面向多级市场出清的负荷聚合商联合交易策略

在以新能源为主体的新型电力系统发展模式下,电网将面临灵活性资源严重不足的问题,亟需引导用户侧可调控资源主动参与系统的平衡调节服务。提出一种考虑日前主能量市场、日前备用市场及实时平衡市场的多级市场衔接框架,基于负荷聚合商引导终端用户参与至多级耦合市场的市场化调度中。在日前主能量市场与备用市场,提出负荷聚合商可调节负荷状态感知模型及日前电能量与备用联合市场的竞价模型,系统运营商实现日前主辅能量市场的阶段性出清。在实时平衡市场,提出负荷聚合商基于用户侧富余可调节资源的实时平衡市场竞标模型,系统运营商基于实际系统运行需求实现平衡资源的出清与备用资源的调度。最后基于 IEEE 30 节点系统验证了所提出市场框架可有效激励用户侧主动响应电网调控需求、降低系统供需不平衡风险。     

广泛负荷聚集商市场策略建模及风险效益分析

分布式电源、储能设备及主动负荷等需求侧资源可通过广泛负荷聚集商的统一管理参与电力市场的运营,其在提升系统经济效益的同时,也给系统优化调度带来挑战。建立了广泛负荷聚集商管理多种需求侧资源参与电力主能量及辅助服务市场的日前、实时两阶段随机优化市场策略模型,同时采用条件风险价值(CVaR)方法对市场价格波动及需求侧资源不确定性风险进行管理。利用夏普利值(Shapley value)分配方法及风险贡献度理论,对各类需求侧资源在广泛负荷聚集商运营中的效益及风险贡献进行分析。算例说明了所提出模型的有效性,定量说明了广泛负荷聚集商在需求侧资源聚合管理中提升效益、平抑风险的两方面作用,以及各类需求侧资源在聚集商运营中的效益及风险贡献。     

Risk-constrained self-scheduling of a fuel and emission constrained power producer using rolling window procedure

This work addresses a relevant methodology for self-scheduling of a price-taker fuel and emission constrained power producer in day-ahead correlated energy, spinning reserve and fuel markets to achieve a trade-off between the expected profit and the risk versus different risk levels based on Markowitz’s seminal work in the area of portfolio selection. Here, a set of uncertainties including price forecasting errors and available fuel uncertainty are considered. The latter uncertainty arises because of uncertainties in being called for reserve deployment in the spinning reserve market and availability of power plant. To tackle the price forecasting errors, variances of energy, spinning reserve and fuel prices along with their covariances which are due to markets correlation are taken into account using relevant historical data. In order to tackle available fuel uncertainty, a framework for self-scheduling referred to as rolling window is proposed. This risk-constrained self-scheduling framework is therefore formulated and solved as a mixed-integer non-linear programming problem. Furthermore, numerical results for a case study are discussed.     

计及CVaR的负荷聚合商双重市场投标策略

需求侧资源的不确定性给负荷聚合商在双重市场(日前电能市场和日前备用市场)的投标带来了困难。首先分析需求侧资源的不确定性,建立负荷聚合商在双重市场的投资分配和利润模型,该模型以最大化负荷聚合商日利润为目标,并应用粒子群优化算法以及MATLAB调用YALMIP、CPLEX工具箱进行求解。进一步考虑需求侧资源不确定性引起的负荷聚合商利润的风险,分析随着风险偏好系数的改变利润与风险值之间的动态关系以及可中断负荷在双重市场的投标量分配,讨论日前电能市场投标约束对负荷聚合商投标策略和总体利润的影响。算例分析验证了负荷聚合商基于风险的投资策略的有效性。     

构造供电公司最优电能分配策略的CVaR方法

在输配分开电力市场中,供电公司将被从垄断的电力工业运营体制中解捆,从而作为独立的市场竞争主体参与竞价购电。为了满足终端用户电能需求和系统备用需要,供电公司需要综合考虑在长期合同市场、日前现货市场、备用容量市场以及自备电厂的电能分配。借鉴金融领域的风险管理理论,以条件风险价值(CVaR)作为风险度量指标,综合考虑风险和期望利润水平,建立了供电公司均值-CVaR电能分配策略模型。算例仿真结果表明,给出的模型能够比较真实地反映供电公司决策时所面临的市场风险的本质特征,可使供电公司在保证一定利润水平的前提下实现CVaR风险最小化。     

日前电能市场与深度调峰市场联合出清模型

以采用全电量集中竞价模式的日前电能交易和东北深度调峰交易融合运行、联合出清为背景,建立一种日前电能量市场和深度调峰服务市场联合出清模型.模型以系统电能量费用、启动费用、调峰费用与新能源限电惩罚费用之和最小为目标函数,以系统电力平衡与备用、火电机组和新能源2类发电单元运行边界为约束条件,实现新能源优先消纳基础上的2市场整...     

