考虑购售风险的虚拟电厂双层竞标策略

虚拟电厂(virtual power plant,VPP)是聚合优化"源-网-荷-储"协调发展的新一代智能控制技术和互动商业模式。针对虚拟电厂内部资源和外部市场对竞标策略的互动影响,提出了考虑购售风险的虚拟电厂双层竞标策略。首先,考虑虚拟电厂对内对外的双侧互动特性,构建了虚拟电厂双层竞标框架;其次,考虑用户效用,建立了用户侧资源对虚拟电厂的下层竞标模型;然后,考虑外部市场的价格不确定性,采用条件风险价值(conditional value at risk,CVaR)量化虚拟电厂购售环节的风险,建立了考虑购售风险的虚拟电厂上层多目标竞标模型;最后,通过算例验证了竞标策略的有效性。

Bi-level Bidding Strategies for Virtual Power Plants Considering Purchase and Sale Risks

Virtual power plant is a new generation of intelligent control technology and interactive business model that aggregates and optimizes the generation-grid-load-storage clean development. Aiming at the interactive influence of internal resources of the virtual power plant and the external market on the bidding strategy， considering the bilateral interaction characteristics of the virtual power plants internal resources and the external market， a bi-level power price-volume bidding model of the virtual power plant with internal resources and external market is established. Taking into account the price uncertainty of the external market， the conditional value at risk （CVaR） is used to quantify the risks in the purchase and sale of virtual power plants， and a bi-level multi-objective bidding model for virtual power plants with the risk of purchasing and selling electricity is established. Finally， the validity of the bidding strategy is verified using a numerical example.