含风电和电动汽车的VPP现货市场投标鲁棒优化模型

当风力发电商(WPG)和电动汽车(EV)聚合商组成的虚拟电场(VPP)参与市场投标时,风电出力的不确定性、预测出力偏差以及市场价格的波动性,都是VPP在参与市场投标时需要考虑的因素。在计及上述因素的影响下,文中研究了由WPG和EV聚合商组成的VPP在日前市场和实时市场的联合竞价模型:假定VPP是价格的接受者,综合考虑日前和实时价格的不确定性,在日前市场中根据风电出力和市场价格的预测结果进行日前竞价,然后在实时市场上参与实时竞价。VPP不但可以通过EV充放电平抑WPG投标偏差,还可以根据价格信号进行充放电投标,实现削峰填谷。通过引入偏差考核机制,在日前和实时市场结束后进行统一结算。基于合作博弈理论,利用Shapley值法将总收益在WPG和EV之间根据各自的贡献进行合理分配。最后,通过算例验证了模型的可行性和有效性,结果表明VPP参与日前和实时市场可以增加收益,降低出力和价格不确定性带来的风险,为新能源参与现货市场的建设提供参考。

Spot market bidding strategy for virtual power plants with wind power and electric vehicles

For virtual power plants(WV-VPP) composed of wind power generation(WPG) and electric vehicles(EV), The factors that need to be considered when participating in the market bidding include the uncertainty of wind power output, the deviation of wind power forecast and actual output, the randomness of electric vehicles and the volatility of market prices. With considering these above factors, we proposed a two stage bidding model for WV-VPP to participate day-ahead and real-time market. We assume that the WV-VPP consisting of wind power and electric vehicles is price taker that does not affect the market price. Taking into account the uncertainty of wind power output and price, WV-VPP makes bidding strategies in the day-ahead market according to the forecast results of wind power output and price, and then participates the real-time market. WV-VPP can not only reduce the bidding deviation of wind power through electric vehicle charging and discharging, but also make bidding strategies according to the price signal to realize peak clipping and valley filling; The deviation assessment was conducted after the end of the day and the end of the real-time market. Based on the cooperative game theory, the Shapley method is used to reasonably distribute the total profit between WPG and EV according to their respective contributions. Finally, the feasibility and effectiveness of the model are verified by an example. The results show that WV-VPP can increase the profit and reduce the risk caused by output and price uncertainty, and provide reference for the construction of new energy participation in the spot market.