含偏差风险规避的新能源和储能协同参与市场策略

为了提高新能源发电效益，可利用储能配合新能源主动参与市场以获得更多盈利的机会，因此提出了含偏差风险规避的新能源和储能协同参与市场的运行模型。偏差风险被定义为日内弃电损失与惩罚费用之和，其源于新能源不确定性所产生的偏差功率。为了降低新能源参与市场交易的偏差风险，以新能源总期望收益最大为目标、以日前计划功率为变量、以储能最大充放电功率等为约束建立协同运行模型，通过场景分析法模拟新能源出力的不确定性，采用条件风险价值度量风险并引入风险规避因子。根据是否考虑预测偏差功率，提出以新能源发电功率预测值、以考虑预测偏差功率后的发电功率预测值作为申报功率上限的2种申报策略。算例分析结果表明：在所提2种申报策略中，考虑预测偏差功率的申报策略具有更高的综合效益，可为新能源提供重要参考；储能协同新能源参与市场可有效规避偏差风险，有利于推动新能源为主体的新型电力市场中能量市场和辅助服务市场的并重发展。

Collaborative participation strategy of new energy and energy storage in market considering deviation risk aversion

In order to improve the generation efficiency of new energy, the energy storage can cooperate with new energy to actively participate in the market to obtain more profit opportunities. Therefore, the operation model of new energy and energy storage collaboratively participating in the market considering the deviation risk aversion is proposed. The deviation risk is defined as the sum of daily abandoned power loss and penalty cost, which is derived from the deviation power generated by the uncertainty of new energy. In order to reduce the deviation risk of new energy participation in the market transactions, a collaborative operation model is established with the goal of maximizing the total expected return of new energy, with the day-ahead planned power as the variable and the maximum charging and discharging power of energy storage as the constraint. The uncertainty of new energy output is simulated by the scenario analysis method, the risk is measured by the conditional value at risk, and the risk aversion factor is introduced. According to whether the predicted deviation power is considered or not, two declared strategies are proposed, that is, the predicted value of new energy generation power or the predicted value of generation power considering the predicted deviation power is considered as the upper limit of declaration power. The analysis results of example show that, in the two proposed declared strategies, the declared strategy considering the predicted deviation power has higher comprehensive benefits and can provide important reference for the new energy. Energy storage cooperative with new energy to participate in the market can effectively avoid the deviation risk and is conducive to promoting the equal development of energy market and auxiliary service market in the new type electricity market with new energy as the main body.