| 计及不确定性与相关性的虚拟电厂参与主辅市场联合交易优化研究 |
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| 引用本文： | 祖文静,杜易达,李鹏,余晓鹏,王世谦,李慧璇,张艺涵.计及不确定性与相关性的虚拟电厂参与主辅市场联合交易优化研究[J].陕西电力,2022,0(10):70-77,86. |
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| 作者姓名： | 祖文静 杜易达 李鹏 余晓鹏 王世谦 李慧璇 张艺涵 |
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| 作者单位： | （1.国网河南电力经济技术研究院，河南郑州 450052；2.国网河南省电力公司，河南郑州 450052；3.华北电力大学经济与管理学院，北京 102206） |
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| 摘 要： | 为了应对风光大规模并网带来的调峰困难，由此进行计及不确定性与相关性的虚拟电厂参与主辅市场联合交易优化研究。首先，设计虚拟电厂参与主辅市场的交易体系；然后，考虑新能源出力的不确定性以及主电能量市场与调峰辅助服务市场价格的相关性，构建了虚拟电厂参与主辅市场的联合出清优化模型；最后，以某一虚拟电厂为例进行算例分析，算例结果验证了模型的有效性。
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| 关 键 词： | 虚拟电厂 不确定性 相关性 主辅市场 交易优化 |
Optimization of Virtual Power Plant Participating in Joint Trading in Main and Auxiliary Markets Considering Uncertainty and Correlation |
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| ZU Wenjing,DU Yida,LI Peng,YU Xiaopeng,WANG Shiqian,LI Huixuan,ZHANG Yihan.Optimization of Virtual Power Plant Participating in Joint Trading in Main and Auxiliary Markets Considering Uncertainty and Correlation[J].Shanxi Electric Power,2022,0(10):70-77,86. |
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| Authors: | ZU Wenjing DU Yida LI Peng YU Xiaopeng WANG Shiqian LI Huixuan ZHANG Yihan |
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| Affiliation: | （1. State Grid Henan Electric Power Economic and Technological Research Institute，Zhengzhou 450052，China； 2. State Grid Henan Electric Power Company，Zhengzhou 450052，China； 3. School of Economics and Management， North China Electric Power University， Beijing 102206， China） |
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| Abstract: | Targeting the problem of peak shaving caused by the large-scale grid connection of wind and solar energy，the paper makes a study on the optimization of virtual power plant participating in joint trading in main and auxiliary markets by considering uncertainty and correlation. Firstly，a trading system for the virtual power plant to participate in the main and auxiliary markets is designed. Then considering the uncertainty of renewable energy output and the price correlation between the main power market and the peak shaving auxiliary service market，the joint clearing optimization model of the virtual power plant participating in the main and auxiliary markets is constructed. Finally，the effectiveness of the model is verified with a case of virtual power plant. |
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| Keywords: | virtual power plant uncertainty correlation main and auxiliary market trading optimization |
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