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考虑购售风险的虚拟电厂双层竞标策略
引用本文:叶飞,邵平,王宣元,左娟,王俊,窦迅,张鑫. 考虑购售风险的虚拟电厂双层竞标策略[J]. 电力建设, 2020, 41(6): 28-35. DOI: 10.12204/j.issn.1000-7229.2020.06.004
作者姓名:叶飞  邵平  王宣元  左娟  王俊  窦迅  张鑫
作者单位:1. 中国电力科学研究院有限公司,南京市 210003;2. 国网冀北电力有限公司,北京市 100054;3. 南京工业大学电气工程与控制科学学院,南京市 211816
基金项目:国家电网有限公司总部科技项目“考虑虚拟电厂接入的分布式交易平台研究及应用”(DZ71-19-017)
摘    要: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。

关 键 词:虚拟电厂(VPP)  竞标策略  购售风险  双层竞标  条件风险价值(CVaR)

Bi-level Bidding Strategies for Virtual Power Plants Considering Purchase and Sale Risks
YE Fei,SHAO Ping,WANG Xuanyuan,ZUO Juan,WANG Jun,DOU Xun,ZHANG Xin. Bi-level Bidding Strategies for Virtual Power Plants Considering Purchase and Sale Risks[J]. Electric Power Construction, 2020, 41(6): 28-35. DOI: 10.12204/j.issn.1000-7229.2020.06.004
Authors:YE Fei  SHAO Ping  WANG Xuanyuan  ZUO Juan  WANG Jun  DOU Xun  ZHANG Xin
Affiliation:1. China Electric Power Research Institute, Nanjing 210003, China;2. State Grid Jibei Electric Power Company, Beijing 100054, China; 3. College of Electrical Engineering and Control Science, Nanjing TECH University, Nanjing 211816, China
Abstract: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.
Keywords:virtual power plant (VPP)  bidding strategy  purchase and sale risk  bi-level bidding  conditional value at risk (CVaR)  
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