| 引用本文: | 符杨,彭宪进,张智泉,李振坤,邓莉荣.基于谱风险度量-分布鲁棒的综合能源微网参与多元市场的优化运行策略[J].电力自动化设备,2025,45(7):1-9 |
| FU Yang,PENG Xianjin,ZHANG Zhiquan,LI Zhenkun,DENG Lirong.Optimal operation strategy of integrated energy microgrid participating in multiple markets based on spectral risk measure-distributionally robust[J].Electric Power Automation Equipment,2025,45(7):1-9 |
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| 摘要: |
| 针对综合能源微网在新能源出力、市场价格等不确定性因素下的运行策略制定问题，提出一种基于谱风险度量和分布鲁棒优化的综合能源微网参与多元市场的优化运行策略。针对灵活性调节产品的时段耦合性，建立基于置信区间的电网多时段灵活性调节需求计算模型，解决了传统辅助服务在连续时段上对电网调节需求考虑不足的问题。考虑到微网内电-氢转换的灵活性，根据微网内各资源的响应特性对调频资源进行分类，从偏差时段数和最大偏差量的角度综合提升微网的调频性能。针对风光出力和市场价格的不确定性，利用基于Wasserstein距离的分布鲁棒和谱风险度量理论解决不同主观风险厌恶态度下微网参与多元市场期望收益与投标风险的权衡问题。算例仿真验证了所提方法的有效性，结果表明，该方法可为综合能源微网在不同风险偏好下各市场的投标量和风险评估提供有效的决策支持。 |
| 关键词: 综合能源微网 灵活性调节产品 调频资源分类 谱风险度量 分布鲁棒优化 |
| DOI：10.16081/j.epae.202503012 |
| 分类号:TM73 |
| 基金项目:国家自然科学基金项目智能电网联合基金(U2066214) |
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| Optimal operation strategy of integrated energy microgrid participating in multiple markets based on spectral risk measure-distributionally robust |
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FU Yang, PENG Xianjin, ZHANG Zhiquan, LI Zhenkun, DENG Lirong
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Engineering Research Center of Offshore Wind Technology, Ministry of Education, Shanghai University of Electric Power, Shanghai 200090, China
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| Abstract: |
| Aiming at the problem of formulating operation strategy for integrated energy microgrid under uncertain factors such as new energy output and market price, an optimal operation strategy of integrated energy microgrid participating in multiple markets based on spectral risk measure-distributionally robust optimization is proposed. Aiming at the time coupling of flexible ramping product, a calculation model of multi-period flexible ramping demand of power grid based on confidence interval is established, which solves the problem that the traditional ancillary services do not insufficiently consider the grid ramping demand in continuous period. Considering the flexibility of electricity-hydrogen conversion in the microgrid, the frequency regulation resources are classified according to the response characteristics of each resource in the microgrid, the frequency regulation resources are classified according to the response characteristics of each resource in the microgrid, and the frequency regulation performance of the microgrid is comprehensively improved from the perspectives of deviation period number and maximum deviation. Aiming at the uncertainty of wind and solar output and market price, the distributionally robust and spectral risk measure theories based on Wasserstein distance are used to solve the balance problem between expected revenue and bidding risk of microgrid participating in multiple markets under different subjective risk aversion attitudes. The example simulation verifies the effectiveness of the proposed method, and the results show that the proposed method can provide effective decision support for the bidding volume and risk assessment in each market of integrated energy microgrid under different risk preferences. |
| Key words: integrated energy microgrid flexible ramping product frequency regulation resource classification spectral risk measure distributionally robust optimization |
