| 引用本文: | 孙鑫,魏文荣,李琼林,姚福星,刘阳,张亚飞,苗世洪.计及不确定性的风储联合系统多时间尺度市场参与策略[J].电力自动化设备,2024,44(2):18-25. |
| SUN Xin,WEI Wenrong,LI Qionglin,YAO Fuxing,LIU Yang,ZHANG Yafei,MIAO Shihong.Multi-time scale market participation strategy of wind-energy storage combined system considering uncertainty[J].Electric Power Automation Equipment,2024,44(2):18-25. |
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| 摘要: |
| 风电出力的强不确定性严重阻碍了电力市场上报计划的精准执行，由此产生的偏差功率可能使风储联合系统背负高额的偏差惩罚和弃风损失。为了减小投标决策失误导致的经济亏损，建立了一种风储联合系统多时间尺度市场投标模型。借鉴美国现有的市场机制，建立风储联合系统参与能量市场和调频辅助服务市场的收益、成本模型；为了提升风储联合系统投标策略的准确性，基于Copula函数对风电出力不确定性进行量化建模，以此为基础预留部分储能出力能力，从而降低由偏差功率产生的经济性风险；以风储联合系统的预期净收益最大为目标，制定能量市场和调频辅助服务市场的日前投标策略，并在日内阶段根据超短期风电预测数据修正投标决策，提出一种考虑风电出力不确定性的风储联合系统多时间尺度市场参与策略。基于我国某实际风储联合系统进行算例分析，结果表明所提策略能够有效提高风储联合系统的经济收益，避免资源浪费。 |
| 关键词: 风储联合系统 偏差功率 风电不确定性 电力市场 调频辅助服务 多时间尺度 Copula函数 |
| DOI：10.16081/j.epae.202305007 |
| 分类号: |
| 基金项目:国网河南省电力公司科技项目(52170222000A) |
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| Multi-time scale market participation strategy of wind-energy storage combined system considering uncertainty |
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SUN Xin1, WEI Wenrong2, LI Qionglin1, YAO Fuxing2, LIU Yang1, ZHANG Yafei1, MIAO Shihong2
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1.Electric Power Research Institute of State Grid Henan Electric Power Company, Zhengzhou 450052, China;2.Hubei Electric Power Security and High Efficiency Key Laboratory, State Key Laboratory of Advanced Electromagnetic Engineering and Technology, School of Electrical and Electronic Engineering, Huazhong University of Science and Technology, Wuhan 430074, China
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| Abstract: |
| The strong uncertainty of wind power output seriously hinders the accurate implementation of the electricity market reporting plan, and the resulting deviation power may make the wind-energy storage combined system(WCS) bear high deviation penalty and wind curtailment loss. In order to reduce the economic loss caused by the wrong bidding decision, a multi-time scale market bidding model of WCS is established. Based on the existing market mechanism of the United States, the benefit and cost models of WCS participating in the energy market and frequency regulation auxiliary service market are established. In order to improve the accuracy of WCS’s bidding strategy, a quantitative model is carried out for the uncertainty of wind power output based on the Copula function, based on which part of the energy storage output capacity is reserved, so as to reduce the economic risk caused by the deviation power. With the goal of maximizing the expected net income of WCS, the day-ahead bidding strategies for energy market and frequency regulation auxiliary service market are formulated, and the bidding decisions are revised on the basis of ultra-short-term wind power forecast data in the intra-day stage. A multi-time scale market participation strategy of WCS is proposed considering the uncertainty of wind power output. Taking a practical WCS in China as an example, the results show that the proposed strategy can effectively improve the economic benefits of WCS and avoid the waste of resources. |
| Key words: wind-energy storage combined system deviation power wind power uncertainty electricity market frequency regulation auxiliary service multi-time scale Copula function |
