,??????????? ,??????????。???????? ,?????????????、???????????? ,???????? ,??????????????????????。2. 2　???????????? ,???????????????????????。?????????????? (????? ) ,????????????? ;??????? (???? ) ,????????????????? ,??????????“??”???????????????????“??” ,?????????????。?? ,?????????????? ,???????????25· ??????????· 　????　???????????????????????????。?? ,????????????????????????????????????????? ,?????????????????????? ,???????????。?????????????????????????。??????? ,?????????????????????。a. ??????? , ISO???????????????? R ,???????? ;???????? ,????????????????????????????? ,? R?????????。?????????????????????????????????????????? ,??????、?????????????? ,????????????????? r????。????? R????????? CR ( R )???????????? ,? CR′(R )≥ 0。???????? cR (R ) = CR′( R )。b. ???????? ,????????????????????????????????? ,????????????????????? ,????????????????? ,???????。?? ,????????? ,“??????”?????????????? ,?????????? (????? )??????????????? (?????? )? ,???????????????。 ?? ,???????? LOLP???????????????????? ,??????“????????”???。 ??????????????????????? ,??????????? D ( p )???????? R??? ,?d= PR {D> R }。???? LO LP?????? ,??????????????????????????、????????????? ,????????????????? ,??????????????。c. ??????????????????? ,?????????????????????。?????????? ,??????????????????????? ,???????????????。 ?? ,?????? ,?????????????????????U?????????????。??U= E {D′(p )|D> R } /E {D′(p ) } ,????????????????????????。??U≥ 1。??????????????????????? ,U= 1。? U???????? E {D′( p ) } /E {D′( p )|D≤ R } =( 1- d) /( 1-Ud) ,??? cR (R )??? ( 6)、? ( 8)?? ( 9) ,???????????:p* (d) = e ( 1 - Ud) + (W+ V)Ud1 - Ud ( 10)d* = cR ( R ) - ΛU[cR ( R ) - Λ]+ W+ V ( 11)p*(d* ) = e+ U[cR (R ) - Λ] ( 12)2. 3　???????????????????? 1?????????????? ,??????????????????? ,????????????????????。?????? 1??。? 1　??—?????????Fig. 1　 Capacity-reliability correlation analysis????????? ,???? R?? ,????????d??。????????????????? d= B (R )???。 ??? ( 11)?? ,????????? ,?????????????????????? ,?? d* ???????cR (R )????????。??????? cR ( R )?????????? R?????? ,??d* ? R?????d* = S ( R )???????。 ??????????????????????????????? [9, 10 ]???? ,? 2????????。?? 1?? ,???????????? R′? ,d(R′)> d* ( R′) ,??????????????????? ,???????????????????? (R′→ R* ) ,??????? cR ( R )?? ,d*?? ,d?? ;???????????? R″? ,d(R″) <d* ( R″) ,?????????????? ,?????????????????? ,d???? ,?d*???????????。 ??????? A*? ,d= d* ,???????????????? R* ????????????? ,???? c*R ????????。????????????????????26 　　　　　　　　　　　　　　　?　?　?　?　?　?　?　　　　　　　　　　　　 2003, 27( 2)????? ,???d* = S (R )????????? ,???? S′?。???? ,??????????????? ,??????????。?????????????????????????????????????????????? ,??1?? [R′, R″]。 ????—???????????? ,?????。?????????????????????????????????????????。?? ,??????????????????? ,????????? ,????d* = S ( R )?? ,????? 1?? S″? ,?????????????????? [R′, R″]?? ,??????????????????????? ,??????????????? ,????????????????? ,???????????????????。?????? ,????????????????????????? ,????????????????????????????。3　?????? 1??????????????????。? 1?????????? ,?????????????、???????????、????????????? (????????????????????????? ,????? CASE-1? CASE-2)。? 