电转气设备与燃气机组的联合竞价策略

电转气(P2G)设备和燃气机组作为联系电力系统与天然气系统的能源转换单元,是未来多能源互联系统的重要枢纽。在竞争性能源市场环境下,P2G设备和燃气机组如何构造竞价策略是相关各方关注的重要问题。对于P2G设备和燃气机组而言,在构造其参与竞争性电力市场和天然气市场的竞价策略时,这两个市场的出清价格未知,可以采用概率分布或其他方法进行模拟。在此背景下,发展了基于场景分析的P2G设备和燃气机组的最优竞价策略模型。首先,采用拉丁超立方抽样生成含概率信息的场景集合,用于处理采用概率分布模拟的市场出清价格,并对场景进行消减。之后,以收益最大化为目标,分别构建了P2G设备同时参与日前能量市场和调频市场的单独竞价模型及其与燃气机组的联合竞价模型,确定次日各交易时段的竞价策略。然后,针对具体的市场出清结果,采用夏普利值法对P2G设备与燃气机组的收益进行合理分配。最后,用算例对所构建的模型和采用的求解方法加以说明,并分析了P2G设备和燃气机组竞价策略的特征。

Combined Bidding Strategies Between Power-to-gas Facilities and Natural Gas Generating Units

Power to gas(P2G)facilities and natural gas generating units(NGGU)provide an alternative for the conversion of energy between a power system and a related natural gas system, hence serving as important components in future multi-energy systems. In the competitive energy markets, bidding strategies of P2G facilities and NGGU are crucial issues to address. For P2G facilities and NGGU, uncertain clearing prices in the electricity market and natural gas market can be modeled by probabilistic distributions or handled by other methods. Given this background, a scenario analysis based method for determining optimal coordinated bidding strategies between P2G facilities and NGGU is developed. First, numerous scenarios are generated based on the probabilistic distribution of market prices employing the well-established Latin hypercube sampling and the number of such generated scenarios is then reduced. Afterwards, the problems of developing optimal bidding strategies for P2G facilities only and optimal coordinated bidding strategies for both P2G facilities and NGGU in the electrical energy and ancillary service markets as well as the natural gas market are addressed. As the coordination of P2G facilities and NGGU is supposed to provide extra profits for both parties than their individual participation, the Sharply value method is employed to reasonably allocate the overall profits of the P2G -NGGU union between both parties. Finally, an example is employed to illustrate the models developed and the solving method used, with the characteristics of the bidding strategies for both P2G facilities and NGGU analyzed.