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作为市场参与者规避阻塞价格风险的工具,输电权已被成功应用于多个电力市场。文中基于猜测价格函数,提出了一种混合输电权竞价策略的分析方法。在所建模型中,竞标个体可以购买任意组合的义务型金融输电权(FTR)、期权型FTR和关口输电权(FGR),其策略性竞价行为则通过猜测价格函数进行模拟。将该模型的计算转化为求解一个凸二次规划问题,不仅保证了解的唯一性和存在性,还使得该方法能够用于大规模混合输电权市场中的竞价策略分析。通过算例验证了该方法的有效性。
As a tool for market participants to circumvent price blockages, transmission rights have been successfully applied to several electricity markets. In this paper, based on the guess price function, a hybrid transmission bidding strategy analysis method is proposed. In the model, bidders can buy any combination of obligatory financial transmission right (FTR), option-based FTR and gateway transmission right (FGR), and their strategic bidding behavior is simulated by guess price function. Transforming the calculation of this model into solving a convex quadratic programming problem not only guarantees the uniqueness and existence of the solution, but also makes the method suitable for bidding strategy analysis in the market of large-scale hybrid transmission rights. An example is given to verify the effectiveness of the method.