1　??????Table 1　 Data of the numerical example????R /MW?????dcR (R ) / (??· MW- 1 )CASE-1 CASE-2d*CASE-1 CASE-2200 0. 007 27 3. 6 4. 9 0. 000 69 0. 000 94250 0. 003 57 4. 8 7. 2 0. 000 92 0. 001 38300 0. 001 72 6. 3 10. 5 0. 001 21 0. 002 02350 0. 001 37 8. 1 15. 6 0. 001 56 0. 002 99400 0. 001 11 12. 6 26. 2 0. 002 42 0. 005 01450 0. 000 98 18. 1 40. 3 0. 003 47 0. 007 69500 0. 000 65 38. 5 81. 7 0. 007 35 0. 015 47???????? ,????????????????? 5 200?? /( MW· h ) ,????????????????????????????????? [300 MW, 400 MW ],??????????????? [0. 001 72, 0. 001 11]。?? CASE-1,????—???????? ,? ? ? ? ? ?—? ? ? ? ? ? ? ? ? ?(cR ( R ) , R )= ( 8. 1?? /MW, 350 MW )。 ???CASE-2,???????????????? ,????????????? [ 300 MW, 400 MW ]? ,??????????????????????? ,????????????????????。???????? ,??????????????????????。???????????????? e = 42?? / ( MW· h )。 ??? ( 10)～ ? ( 12)? 3??????? (U= 1. 0,U=1. 5?U= 2. 0)??????? (?? Λ???????? ) ,???? 2???????????????????????。? 2　????Table 2　 Simulation resultsU p* (d) /(??· ( MW· h)- 1) d*p* (d* ) /(??· ( MW· h )- 1 )1. 0 49. 133 8 0. 001 555 50. 100 01. 5 52. 708 0 0. 001 554 54. 150 02. 0 56. 287 1 0. 001 553 58. 200 0?? 2???? ,??????????????? ,?????????????? ,?????????????????? ,???????????????????。??? ,????????? ,??????????? d?????????????? ,???????????????????????d。?? ,?????????? ,?????????? ,?????????? ,????????????????? ,???????????。??????????? ,???????? ,??????? ,??????????????????? ,????????????????? ,??????????????。 ???????????? ,??????????????????。4　???????????????????、???????????、?????????????????。????????????????????????????????????? ,?????????????、??????????????。????—???????????????????????????? ,??????????????????????。?????? ,???????????? ,?????????? ,???????????。?27· ??????????· 　????　????????????????????????????????????? ,?????????????????????? [11 ] ,???????????????????????。? ? ? ?1　 Flynn M , Sh eridan W P, Di llon J D, et al. Reliabili ty andReserv e in Competi tive Elect ricity Market Sched uling. IE EETrans on Pow er Sys tems, 2001, 16( 1): 78～ 872　 Siddiqui A S, Marnay C, Khavkin M . Spot Pricing of Elect rici tyand Ancil lary Services in a Competi tiv e Cali fornia Mark et . In:Proceedings of th e 34th Annual Haw aii In ternational Conferenceon System Sciences. Haw aii ( U SA): 2001. 813～ 8213　 Mendes D P, Kirs chen D S. As sessing Pool-based PricingMechanism s in Competi tive Elect rici ty Mark ets. In: IE EEPow er Engineering Society Summer Meet ing. Seatt le ( USA):2000. 2195～ 22004　 Chao H P, W ilson R B. Mult i-dimensional Procurement Auctionfo r Pow er Reserv es: Incentiv e Com pat ibili ty Ev aluation andSet tlement Rules. In: UCEI Pow er Conference. BerkeleyCali fornia: 1999 ( Revis ed May 2000) . ht tp: / /w ww . s tof t. com /lib /papers /Chao-Wilson-2000-Spin-Auction. pdf5　 Oren S S. Design of Anci llary Service Markets. In: Proceedingsof the 34th Haw aii International Conference on Sys tem Sciences.Haw aii ( U SA): 20016　??? ,??? ( Li Xiaogang , Yan Maosong ) .???????????????????? ( Market Mode and PricingMeth od for Anci llary Service Mark et of Op erating Reserv e inChina ) . ? ??? ??? ( Au tomation of Elect ric Pow erSys tems ) , 2000, 24( 9): 12～ 187　 Rashidinejad M , Song Y H, Javidi M H. Op tion Pricing ofSpinning Reserve in a Deregulated Electrici ty Market. IE EEPow er Engineering Review , 2000, 20( 7): 39～ 408　 Crew M A, Fernando C S, Kleindorfer P R. The Theory ofPeak-load Pricing: A Su rv ey. Journal of Reg ulato ry Economics,1995, 8: 215～ 2489　 Silva C, Wollenberg B F, Zheng C Z. Application of Mech anismDesign to Elect ric Power Mark ets. IEEE Trans on Pow erSys tems, 2001, 16( 4): 862～ 86910　 Bushn ell J B, Oren S S. Bidder Cost Revelation in Elect ricPow er Auctions. Journal of Reg ulatory Econ omics , 1994, 6:5～ 2611　 Energ y Research Ins ti tute of Chulalongk orn Univ ersi ty.Elect rici ty Outage Cos t Study. 2001. h t tp: / /www . nepo. go.th /pow er /ERI-study-E /ERI-ExeSummary-E. h tm l?? A　　? ( 4)、? ( 5)???????:?? DG ( p, R )= min(D ( p ) ,R ) ,? DG p = D p D < R0 D > R DG R =0 D < R1 D > R?K0 = {k|D ( p )≤ R } ,K1 = {k|D ( p ) > R } ,?E DG p = E {D′( p )|K0 }PR {K0 } ( A1)E DG R = E { 1|K1}PR {K1 } ( A2)??: D′( p )=  D ( p ) / p。?? ,　　 E {D′( p ) } = E {D′(p )|K1 }PR {K1 } +E {D′(p )|K0 }PR {K0 } ( A3)?? U (DG ( p , R) ) DG = E U (DG ( p , R) ) DG K0 PR {K0 }+E U (DG ( p , R) ) DG K1 PR {K1 } =p (D ( p ) )PR {K0 }+ p (R )PR {K1 } =p PR {K0 }+ p (R )PR {K1 } ( A4)?????? ( 1) ,c(p , R ) = E {U (DG ( p , R) ) - rR - eDG ( p ,R ) -(W+ V) [D ( p ) - DG ( p , R ) ] }??? p? R??? ,??? ( A1)～ ? ( A4)????? ,??:　　  c p = E  U DG DG p - r R p - e DG p -(W+ V)  D p -  DG p =E {pD′( p )|K0 }PR {K0 } -E {eD′(p )|K0 }PR {K0 } -(W+ V) E {D′( p )|K1}PR {K1 } =(p - e) E {D′( p )|K0}PR {K0 } -(W+ V) E {D′( p )|K1}PR {K1 } = 0???? ( 4)???。????:　　  c R = E  U DG DG R - r R R - e DG R -(W+ V)  D R -  DG R =E {p (R ) - e|K1}PR {K1 } - r -E { - (W+ V)|K1 }PR {K1} =E { [p (R ) - e ]+(W+ V)|K1}PR {K1 } - r = 0??? ( 5)。赵学顺 ( 1974— ) ,男 ,博士研究生 ,研究方向为电力市场、电力经济以及信息化技术的应用。 E-mail: eex szhao@ ho tmail. com余志伟 ( 1952— ) ,男 ,博士 ,助理教授 ,研究方向为电力市场、电价、经济和保护。 E-mail: eecw yu@ polyu. edu. hk钟志勇 ,男 ,博士 ,研究员 ,研究方向为电力系统动态与稳定。 E-mail: eecychung@ polyu. edu. hk(下转第 55页　 continued on page 55)28 　　　　　　　　　　　　　　　?　?　?　?　?　?　?　　　　　　　　　　　　 2003, 27( 2)?????????????????。 ????????????????????? ,????????????????? ,??????????????。?????? ,???????????。??????????????????? ,?????????????。 ??????????? ,?????????????????????? ,????????????????? ,??????????????。? ? ? ?1　??? ,??? ,??? ,? ( Xu Zh enyu , Yang Qix un, LiuWansh un, et al ) .??????????????? ( ASequence Fault Ph as e Selector for Transmission Line Pro tect iveRelay) .???????? ( Proceedings of the CSEE) , 1997,17( 3): 214～ 2162　??? ( Zh u Shengshi ) .????????????? ( ThePrinciple and Tech nique of High Vol tage Netw ork Protection ) .??: ??????? ( Beijing: China Elect ric Pow er Press ) ,19953　???????? ( Group of Xuch ang Relay) . WX H-801 /802??????????? ( The Set ting of WXH-801 /802 DigitalM icroprocess or-based Line Pro tection) . 2000索南加乐 ( 1960- ) ,男 ,教授 ,博士生导师 ,主要从事电力系统继电保护的教学和研究工作。 E-mail: suonan@ 263.net许庆强 ( 1976- ) ,男 ,博士研究生 ,研究方向为电力系统输电线路故障选相和方向元件。 