两种第三方主体参与的现货市场出清模式比较

随着高比例新能源接入电力系统,常规机组开机减少,系统备用容量不足,需要充分挖掘第三方主体的备用能力。本文提出并比较了第三方主体参与备用辅助服务的2种现货市场出清模式：电能量和机组备用联合出清+第三方主体备用单独出清模式、电能量和两侧备用联合出清模式。论文首先结合市场发展阶段、备用资源紧缺程度等方面分析了2种出清模式的优缺点;然后,给出了2种市场模式下的出清模型,并分析了第三方主体参与对市场出清结果的影响及其费用和收益情况。最后,采用改进的IEEE30节点系统进行了仿真,结果表明电能量和两侧备用联合出清模式可以更加充分调用第三方主体的备用,降低系统发电和备用总成本。     

A probabilistic model for assessing the long-term economics of wind energy

Understanding the long-term economic impact of wind energy on electricity markets is becoming more important due to the increasing penetration of wind power in the generation mix of power systems. In this paper, we evaluate the economics of wind energy by developing a probabilistic model to compute the long-term probability distribution of market clearing prices and wind farm revenues. The power system is assumed to consist of conventional generating units and wind farms. Availabilities of the generating units and the uncertainty in the wind power output are implicitly accounted for. The effect of increasing wind power penetration on the probability distribution functions of the market price and wind farm revenues is evaluated by changing the rated capacity of the wind farm. The model is illustrated by using a power system with a 32-unit and wind farms. The superiority of the proposed probabilistic model over a deterministic one is confirmed.     

Bi-level optimization based two-stage market clearing model considering guaranteed accommodation of renewable energy generation

The existing electricity market mechanisms designed to promote the consumption of renewable energy generation complicate network participation in market transactions owing to an unfair market competition environment, where the low cost renewable energy generation is not reflected in the high bidding price of high cost conventional energy generation. This study addresses this issue by proposing a bi-level optimization based two-stage market clearing model that considers the bidding strategies of market players, and guarantees the accommodation of renewable energy generation. The first stage implements a dual-market clearing mechanism that includes a unified market for trading the power generations of both renewable energy and conventional energy units, and a subsidy market reserved exclusively for conventional generation units. A re-adjustment clearing mechanism is then proposed in the second stage to accommodate the power generation of remaining renewable energy units after first stage energy allocations. Each stage of the proposed model is further described as a bi-level market equilibrium problem and is solved using a co-evolutionary algorithm. Finally, numerical results involving an improved IEEE 39-bus system demonstrate that the proposed two-stage model meets the basic requirements of incentive compatibility and individual rationality. It can facilitate the rational allocation of resources, promote the economical operation of electric power grids, and enhance social welfare.     

Application of Cost-CVaR model in determining optimal spinning reserve for wind power penetrated system

Spinning reserve (SR) is an important resource for system operators (SO) to cope with unpredictable imbalances between load and generation, which is caused by load forecast errors and unexpected deviations of wind power. The increased installed capacity of wind power adds the difficulty to predict total amount of injected power accurately and increase risk of load loss and wind curtailment. In view of large wind power penetrated in system, the paper proposes a Cost-CVaR model to determine optimal reserve requirements in electricity market. CVaR is applied to evaluate the risk caused by the uncertainties of load and wind power forecast. Risk management tool is proposed to make a reasonable tradeoff between risks and profits at various risk levels. The model is tested on a regional grid in China. Then the proposed method is compared with probabilistic and deterministic method. The results demonstrate the usefulness and efficiency of the proposed method.     

A study of economic evaluation of demand‐side energy storage system in consideration of market clearing price

In Japan the electricity market will open on April 1, 2004. Electric utility, Power Producer and Supplier (PPS), and Load Service Entity (LSE) will join the electricity market. LSEs purchase electricity based on the Market Clearing Price (:MCP) from the electricity market. LSEs supply electricity to the customers that contracted with the LSEs on a certain electricity price, and one to the customers that introduced Energy Storage System (:ES) on a time‐of‐use pricing. It is difficult for LSEs to estimate whether they have any incentive to promote customers to introduce ES or not. This paper evaluates the reduction of LSEs' purchasing cost from the electricity market and other LSEs' purchasing cost by introducing ES to customers. It is clarified which kind of customers has the effect of decreasing LSEs' purchasing cost and how much MCP of the whole power system the demand‐side energy storage systems change. Through numerical examples, this paper evaluates the possibility of giving the cost merit to both customers with energy storage systems and LSE by using real data for a year's worth of MCP. © 2006 Wiley Periodicals, Inc. Electr Eng Jpn, 158(1): 22–35, 2007; Published online in Wiley InterScience ( www.interscience.wiley.com ). DOI 10.1002/eej.20447     