Information Gap Decision Theory-Based Risk-Constrained Bidding Strategy of Price-Taker GenCo in Joint Energy and Reserve Markets

This paper presents an optimal bidding strategy for price-taker generation companies (GenCos), which participate in a day-ahead joint energy and reserve market. Moreover, this problem is formulated as a Mixed-Integer Quadratic Constrained Program (MIQCP) to maximize the profit. Also, the price uncertainties of energy and reserve markets prices have direct impacts on the expected profit and bidding curves. This optimization problem is modeled with utilization of information gap decision theory (IGDT) for optimizing robustness to failure—or opportunity to windfall—under uncertainty conditions. IGDT assesses the robustness/opportunity of bidding strategy in the face of price uncertainties to determine whether a decision is risk-averse or risk-taking. Correlations among the prices of energy and reserve markets are properly modeled based on the concept of weighted average squared error using a variance–covariance matrix. It is shown that the risk-averse decisions, as well as risk-taking decisions, will affect both expected profit and bidding curves. The proposed method is verified in simulation studies on a GenCo comprising 5-unit thermal that participates in a day-ahead joint energy and reserve markets. Also, the proposed model is applied to a 54-unit thermal GenCo of IEEE-118 bus to validate the computational effectiveness of the proposed model in large system.     

考虑储能参与备用配置的园区综合能源系统日前经济调度模型

备用容量可以有效应对不确定性风险,能够保障园区综合能源系统的安全运行。然而,以往研究主要利用发电侧备用能力来应对不确定性风险,未能考虑储能装置等其他柔性资源的备用作用。因此,文章提出一种考虑储能装置参与备用配置的园区综合能源系统日前经济调度模型,园区内部通过电储能装置、柴油发电机与热电联产机组提供备用容量平抑内部风光荷的波动性。为了平衡备用配置对于园区综合能源系统运行安全性与经济性的影响,引入机会约束规划方法构建计及可再生能源和负荷不确定性的概率备用配置模型,并将备用配置模型嵌入到日前优化调度模型中以提升日前能量与备用决策计划的合理性。基于离散化步长变换法和随机模拟方法将原来非凸机会约束规划问题转化为可求解的混合整数线性规划问题。仿真结果表明,储能装置参与备用配置可以提升发电机组运行的灵活性,从而提升系统运行的经济性;通过向上、向下调节备用约束成立的置信水平可以改变园区备用决策的保守程度,从而平衡系统运行的经济性与可靠性需求。     

考虑风电功率预测不确定性的日前发电计划鲁棒优化方法

随着风能发电电源并网装机容量的不断升高,风电的强随机性迫使日前发电计划需要购买大量的发电备用,造成全系统发电经济性恶化。在分析风电功率时变预测不确定性的基础上,提出了计及日内现货市场滚动交易的两阶段带补偿鲁棒优化方法。通过在第一阶段日前优化过程中计及日内滚动交易偏差电力的预期,降低了日前发电计划中的备用总需量;对于第二阶段日内调整电力大小的求解,采用了高精度的预测模型,以提升系统发电经济性。最后通过对比分析算例验证了所提方法的正确性和有效性。     

多主体利益制衡的综合能源系统日前-实时出清方法

为解决现货市场和配售侧放开环境下综合能源系统与外部电网联合出清问题,提出一种多主体利益互相制衡的日前-实时两阶段出清方法。该方法考虑日前出清阶段驱动各方利益,实施多轮迭代竞价,并将互保、备用、移峰等因素纳入竞价过程中;实时出清阶段统筹内、外备用,细化供能和利益分配,形成产能商、上级电网、旋转备用服务商三联供能体系。分别构建了产能商、运营商、负荷聚合商的出清决策模型,最后通过算例仿真分析了需求响应、互保合同以及旋转备用市场对移峰和内、外备用的有效作用,表明该方法可以实现供需平衡和各主体利益均衡。     

