| 引用本文: | 张晶晶,蒋峰,吴红斌,齐先军,李淑杨,杨世海,李志新.计及CVaR的负荷聚合商双重市场投标策略[J].电力自动化设备,2020,40(12): |
| ZHANG Jingjing,JIANG Feng,WU Hongbin,QI Xianjun,LI Shuyang,YANG Shihai,LI Zhixin.Dual market bidding strategy of load aggregator based on CVaR[J].Electric Power Automation Equipment,2020,40(12): |
|
| 摘要: |
| 需求侧资源的不确定性给负荷聚合商在双重市场(日前电能市场和日前备用市场)的投标带来了困难。首先分析需求侧资源的不确定性，建立负荷聚合商在双重市场的投资分配和利润模型，该模型以最大化负荷聚合商日利润为目标，并应用粒子群优化算法以及MATLAB调用YALMIP、CPLEX工具箱进行求解。进一步考虑需求侧资源不确定性引起的负荷聚合商利润的风险，分析随着风险偏好系数的改变利润与风险值之间的动态关系以及可中断负荷在双重市场的投标量分配，讨论日前电能市场投标约束对负荷聚合商投标策略和总体利润的影响。算例分析验证了负荷聚合商基于风险的投资策略的有效性。 |
| 关键词: 负荷聚合商 不确定性 双重市场 CVaR 投标策略 |
| DOI：10.16081/j.epae.202010021 |
| 分类号:TM73 |
| 基金项目:国家重点研发计划项目(2016YFB0901100)；高等学校学科创新引智计划资助项目 |
|
| Dual market bidding strategy of load aggregator based on CVaR |
|
ZHANG Jingjing1, JIANG Feng1, WU Hongbin1, QI Xianjun1, LI Shuyang1, YANG Shihai2, LI Zhixin2
|
|
1.Anhui New Energy Utilization and Energy Saving Laboratory, Hefei University of Technology, Hefei 230009, China;2.State Grid Jiangsu Electric Power Co.,Ltd.,Nanjing 210024, China
|
| Abstract: |
| The uncertainty of demand side resource brings difficulty to the bidding of load aggregator in dual market(day-ahead electricity market and day-ahead reserve market). The uncertainty of demand side resource is analyzed, and an investment allocation and income model of load aggregator in dual market is built, which takes the maximum daily profit of load aggregator as its object. The particle swarm optimization method and YALMIP and CPLEX toolbox called by MATLAB are used to solve the model. Further, the profit risk of load aggregator caused by the uncertainty of demand side resource is considered, the dynamic relationship between profit and risk and bidding allocation of interruptible load in dual market are analyzed along the change of risk preference coefficient, and the influence of bidding constraints in day-ahead electricity market on bidding strategy and overall profit of load aggregator is discussed. Case analysis verifies the effectiveness of the risk based bidding strategy of load aggregator. |
| Key words: load aggregator uncertainty dual market CVaR bidding strategy |