基于氢能的风-火耦合多能系统设计与综合评估

为了提高火电机组深度调峰极限,挖掘其提升新能源消纳能力的潜力,构建了基于氢能的风-火耦合多能系统.建立了风-火耦合多能系统的设计框架,包括设计原则、系统组成及评价指标体系等,提出了富裕风电制氢支撑的风-火耦合多能系统的总体结构;考虑经济性、能源利用、"双碳"目标、可靠性这4个方面的影响因素,提出了风-火耦合多能系统的多尺度评价指标及其数学模型,并基于模糊层次分析-熵权法确定各指标的权重占比;以某地区拟建的风-火耦合多能系统结构设计为例,验证了所提方法的有效性,可为实际工程建设提供了一定的参考.     

Relative merits of load following reserves & energy storage market integration towards power system imbalances

Traditionally, power system balancing operations consist of three consecutive control techniques, namely security-constrained unit commitment (SCUC), security-constrained economic dispatch (SCED), and automatic generation control (AGC). Each of these have their corresponding type of operating reserves. Similarly, energy storage resources (ESRs) may be integrated as energy, load following, or regulation resources. A review of the existing literature shows that most ESR integration studies are focused on a single control function. In contrast, recent work on renewable energy integration has employed the concept of enterprise control where the multiple layers of balancing operations have been integrated into a single model. This paper now uses such an enterprise control model to demonstrate the relative merits of load following reserves and energy storage integrated into the resource scheduling and balancing action layers. The results show that load following reserves and energy storage resources mitigate imbalances in fundamentally different ways. The latter becomes an increasingly effective balancing resource for high net-load variability and small day-ahead market time step.     

Arbitration of day-ahead real power market clearing under the influence of voltage dependent load models

Social welfare maximization is used as an objective function to clear day-ahead real power electricity markets with elastic loads. The conventional way is to model loads as voltage independent. This paper investigates behaviour of day-ahead market clearing in the presence of voltage dependent load models at different loading conditions. In a multi-objective framework, different objective functions (load served, generation cost, emission and voltage stability enhancement index) are combined with social welfare so as to examine each function’s behaviour. However, it is observed and demonstrated that the objective functions are either in accord or discord with social welfare at different loading conditions. Therefore, Pareto fronts are obtained to decide the most optimal functioning condition subject to all operating and technical constraints for the judgement making authority. The differential evolution algorithm is applied for single and multi-objective optimization purposes. The model is implemented on IEEE 30 bus system for testing and verification.     

考虑虚拟电厂可信容量的新能源电力系统容量市场出清模型

随着风电和光伏发电装机规模快速增长,系统出现了发电容量充裕度不足的问题。为确保电力系统中的充足发电容量,需要引入容量市场机制。相比于大型火电机组的长建设周期和高投资成本,分布式可调节资源聚合的虚拟电厂（virtual powerplant,VPP）建设周期短、投资小、见效快,是为系统提供发电容量的有效资源。因此,构建了虚拟电厂可信容量（unforcedcapacity,UCAP）计算方法并提出一种考虑虚拟电厂可信容量的新能源电力系统容量市场出清模型。虚拟电厂可信容量计算模型考虑了其功率、能量以及运行特性。容量市场出清模型在考虑发电侧风电、光伏、传统机组的基础上,增加用电侧虚拟电厂参与市场。容量市场出清模型中考虑了高峰容量需求、基本容量需求、电能需求、谷荷需求、爬坡功率需求等系统约束。最后通过算例分析了虚拟电厂可信容量、市场容量总需求量以及新能源装机容量对市场出清结果的影响,验证了本文虚拟电厂可信容量计算方法以及容量市场出清模型的有效性。     

Renewable energy credit driven wind power growth for system reliability

Environmental concerns over electric power generation from conventional sources has led to widespread public support for renewable energy sources. Governments throughout the world have responded by providing various forms of financial incentives to promote power generation from renewable energy sources. The rapid growth of wind power since the last decade has primarily been driven by governmental subsidies. Long-term growth of wind power should, however, be driven by sustainable market mechanisms. A potential solution is to recognize monetary values to the environmental benefits from renewable energy sources, and to specify targets for their growth. The environmental benefits from wind sources can be leveraged to allow market competition of these sources with the less costly conventional generating sources. A probabilistic method to evaluate the impact of renewable energy credit and wind penetration level on the cost and adequacy of power generating systems is presented in this paper. The technique incorporates reliability and economic analyses and is applied to a published test system to illustrate the results and their influence on key system variables. The paper provides useful information to system planners and policy makers on wind energy application in electric power systems.     

