结论摘要
现货年均价小结
与2022年相比,2023年各价区均价,除蒙西价格上涨,其他价区价格均下降。蒙西价格大幅上涨的主要原因为需求大幅增加;同时新能源出力也有增长,一定程度上缓解了价格上涨趋势。另外降价的价区中,省间的降幅最大,同比-43.10%。主要原因为受限价规则调整和丰水期水电大发影响,2023年省间现货市场的总体供需紧张程度弱于2022年。
(来源:微信公众号“兰木达电力现货”作者:Lambda)
新能源现货度电收入小结与2022年相比,光伏方面,2023年山西、甘肃光伏度电现货收入下降;山东、蒙西度电现货收入上涨。风电方面,除蒙西风电度电现货收入上涨,其他价区度电现货收入均下降。其中蒙西光伏、风电度电现货收入均波动最大(光伏、风电同比分别为56.62%、34.23%),主要原因为蒙西年现货均价涨幅较大,风光搭便车价格上涨。
现货分时价格曲线小结广东本年现货价格曲线为“三峰双谷”型;凌晨5-6点、13点为价格低谷;早晚峰价格较高形成峰段,且晚峰较平缓;22点高位中又高起,形成平均最高价。山西、山东、省间、蒙西曲线均近似“鸭子”型,均是早晚峰价格较高,中午价格较低。不同处是:山西、山东曲线早晚峰平缓波动,且山东”鸭腹”(价格谷段)波动更剧烈;蒙西两价区曲线则较高耸,波动剧烈,峰谷差最大,整体价格也最高。甘肃河东曲线近似平缓的”峡谷“型,早晚高峰价格相对较高,中午价格较低;由于阻塞原因,甘肃河西曲线始终在河东曲线下方凹下形成“U”型,中午时段阻塞程度最高,相差最大。甘肃河西整体价格为各价区中最低。本年峰谷差率最高的价区阵营为:蒙西呼包东(67.15%)、蒙西呼包西(66.07%)、山东(65.60%)、甘肃河西(64.75%);山西其次,峰谷差率为57.89%。峰谷差率最低的价区为:广东(38.24%)、省间(35.28%)、甘肃河东(30.85%)。峰谷差率较低的省级价区,新能源装机较小。2023年,甘肃河西价格低谷持续时间最长,达3074小时,占总时长的35.1%。蒙西呼包东价格峰段持续时间最长,达2210小时,占总时长的25.2%。
储能现货收益小结本年储能收益按照从高到低,排名依次是:蒙西呼包东、蒙西呼包西、山东、山西、甘肃河西、甘肃河东、广东,与峰谷差率排名相关性较高。
分时现货价格分布广东本年持续最长的价格区间为350-400元/兆瓦时(达1960小时,占总时长的22.4%)。山西全年0-50的极低价格区间持续1142小时(占比13%)。300-400两个连续价格区间持续时间最长(共达4394小时,占比50.2%)。整体分布图偏左,600元/兆瓦时以上高价区间持续635小时(占比7.2%)。山东全年负价持续时长973小时(占比11.1%)。持续时间最长的价格区间为400-450(达1607小时,占比18.3%)。600元/兆瓦时以上高价区间共持续822小时(占比9.4%)。甘肃两价区价格分布图较集中,极低价格区间持续时间长,此特性甘肃河西更为明显(持续1968小时,占比22.5%)。其次是350-400价格区间(河东、河西分别持续3058、2133小时,平均占比29.6%)。蒙西两价区分布图离散程度最高,0-50的极低价格区间、350-400中间价格区间、1500-1550的高价区间三处高起;600以上高价区间,呼包东、呼包西全年平均持续2971小时(平均占比达33.9%)。
现货价格聚类分析小结各价区聚类曲线中,除省间是低价类曲线占比最多,其他价区均为中价类曲线占比最多。蒙西高价类曲线最多,达6种,两价区高价类曲线总占比均超过54%。甘肃低价类曲线种类最多,达3种;河东、河西低价类曲线总占比分别为20.82%、42.47%。广东与省间均有一种极端高价类曲线,占比小于1%,即全年中出现次数少于4天。
平均现货价差小结全年各价区平均价差均为负,即日前平均价格高于实时平均价格。山西价差最大,为-10.64元/兆瓦时;广东其次,价差为-10.42元/兆瓦时。山东价差最小(-2.66元/兆瓦时)。2023年山西价差,位于0-100区间最多,小时数占比达48.62%;小于-300的负价差共281小时,占比达到3.2%;大于300的正价差共137小时,占比达1.6%。山东价差位于-100-0的负价差区间最多,小时数占比达40.11%;小于-300的负价差共179小时,占比2.0%;大于300的正价差共143小时,占比1.6%。甘肃河东价差位于0-100的价差区间最多,小时数占比达37.72%;-100-0的负价差区间紧随其后(占比达37.26%);小于-300的负价差共141小时,占比1.6%;大于300的正价差共344小时,占比达3.9%。甘肃河西价差位于0-100的价差区间最多,小时数占比达43.01%;-100-0的负价差区间也较多(占比33.07%);小于-300的负价差共176小时,占比2.0%;大于300的正价差共310小时,占比达3.5%。 极端价差中,甘肃正价差多于负价差,其他价区均为负价差更多。
分月需求与现货价格关联分析
蒙西两价区竞价空间与实时价格相关性最高(相关系数2023年平均0.86),且相关系数变化不大,表明蒙西竞价空间对实时价格的影响非常显著且保持稳定。
广东的竞价空间与实时价格从2022年高度相关(相关系数0.92),2023年相关性显著降低,甚至方向发生反转(2023年相关系数为-0.12)。
山西、甘肃河西2023年的相关系数较2022年有所下降,但仍为正数,说明竞价空间与实时价格之间存在一定的正向关系,但强度有所减弱。
山东、甘肃河东的相关系数较低且变化不大,这表明两省竞价空间与实时价格之间的关系较弱且相对稳定。
五个省级市场中,除了山东相关性今年增强,其他四个市场相关性均有所减弱。
分时(96点)需求与现货价格关联分析
各价区96时竞价空间与实时价格相关性,均远高于逐月相关性。
2023年相关性从高到低依次是:蒙西(相关系数0.98左右)、山西(0.98)、山东(0.96)、甘肃河西(0.93)、甘肃河东(0.75)、广东(0.74)。排名与新能源装机也有一定相关性。
2023年相关性显著减弱的价区有:广东(同比-21%)、甘肃河东(同比-19%)。蒙西是唯一相关性增强的省级市场。
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