Optimization of Spot Day Market Transactions Taking into Account New Energy and Medium - and Long-Term Market Impacts

As the sustaining development of new energy and the gradual deepening of the reform of the energy power system, The urgent need is used to build a market trading mechanism that combines the medium to long term market and cash market with the participation of new energy. A clearing mechanism of electricity spot market is proposed in this paper, which included medium and long term trading and new energy participation. Firstly, before the launch of the previous market, according to the rules of the market, the total quantity of contractual power purchased by each commercial subject is broken down at the corresponding period, in order to achieve the articulation of short and long term exchanges. After the start of the market, the traditional generator sets participating in the cash market submit their power supply and price to the power trading center and submit a price report. Thirdly the trading center consolidates information to form a supply and demand curve. The security verification of the clearing model is carried out, and the reasonability of the output and power price of the market clearing unit is tested. Finally the center of trading publishes the liquidation results and forms a pre-day calendar based on the purchase and liquidation prices of each node.