考虑多市场主体参与的气电区域综合能源系统市场定价策略

随着多市场主体接入,如何管理系统中的分布式资源成为气电区域综合能源系统的核心问题。从激励价格角度出发,建立含商业楼宇和分布式电源2类市场主体的区域综合能源系统日前市场出清模型,综合考虑节点净有功负荷、净无功负荷和天然气负荷对系统运行的影响,通过引入多类灵敏度因子线性化潮流约束和稳态气流约束;进一步地,将出清的节点边际价格分为有功基础电价、无功基础电价、阻塞管理电价、电压支撑电价、网损边际电价、基础气价和气压支撑价格7类,通过不同价格信号引导促使市场主体调节自身运行方式支撑系统运行。基于改进的IEEE 33节点配电网和24节点气网构成的区域综合能源系统的仿真结果验证了所提出的基于节点边际价格分解的定价策略的有效性和合理性。     

Stochastic multiobjective self-scheduling of a power producer in joint energy and reserves markets

This paper presents a stochastic multiobjective model for self-scheduling of a power producer which participates in the day-ahead joint energy and reserves markets. The objective of a power producer is to compromise the conflicting objectives of payoff maximization and gaseous emissions minimization when committing its generation of thermal units. The proposed schedule will be used by the power producers to decide on emission quota arbitrage opportunities and for strategic bidding to the energy and reserves market. The paper analyzes a scenario-based multiobjective model in which random distributions, such as price forecasting inaccuracies as well as forced outage of generating units are modeled as scenarios tree using a combined fuzzy c-mean/Monte-Carlo simulation (FCM/MCS) method. With the above procedure the stochastic multiobjective self-scheduling problem is converted into corresponding deterministic problems. Then a multiobjective mathematical programming (MMP) approach based on ?-constraint method is implemented for each deterministic scenario. Piecewise linearized fuel and emission cost functions are applied for computational efficiency and the model is formulated as a mixed-integer programming (MIP) problem. Numerical simulations for a power producer with 21 thermal units are discussed to demonstrate the performance of the proposed approach in increasing expected payoffs by adjusting the emission quota arbitrage opportunities.     

基于社会清洁福利最大化的电热联合双边竞价市场出清优化策略研究

清洁能源利用和可再生能源消纳是区域电-热综合能源系统研究的重点.基于电-热联合双边竞价市场及其供需侧资源报价策略,提出计及能源碳排放和风机弃风的系统运行环境价值成本概念.同时考虑系统供需侧分布式能源站和多能用户利益,构建以社会清洁福利最大化为目标的市场出清策略模型,确定联合市场交易最优策略.通过算例仿真结果表明,所提市...     

考虑碳排放金融市场的风-氢-火多能耦合系统交易模型

为适应碳排放权市场交易模式的多样化,提出基于现有碳排放权交易市场规则的风-氢-火多能耦合系统交易模型。基于配额和核证自愿减排量价格差,建立即期市场下多能耦合系统碳排放权即期交易模型。针对配额和核证自愿减排量的可积累性,结合欧洲能源交易所碳期权市场交易规则,提出远期市场下碳排放期权交易模型;基于广义自回归条件异方差模型改进B-S欧式期权定价模型,对国家核证自愿减排量看涨期权进行建模。算例将碳金融市场与电力调度进行有机结合,并针对现有模式、即期和远期碳排放权交易市场3种情况进行评估和分析,验证模型的有效性,为碳金融市场建设提供参考。     

Exploring the cost implications of increased renewable energy for the U.S. power system

Over the last decade, the fraction of annual U.S. electricity generation for renewable energy has doubled from 10 % to 20 %. This growth has been driven by several factors, including technology cost reductions and policy support. The share of renewable generation is projected to increase over time. Reference case scenarios from four different organizations show least-cost U.S. electricity buildouts with renewable energy generation fractions of 31–36 % by 2030 and 40–65 % by 2050. Using a capacity expansion modeling tool, we investigate how changing the amount of renewable energy from the least-cost solution impacts the cost of building and operating the electricity system. The relationship between system cost and renewable energy generation fraction is non-linear. Small deviations near the least-cost solution have minimal cost impacts (changing the renewable energy penetration by +/- 5% results in system cost changes of less than 1%), while similar deviations that are farther from the least-cost solution can result in large cost changes. Increased levels of RE lead to lower absolute emissions, and we evaluate the trade-offs between emissions savings and system costs for higher and lower levels of RE penetration.     

