CAJ | 학술논문

远期市场与日前市场交易是目前发电权交易两类主要的交易模式，若能将两者有效结合，则有利于发电权交易市场的形成和健康运营。为此，提出了以远期交易市场为主、日前交易市场为辅的发电权交易模式。通过开辟日前交易二次市场，为发电权远期交易商提供了进入日前交易市场进行再交易的机会；根据日前交易市场的特点建立了双边可选择的发电权远期一期权合约交易模型，将网损变化成本引入合约中断价格的计算，使得该模型具有引导交易向降低网损、利于系统安全、经济运行的方向进行的功能。文中对混合交易模式的可存在性进行了分析，并设计了交易组织步骤。算例分析表明，该交易模式不但给予发电权参与双方更多的交易灵活性，而且能够促使发电权交易向有利于节能减排，降低系统损耗的方向进行，起到了优化发电资源配置、提高系统运行安全的作用。
원기시장여일전시장교역시목전발전권교역량류주요적교역모식，약능장량자유효결합，칙유리우발전권교역시장적형성화건강운영。위차，제출료이원기교역시장위주、일전교역시장위보적발전권교역모식。통과개벽일전교역이차시장，위발전권원기교역상제공료진입일전교역시장진행재교역적궤회；근거일전교역시장적특점건립료쌍변가선택적발전권원기일기권합약교역모형，장망손변화성본인입합약중단개격적계산，사득해모형구유인도교역향강저망손、리우계통안전、경제운행적방향진행적공능。문중대혼합교역모식적가존재성진행료분석，병설계료교역조직보취。산례분석표명，해교역모식불단급여발전권삼여쌍방경다적교역령활성，이차능구촉사발전권교역향유리우절능감배，강저계통손모적방향진행，기도료우화발전자원배치、제고계통운행안전적작용。
There are two trading modes for generation right transaction, namely the trading in day-ahead market and that in forward market. If the two modes could be effectively combined, it would be favorable to the formation and healthy operation of generation right trading market. For this reason, a forward market based trading mode of generation right, in which the day-ahead market is the supplement, is proposed. By means of opening up secondary day-ahead market, a chance for forward traders of generation rights to get into day-ahead market to participate the re-trading in this market is offered. According to the features of day-ahead market, a bilateral optional model of forward contact trading and option contact trading is built and the unit trading cost is led into the calculation of strike price to make the proposed model possessing such functions as to lead the trading to the trend of reducing network loss, enhancing system security and economic operation of power grid. The rationality of the proposed hybrid trading mode is analyzed and corresponding procedures to organize the trading are designed. Results of calculation example show that such a hybrid trading mode not only can bring more trading flexibility to participants of both sides, but also can impel the trading to the direction favorable to energy-saving, emission reduction and reducing transmission loss of power grid, that is, it can play the role of optimizing generation resource allocation and enhancing operational security of power grid.