计及碳交易与条件风险值的虚拟电厂竞价策略

为探索虚拟电厂(VPP)兼顾经济性与低碳性的竞价策略，从VPP作为价格制定者的角度提出一种计及碳交易与风险的VPP参与电能量市场和备用市场的主从博弈竞价模型。以含风电、光伏的VPP为研究对象，首先，采用基准线法为VPP无偿分配碳排放配额，建立了VPP的碳交易模型；之后建立了基于主从博弈理论的双层竞价模型，上层领导者为参与碳、电、备用市场的VPP运营商，下层跟随者为电力市场运营商；同时，运用条件风险值（CVaR）将上层问题转化为计及风险的多目标优化问题；最后采用遗传算法和求解器联合求解。算例表明该模型可以在多市场的环境下提供经济、低碳的竞价策略及不同市场的出力计划，并分析了不同市场类型、碳交易的加入、不同风险厌恶系数对VPP竞价结果的影响，为提高VPP运营商收益提供了新思路。

Bidding strategy of virtual power plant considering carbon trading and conditional value at risk

To explore the bidding strategy of virtual power plant (VPP) combining economical and low-carbon features, this study proposes a two-level Stackelberg game bidding model of energy power and reserve markets considering carbon trading and conditional value-at-risk (CVaR) that VPP participates in, from the perspective of a price maker. Taking VPP including wind power and photovoltaic as the research object, firstly, we take the base-line method to allocate free carbon emission quota to VPP free of charge, and establish the carbon trading model of VPP.Secondly, we set up a two-level model of the joint bidding strategy in a spot market based on the Stackelberg game.The upper-level leaders are the VPP operators in the carbon, energy power and reserve markets, and the lower-level followers are electricity market operators.This model adopts the CVaR method to transform the upper-level problems into the multi-objective optimization problems considering risks. Finally, we use genetic algorithm and solver to address the problems.The model in this study provides an economical and low-carbon bidding strategy, and we analyzes the influence on VPP caused by the market types, carbon trading, and risk coefficient.This study provides an effective reference for increasing the revenue of VPP operators.