Research on Fine Pricing Method of Electricity Market under New Energy Fluctuation Environment

With the increasing penetration of renewable energy represented by photovoltaic power in the power system, its strong random fluctuation characteristics pose a severe challenge to the traditional power market mechanism. Against this background, this study focuses on the interaction between the volatility of new energy and the power market pricing mechanism, and proposes a power market pricing method based on a fine pricing model. Firstly, taking new energy units as an example, by analyzing the linear relationship between the fluctuation of new energy units and node prices under different impact scenarios, a node price calculation model considering the fluctuation of new energy units is established. Secondly, in view of the time decoupling defect of the traditional rolling clearing model, by introducing the time shift quantity and the dynamic optimization method by time period, the rolling clearing model by time period is transformed into a fine pricing model with the time shift variable as the planning parameter, and the pricing process is studied. Finally, a typical scenario of high proportion of new energy access is constructed based on the IEEE33 node system. The simulation results show that compared with the traditional pricing mechanism, in the scenario of high proportion of new energy access, the fine price signal of this method can more sensitively capture the impact of new energy fluctuations on system operation, significantly improving the robustness and economy of market pricing. This study provides a theoretical basis and practical guidance for the market pricing system of future power systems with new energy as the main body, and has important application value and significance.