基于合作博弈的含清洁能源发电商参与现货市场竞价策略及收益分配

doi:10.12204/j.issn.1000-7229.2020.12.015

电力建设 ›› 2020, Vol. 41 ›› Issue (12): 152-160.doi: 10.12204/j.issn.1000-7229.2020.12.015

• 多能预测与市场交易 • 上一篇

基于合作博弈的含清洁能源发电商参与现货市场竞价策略及收益分配

陆承宇¹^,², 江婷³, 邓晖¹^,², 房乐¹^,², 王旭³, 蒋传文³

1.国网浙江省电力有限公司电力科学研究院,杭州市 310014
2.国网浙江省电力有限公司电力市场仿真实验室,杭州市 310014
3.电力传输与功率变换控制教育部重点实验室(上海交通大学),上海市 200240

收稿日期:2020-07-29 出版日期:2020-12-01 发布日期:2020-12-04
通讯作者: 王旭
作者简介:陆承宇(1973),男,高级工程师,主要研究方向为电力系统分析、电力市场、数字化变电站、自动化技术;|江婷(1998),女,硕士研究生,主要研究方向为电力市场和电力系统优化运行;|邓晖(1986),男,高级工程师,主要研究方向为电力系统分析、电力市场;|房乐(1988),男,工程师,主要研究方向为电力市场和网源协调;|蒋传文(1966),男,教授,博士生导师,研究方向为电力市场、配电网自动化、电力系统优化运行、水调自动化、智能电网。

Bidding Strategy and Profit Distribution of Power Generation Company with Clean Energy in Spot Market Based on Cooperative Game Theory

LU Chengyu¹^,², JIANG Ting³, DENG Hui¹^,², FANG Le¹^,², WANG Xu³, JIANG Chuanwen³

1. State Grid Zhejiang Electric Power Research Institute, Hangzhou 310014, China
2. State Grid Zhejiang Electricity Market Simulation Laboratory, Hangzhou 310014, China
3. Key Laboratory of Control of Power Transmission and Conversion, Ministry of Education (Shanghai Jiao Tong University), Shanghai 200240, China

Received:2020-07-29 Online:2020-12-01 Published:2020-12-04
Contact: WANG Xu

摘要/Abstract

摘要：

随着清洁能源发电技术的成熟及其建设成本的下降,含清洁能源发电商在参与电力市场时逐渐从补贴对象转变为自主竞价的市场主体。一方面,火电机组具有较好的调节能力,但在较低的预期能源价格期间,昂贵的生产成本可能导致其单独参加现货市场竞标时缺乏竞争力;另一方面,清洁能源出力和现货市场电价的不确定性导致发电商在参与电力市场竞争时需承担投标偏差造成的损失,收益大幅下降。采用风火联合竞价策略可以促使二者优势互补、共赢发展。首先,以含清洁能源发电商参与现货市场竞价利润最大为目标,建立考虑投标偏差惩罚的风火机组联合组成的含清洁能源发电商两阶段随机整数优化竞价模型,采用条件风险价值理论评估清洁能源和电价预测偏差风险,并得到最优竞价策略。对联合后获得的收益,利用合作博弈论中的核仁解给出火电机组与清洁能源机组间的收益分配方法。算例仿真验证,所提竞价策略有效提高了含清洁能源发电商的利润,降低了投标偏差惩罚对含清洁能源发电商收益的影响,增强了含清洁能源发电商在参与现货市场的主动性。

关键词: 含清洁能源发电商, 条件风险价值, 合作博弈, 现货市场

Abstract:

With the maturity of clean energy power generation technology and the decrease of its construction cost, power generation companies with clean energy gradually change from subsidy target to strategic market subject when they participate in the electricity market. On the one hand, thermal power units have good regulation capacity, but during the period of low expected energy prices, the high production costs may lead to the lack of competitiveness when they participate in the spot market bidding alone. On the other hand, generation companies have risk of loss due to bidding deviation caused by the uncertainties of clean energy output and spot market prices when participating in the power market competition, and thus the profit slumps. The joint bidding strategy of wind and thermal units can promote the complementary advantages and win-win development of the two. Firstly, in order to maximize the profit of clean energy generation companies participating in spot market bidding, a two-stage bidding model of a power generation company with clean energy is established, which is composed of wind power units and thermal power units, considering bidding deviation punishment. Conditional value at risk theory is used to evaluate the risk of deviation between clean energy and electricity prices, and the optimal bidding strategy is obtained. According to the nucleolus solution of cooperative game theory, the income distribution method between thermal power units and clean energy units is given. The simulation results show that the proposed method can effectively improve the profits of power generation companies with clean energy, reduce the impact of bidding deviation penalty on the profits of power generation companies with clean energy, and enhance the initiative of power generation companies with clean energy to participate in the spot market.

Key words: power generation company with clean energy, conditional value at risk, cooperative game, spot market

中图分类号:

TM73

陆承宇, 江婷, 邓晖, 房乐, 王旭, 蒋传文. 基于合作博弈的含清洁能源发电商参与现货市场竞价策略及收益分配[J]. 电力建设, 2020, 41(12): 152-160.

LU Chengyu, JIANG Ting, DENG Hui, FANG Le, WANG Xu, JIANG Chuanwen. Bidding Strategy and Profit Distribution of Power Generation Company with Clean Energy in Spot Market Based on Cooperative Game Theory[J]. ELECTRIC POWER CONSTRUCTION, 2020, 41(12): 152-160.

图/表 11

图1 含清洁能源发电商参与现货市场运营模式

Fig.1 Operation mode of a generation company with renewable energy in spot market

图2 计算流程

Fig.2 Flowchart of calculation

表1 火电机组参数

Table 1 Parameters of thermal generators

图3 典型风机出力场景

Fig.3 Typical scenarios of wind power output

图4 典型日前电价场景

Fig.4 Typical scenarios of day-ahead prices

表2 非合作竞价时火电机组组合结果

Table 2 Commitment schedule for uncoordinated thermal bidding

表3 合作竞价时火电机组组合结果

Table 3 Commitment schedule for coordinated thermal bidding

图5 t=11时含清洁能源发电商的竞价情况

Fig.5 Bidding curves of the generation company with renewable energy when t=11

图6 t=17时含清洁能源发电商的竞价情况

Fig.6 Bidding curves of the generation company with renewable energy when t=17

图7 不同风险偏好程度下CVaR及联盟预期收益

Fig.7 CVaR and expected revenues of the coalition under different risk-aversion parameters

表4 不同联盟情况下各成员预期收益情况

Table 4 Expected revenue of each member in different coalitions

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基于合作博弈的含清洁能源发电商参与现货市场竞价策略及收益分配

Bidding Strategy and Profit Distribution of Power Generation Company with Clean Energy in Spot Market Based on Cooperative Game Theory

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