نوع مقاله : مقاله پژوهشی

نویسندگان

1 گروه مهندسی برق و کامپیوتر، واحد یادگار امام خمینی (ره) شهر ری، دانشگاه آزاد اسلامی، تهران، ایران.

2 گروه مهندسی برق قدرت، دانشکده مهندسی برق و کامپیوتر، دانشگاه تربیت مدرس، تهران، ایران.

10.22105/dmor.2022.305248.1486

چکیده

هدف: یافتن بهترین وضعیت برای سود پیش­‌بینی‌شده توسط هریک از شرکت­‌کنندگان (بازیگران) در حراج ثانویه قراردادهای مالی تراکم انتقال است.
روش‌شناسی پژوهش: از دید نظریه بازی‌­ها یافتن حداقل یک نقطه تعادل نش برای این رقابت، با در‌نظرگرفتن قیود مختلف بازار حراج ثانویه است.
یافته‌ها: در این مقاله، پس از بررسی موضوع قراردادهای مالی تراکم انتقال، نحوه پیشنهاد‌دهی بهینه انواع مختلف این قراردادها توسط شرکت­‌کنندگان بازار برق در حراج­‌های ثانویه تبادل این قراردادها و در بازه زمانی کوتاه­‌مدت (به‌­صورت هفتگی) جهت مدیریت ریسک تراکم، با استفاده از ‌نظریه بازی‌­ها مدل‌­سازی و تحلیل شده است.
اصالت/ارزش‌افزوده علمی: مدیریت ریسک تراکم یکی از مهم‌ترین مباحث مدیریت شبکه‌های انتقال در سیستم‌های قدرت تجدید‌ ساختار‌ شده و بازارهای برق دنیا، به­‌ویژه بازارهای مبتنی بر قیمت­‌گذاری ناحیه‌­ای یا محلی است که ابزار اصلی آن قراردادهای مالی انتقال است. در مقاله‌های علمی منتشر­شده تاکنون، عمدتا روی مدل­‌سازی و تحلیل بازارهای حراج اولیه قراردادهای مالی تراکم انتقال بحث شده است و بازارهای حراج ثانویه این قراردادها که دارای الگویی تا حدودی متفاوت می‌­باشد به‌­صورتی علمی تحلیل نشده است که نوآوری اصلی این مقاله، توجه به این موضوع همراه با کاربرد نظریه بازی‌­هاست.

کلیدواژه‌ها

موضوعات

عنوان مقاله [English]

Modeling of short-term financial transmission rights in a secondary auction market using game theory

نویسندگان [English]

  • Mohammad Tabrizian 1
  • Hosein Seifi 2
  • Mohamad Kazem Sheikh-al-Eslami 2
  • Hamidreza Shahmirzad 1

1 Department of Electrical and Computer Engineering, Yadegar-e-Imam Khomeini (RAH) Shahre Rey Branch, Islamic Azad University, Tehran, Iran.

2 Department of Power Electrical Engineering, Faculty of Electrical and Computer Engineering, Tarbiat Modares University, Tehran, Iran.

چکیده [English]

Purpose: Finding the best situation for the expected profit by each of the participants (players) in the secondary auction market of financial congestion transmission rights.
Methodology: From the point of view of game theory, finding at least one Nash equilibrium point for this competition takes into account the various constraints of the secondary auction market.
Findings: This paper study the issue of financial transmission congestion contracts then uses the game theory to analyze the short-term (weekly) secondary FTR markets, in which the players manage the transmission risk through optimal biddings.
Originality/Value: Congestion risk management is one of the most important topics of transmission network management in restructured power systems and electricity markets in the world, especially markets based on regional or local pricing, whose main tool is transmission financial contracts. In the other scientific articles published so far, mainly the modeling and analysis of the primary auction markets of transission congestion financial rights have been discussed, and the secondary auction markets of these contracts, which have a different pattern, have not been scientifically analyzed. The main innovation of this article is to pay attention to this issue using application of game theory.

کلیدواژه‌ها [English]

  • Restructured power system
  • Electrical energy transmission
  • Electricity market
  • Congestion risk management
  • Financial transmission rights
  • Game theory
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