基于CVaR风险计量指标的发电商投标组合策略及模型

电力市场中各类市场具有不同的价格波动特性和收益率随机变化特性。为了保证年度收益最大且风险最低,发电商需在各个市场上合理分配参与竞价的电量。借鉴金融领域风险管理的理论,以条件风险价值(CVaR)为风险计量指标,综合考虑风险和期望收益率,建立了新的发电商均值-CVaR投标组合优化模型。应用该模型,对发电商在年度合约市场、月度合约市场、日前市场和实时市场4个市场总电量的分配比例和有效前沿进行了计算。计算结果表明,所提出的模型能较真实地反映发电商所面临的市场风险的本质特征,可使发电商在保证一定期望收益率的前提下承担最小的CVaR风险,从而为发电商的投标决策与风险评估提供了新的思路。     

电量与备用共同市场的SFE模型分析

电力系统运行的技术特点要求足够的备用容量。一些电力市场采用单独的容量市场获取备用容量,这增加了发电企业竞标的复杂性。文中介绍了一种电量与备用共同竞价的日前集中拍卖市场设计。在这种市场方案中,系统运行机构可通过单一市场在日前获得足够的调用出力和备用容量。建立了发电企业在电量与备用共同市场规则下策略竞价的供给函数均衡(SFE)模型,分析了其市场势力对两种市场的影响。研究表明,与单纯电量市场相比,电量与备用共同市场在获取足够备用容量的同时,不会增加系统支付费用,实际上电量支付费用还会有所减少,而市场出清电价会略有降低。最后采用发电企业完全对称性假设,给出了不同企业数目情况下的算例结果。     

计及风险约束的虚拟电厂二阶段最优调度策略研究

为了实现能源的高效利用,提出一种计及风险约束的虚拟电厂二阶段最优调度策略。首先,虚拟电厂提交日前电能市场和旋转备用市场中每个交易时段的投标参量;然后,基于日前电能市场和旋转备用市场的清算结果,虚拟电厂与主电网进行交易,针对每个交易时段对分布式发电机组、储能装置和需求侧灵活资源进行实时调度。同时,利用条件风险价值量化不确定性对虚拟电厂造成的风险,引入风险规避加权参数对虚拟电厂收益与风险进行权衡,以模拟虚拟电厂运营商在不同条件下的风险规避行为。最后采用算例验证了所提方法的可行性和有效性。     

Integrated risk measurement and control for stochastic energy trading of a wind storage system in electricity markets

To facilitate wind energy use and avoid low returns, or even losses in extreme cases, this paper proposes an integrated risk measurement and control approach to jointly manage multiple statistical properties of the expected proft distribution for a wind storage system. First, a risk-averse stochastic decision-making framework and multi-type risk measurements, including the conditional value at Risk (CVaR), value at risk (VaR) and shortfall probability (SP), are described in detail. To satisfy the various needs of multi-type risk-averse decision makers, integrated risk measurement and control approaches are then proposed by jointly considering the expected, boundary and probability values of the extreme results. These are managed using CVaR, VaR and SP, respectively. Finally, the efectiveness of the proposed risk control strategy is verifed by conducting case studies with realistic market data, and the results of diferent risk control strategies are analyzed in depth. The impacts of the risk parameters of the decision maker, the energy capacity of the battery storage and the price diference between the day-ahead and real-time markets on the expected profts and risks are investigated in detail     

旋转备用辅助服务的需求与调度

备用辅助服务关系到电力系统的安全运行和可靠性。旋转备用与能量市场有很强的耦合关系,其容量需求和调度分配受到了人们的广泛关注。该文采用和能量市场解耦的旋转备用辅助服务模式,提出了以系统旋转备用社会效益最大的最优备用容量确定原则和基于竞争的备用分配调度模型。文中采用启发式算法求解,算例的仿真结果说明了该方法的有效性。     

Increasing DER integration through discrete intraday settlements

Deployment of distributed energy resources (DERs) is accelerating across the United States. These assets have the potential to provide cost-effective grid services and bulk power while supporting a low-cost energy transition to carbon-free electricity. Full integration of these resources into the bulk power system remains a barrier to unlocking the potential value of these assets. The regional wholesale energy markets, originally designed to integrate centralized, dispatchable power plants, must be reformed to adapt to the changing potential resource mix. The current day-ahead and real-time system is poorly designed for DERs. Day-ahead DER forecast errors create exposure to real-time price variations, as resources committed in the day-ahead market are required to rebalance in real-time, challenging the business model for DERs. New intraday markets with multiple discrete intermediate auctions between the day-ahead market and real-time market are needed to enable proper integration of DERs and efficient mitigation of forecast uncertainty risk. These markets must incorporate financially-binding commitments, closer-to-dispatch price signals, and adequate liquidity to ensure competition. Intermediate auctions should be built on top of existing intraday processes in each regional market, incorporating the principles of the existing market structures and leveraging the benefits of the centralized dispatch systems. Regional transmission organization (RTOs) and Independent System Operators (ISOs) should pursue and implement intermediate auctions to support fair, open, and efficient markets in the U.S.     

