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立足于市场参与者,分析了竞购金融输电权和拍卖收益权时所需的电价预测值与其竞价策略的关系,得到与之密切相关的FTR拍卖结果。建立了一个市场参与者的双层优化竞价模型:第一层为市场参与者的竞价策略提供指导,从而减少参与者的FTR和ARR竞价风险;第二层为ISO的FTR市场出清模型。以简化的华东电网模型为例,详细分析了年度FTR交易市场和月度FTR交易市场中,不同FTR类型和预测电价精准度给市场参与者竞价带来的影响。
Based on the market participants, this paper analyzes the relationship between the forecast price of electricity and the bidding strategy needed to bid for financial transmission rights and auction proceeds, and obtains the closely related FTR auction results. A two-tier optimization bidding model for market participants is established. The first layer guides the bidding strategies of market participants so as to reduce participants’ FTR and ARR bidding risk. The second layer is the ISO FTR market clearing model. Taking the simplified East China Power Grid model as an example, this paper analyzes in detail the impact of different FTR types and forecasting price accuracy on the market participants’ bids in the annual FTR market and the monthly FTR market.