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Impact of Long-Term Transactions on strategic bidding in the Electricity Market

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CSEE Journal of Power and Energy Systems 2023年第6期9卷 2090-2098页

作者： Tianyao Ji Yueyong Yang Zhaoxia Jing School of Electric Power Engineering South China University of TechnologyGuangzhouChina

Power producers'profits are determined by the market price in the electricity market and therefore they will adopt certain strategies in market transactions to achieve higher *** an electricity spot market that adopts uniform pricing,power producers with considerable generation capacity are able to exercise their market power,given that the market concentration is relatively high at the beginning of market *** has been proved that an effective bidding strategy can increase the market clearing prices,so as to increase the profits of the power ***,the introduction of long-term transactions may mitigate the impact of producers'market power,as a great amount of long-term volume is settled at the long-term contract price,which is determined in advance and is less fluctuating than the spot *** forms of long-term transactions,the fixed volume contract and the varied volume contract,are studied in this *** studies are conducted on a multi-agent platform,where both the long-term and spot transactions of power producers are included,and the total profits of a power producer with or without long-term transactions are analyzed to demonstrate their ***,the results clearly show that long-term transactions can effectively prevent power producers from exercising market power.

关键词： Electricity market long-term transaction spot transaction strategic bidding

Selective Learning for strategic bidding in Uniform Pricing Electricity Spot Market

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CSEE Journal of Power and Energy Systems 2021年第6期7卷 1334-1344页

作者： Yueyong Yang Tianyao Ji Zhaoxia Jing School of Electric Power Engineering South China University of TechnologyGuangzhouChina

In an electricity market,power producers’profits are determined by the market price instead of the regulated ***,the producers should be cautious in strategic bidding,for which prediction-based approaches are widely used and have been proved effective for many ***,in a uniform pricing market,the market environment is so complicated,which is primarily due to the complexity of the participants’interaction,that even the strategies based on machine learning algorithms,which are generally considered as outstanding nonlinear prediction methods,may sometimes lead to unsatisfactory ***,a selective learning scheme for strategic bidding is proposed to ensure greater *** proposed scheme is based on an ensemble technique,where several machine learning algorithms serve as the underlying algorithms to predict the price and generate a bidding *** the clearing iteration progresses,the most fitting ones will be chosen to dominate the bidding *** the characteristics of the electricity market,the prediction method used in the selective learning scheme is modified to achieve higher *** studies are presented to demonstrate the effectiveness of the proposed scheme,which leads to more reasonable bidding behaviors and higher profits.

关键词： Selective learning electricity spot market machine learning strategic bidding uniform pricing

Non-smooth Agent-based Dynamics of strategic bidding with Linear Supply Function

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Non-smooth Agent-based Dynamics of Strategic Bidding with Li...

Market Equilibrium Based on Cloud-edge Collaboration

第二十六届中国控制会议

作者： Xue Ancheng,Hong Yiguang Institute of Systems Science,Chinese Academy of Sciences,Beijing 100080,P.R.China

In the studies of strategic bidding solutions for multiple players to compete in a centralized electricity market,the existence of multiple/single market equilibria has been verified and analyzed with specific system constraints for the market *** this paper,the dynamics resulting from line capacity constraints on a two-agent strategic bidding is focused on in light of linear supply function model in centralized electricity *** attractors for this non-smooth bidding model in different cases are analyzed in order to help the two generators make bidding regulation.

关键词： strategic bidding Non-smooth Dynamics Linear Supply Function Nash Equilibrium Period-4 Attractor

来源： cnki会议评论

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CSEE Journal of Power and Energy Systems 2024年第1期10卷 96-104页

作者： Tong Cheng Haiwang Zhong Qing Xia the State Key Laboratory of Power Systems the Department of Electrical EngineeringTsinghua UniversityBeijing 100084China

Market participants can only bid with lagged information disclosure under the existing market mechanism,which can lead to information asymmetry and irrational market behavior,thus influencing market *** promote rational bidding behavior of market participants and improve market efficiency,a novel electricity market mechanism based on cloudedge collaboration is proposed in this *** market information,called residual demand curve,is published to market participants in real-time on the cloud side,while participants on the edge side are allowed to adjust their bids according to the information disclosure prior to closure *** proposed mechanism can encourage rational bids in an incentive-compatible way through the process of dynamic equilibrium while protecting participants’*** paper further formulates the mathematical model of market equilibrium to simulate the process of each market participant’s strategic bidding behavior towards equilibrium.A case study based on the IEEE 30-bus system shows the proposed market mechanism can effectively guide bidding behavior of market participants,while condensing exchanged information and protecting privacy of participants.

关键词： Cloud-edge collaboration market mechanism residual demand curve strategic bidding

An Efficient Decomposition Method for Bilevel Energy Storage Arbitrage Problem

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CSEE Journal of Power and Energy Systems 2022年第2期8卷 652-658页

作者： Danman Wu Tengyun Qi Wei Wei Jianping Liu Laijun Chen Shengwei Mei the State Key Laboratory of Power Systems Department of Electrical EngineeringTsinghua UniversityBeijing 100084China China Three Gorges Renewables(Group)Co. Ltd.Beijing 100053China China Three Gorges Corporation Beijing 100038China New Energy Industry Research Center Qinghai UniversityXining 810016China

With the reduction of cost,large-capacity energy storage unit is playing an increasingly important role in modern power *** a merchant energy storage unit participates in the power market,its arbitrage problem can be modeled via a bilevel *** lower-level problem simulates power market clearing and gives the nodal price,based on which the upperlevel problem maximizes the arbitrage profit of energy *** solve this bilevel problem,the conventional method replaces the lower level problem with its KKT optimality conditions and further performs ***,because the size of the market clearing problem grows with the scale of the power system and the number of periods,the resulting MILP(mixed-integer linear program)is very challenging to *** paper proposes a decomposition method to address the bilevel energy storage arbitrage ***,the locational marginal price at the storage connection node is expressed as a piecewise constant function in the storage bidding strategy,so the market clearing problem can be ***,the storage bidding problem is formulated as a mixed-integer linear program,which contains only a few binary *** experiments validate the proposed method is exact and highly efficient.

关键词： Bilevel program energy storage nodal price mixed-integer linear program strategic bidding