E-mail: q_ q_ xu@ ho tmail.com宋国兵 ( 1972- ) ,男 ,博士研究生 ,研究方向为电力系统同杆双回输电线线路保护。 E-mail: song . gb@ sohu. comANALYSIS ON THE OPERATING CHARACTERISTIC OF THE SEQUENCE-COMPONENTFAULT PHASE SELECTOR DURING POWER SWINGSSuonan J iale1 , Xu Qingqiang1 , Song Guobing1 , L i Ruisheng2 , Ge Yaoz hong1( 1. Xi 'an Jiao tong Univ er sity , Xi 'an 710049, China )( 2. Xuchang Relay Resea rch Institute , Xuchang 461000, China)Abstract: In th e paper , the theor y o f sequence-component fault phase selection and the criterion fo r the asymme try faultduring the power swing are presented in detail, which ar e used in EHV mic ropr ocesso r-based transmission line pro tection.When the swing cente r lies in the fault line and th e cente r is fa r f rom the fault po int, the br eake r will trip inco r rectly. Ther ea sons why the phenom enon may occur a re analyzed considering th e criterion opening condition fo r the asym metry faults andthe impedance excluding method. The fault pha se selection char acteristic is approved fr om the theo ry and th e dynamicsimula tion tests. The content explained above is fo r the improvement o f the sequence-component pha se selector.This pr ojec t is suppo r ted by XU JI Bounty o f China Electricity Fund.Key words: line pr otection; selecting phases; simula tion; micr opro cesso r-ba sed pro tection; oscilla tion(上接第 28页　 continued from page 28)PROCUREMENT AND PRICING OF OPERATINGRESERVESBASED ON THE PEAK-LOAD PRICING THEORYZhao X ueshun1, 2 , C. W . Yu2 , C. Y . Chung2, Wen Fushuan1, T . S. Chung2 , Huang Minx iang1( 1. Zhejiang Univ er sity , Hang zh ou 310027, China)( 2. Hong Kong Po ly tech nic Univ er sity , Hong Kong , China )Abstract: Powe r indust ry restructuring presents new challenges fo r pr ocuring and pricing o f opera ting r eserv es. Efficientpro cur ement and optimum pricing of opera ting r eserv es ar e impor tant issues to be dealt with in competitiv e elect ricitymarkets. A pricing scheme fo r operating r ese rv es, which is based on the ex tended traditional peak-lo ad pricing theo ry and iscompatible with auction-based dispatching in th e electricity market environment, is propo sed in this paper. Underassum ptions that accurate system outa ge cost is know n and reserv e capacity price bids by genera tion companies a re consistentwith their true co sts, both economic ope ration and sy stem reliability can be simultaneously taken into account in the propo sedschem e. It pr ovides useful info rma tion to the market pa rticipants on the co st and reliability.This w ork is jointly suppor ted by a specia lized research fund fo r the docto ral pr og ram o f higher education ( SRFDP) ,China ( 2000033530) and a r esea rch fund project of Hong Kong Polytechnic Univ ersity.Key words: electricity ma rket; ancilla ry services; opera ting r eserv e; pricing m echanism; pro curement of r ese rv e capacity;peak-load pricing55· ?????· 　?????　??????????????????????

Procurement and pricing of operating reserves based on the Peak-Load Pricing Theory

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