考虑新能源类型的电力系统多目标并网优化方法

提出通过优化供应侧的新能源设备选型来应对当前电力系统双侧随机问题的新思路。针对不同类型新能源设备的成本、收益以及容量不同,给配电网带来过度投资、电压降落和网损增加等问题,建立了多目标优化数学模型。基于精英保留策略的多参数遗传算法,考虑配电系统总投资收益率、系统网损以及系统节点电压偏移量,得到新能源并网决策的帕累托最优解空间。通过规格化处理转变为单目标函数,得到整体最优并网策略。以IEEE-30节点系统为例进行模拟分析,验证了所提方法的合理有效性,为供应侧新能源设备选型提供了一定的参考。     

面向新能源并网的电力系统鲁棒调度模式

为了应对大规模新能源并网下电力系统的多种随机因素,提出了一种基于"鲁棒调度计划"+"鲁棒运行区域"的多时间尺度滚动调度模式。首先,在分析传统多时间尺度调度模式存在问题的基础上,提出了一种改进的多时间尺度鲁棒调度模式。然后,阐述了鲁棒调度的基本实施过程,通过算例对实施过程进行模拟,并与传统调度模式进行对比说明了所提模式的优越性。最后,对实现多时间尺度鲁棒调度模式的关键技术进行探讨,为面向新能源并网的电力系统调度提供参考思路。     

The Ragone plots guided sizing of hybrid storage system for taming the wind power

The fluctuant behaviors of wind power, and so as their effects on the stability of grid, span across different time scales. Hence, single type of electrical energy storage (EES) cannot level the fluctuation effectively. The high energy density sources (e.g. lead-acid batteries) and high power density sources (e.g. supercapacitors) are complementary in merits such as power density and energy density. As a result, the employment of the hybrid EES (HEES) is hoped to level wind power output more effectively. This work proposes a sizing strategy for determining the capacity allocation between the high energy density sources and high power density sources. The traits of this employed strategy are the introduction of energy-power relationships (Ragone plots) of EES as constraints and taking of the minimization of life cycle cost (LCC) of HESS as objective function; which respectively considers the power and energy storage characteristics of EES integrally, and reflects the economic need of renewable energy integration. The analytical process of the sizing strategy is described in detail. A case study for an analysis of specific wind power output, with the types of EES we adopted in project, is illustrated graphically based on the developed programming software platform.     

考虑源网荷储效益提升的电力现货市场出清优化模型研究

随着我国在“双碳”目标背景下电力现货市场的发展,以风电、光伏等代表的可再生能源将参与到现货市场出清,由于可再生能源的波动性和不确定性,需要通过需求侧响应和储能间的协调,在保证电网调节灵活性的前提下实现市场多主体效益提升,因此开展考虑源网荷储效益提升的电力现货市场出清优化策略研究。考虑参与日前出清阶段各方的效益,将电网不同峰谷差的调节需求纳入到竞价过程中,提出考虑源、网、荷、储收益分配的现货交易体系;为保证系统低碳运行,考虑供能侧的碳排放权交易,建立基于供能侧、储能侧,电网侧、需求侧多方效益协调的电力现货市场出清优化模型,通过算例仿真分析验证所提模型的有效性和优越性。     

发用两侧参与调峰的现货市场联合出清模式设计

针对新型电力系统下新能源装机容量大,发电侧调峰资源紧缺,弃风、弃光现象严重的问题,文中设计了一种考虑发用两侧参与调峰的现货市场联合出清模式,将发电侧深度调峰、柔性负荷调峰、新能源消纳与现货市场相结合,充分发掘发用两侧的调峰能力。首先,将独立储能和用户作为用户侧调峰资源,并根据用户是否具有实时跟踪调度指令的能力,将其分为灵活调节用户和非灵活调节用户,在此基础上设计了发用两侧参与调峰的日前市场和实时市场出清模式并建立出清模型。其次,综合考虑各市场主体的贡献和受益程度,设计了调峰辅助服务费用的结算与分摊机制。最后,通过算例验证了所提市场模式对于新能源消纳的有效性和合理性。算例分析中,文中所提市场模式相比仅发电侧参与调峰的模式可降低17.3%的弃风弃光量。