Scheduling method for aggregated photovoltaic-battery systems considering information notified by distribution system operator

In recent years, the aggregation business has gained a lot of attention in Japan. Aggregators will make contracts with customers with photovoltaic (PV) power systems and battery energy storage systems (BESSs) including electric vehicles (EVs) to participate in electricity markets. Aggregators might have to pay electricity supply-demand imbalance charges when generated and consumed energies contracted at the day-ahead supply-demand market are different from those at the current day operation due to distribution network constraints such as voltage and power flow limitations. Therefore, the information on network constraints is very important for aggregators to determine their day-ahead schedules. In this paper, we evaluated the relationship between aggregator supply-demand schedules and the distribution system operation. It was assumed that the reverse power flow limitations due to network constraints are notified to the aggregators by distribution system operator (DSO). Two cases of the aggregators’ schedules of PV systems and stationary BESSs were compared in the simulations. In addition, aggregator strategies for making adequate schedules were evaluated.     

基于鲁棒后悔度的含风电日前和日内市场两阶段出清优化

由于风电的不确定性,含有风电较多的系统将引入日内市场,以减小实时市场的功率偏差,提高系统运行的经济性和稳定性。文中利用区间模型表示风电出力的不确定性,在日前市场中考虑日内市场风电偏差功率的不确定性,建立日前市场和模拟日内市场联合优化模型;在各个日内市场考虑对应实时市场风电偏差功率的不确定性,建立各日内市场和模拟实时市场联合优化模型。在日前市场和日内市场中考虑购电决策者的后悔心理,以鲁棒后悔度最小为目标,实现分阶段不同时间尺度购电出清优化,提高日前市场和日内市场购电方案的经济性和鲁棒性。最后,基于一个具体算例对优化模型和结果进行详细的分析,体现了两阶段优化出清方法的可行性和优越性。     

可再生能源消纳责任权重制下电力市场优化决策模型

可再生能源消纳责任权重制与电力现货市场建设并行推进,实际消纳可再生能源电力将成为电力用户完成考核要求的主要完成方式,并且可再生能源电力也将逐步进入电力现货市场参与交易。基于以上框架建立了可再生能源消纳责任权重制下包含可再生能源日前市场、常规能源日前市场、实时市场的双层多主体优化决策模型,通过库恩-塔克(KKT)条件、强对偶定理、二进制拓展法等方法将其转化为混合整数线性规划模型来求解市场均衡点。算例分析探究了考核权重指标、绿色电力证书价格、可再生能源功率渗透率对市场均衡点的影响。分析结果表明,在市场均衡点日前市场中,可再生能源电力出清电价等于常规能源出清电价加上绿色电力证书价格,且随着可再生能源功率渗透率提高,电力现货市场出清电价呈现下降趋势。     

Assessing the benefits of regulating power market integration in Northern Europe

The expected increase of intermittent electricity production from renewable sources in Northern Europe poses rising challenges to the balancing of the power system. The Nordic hydro based power system, particularly the Norwegian, is in a favourable position to provide the necessary balancing services. In order to provide these services to continental Europe an integration of markets for balancing services (regulating power market) might be advantageous. Contemporaneously the European Union enforces the liberalisation and integration of national European power markets, including the regulating power markets. To investigate the possible outcome of such an integrated market, a regulating power market model is developed, which is based on a common day-ahead market, including Nordic and northern continental Europe.The proposed model considers the procurement of regulating reserves as well as their activation, taking into account available transmission capacity. Different steps of regulating power market integration are studied. The analysis confirms, that there is a socio-economic benefit by integrating regulating power markets. The benefit mainly results from a provision of reserve capacity from the Nordic to the continental European power system, the netting of imbalances and hence the reduced activation of regulating reserves in the continental power system.