摘要
发电主体联合投标策略可缓解可再生能源出力不确定性引起的现货市场投标偏差惩罚,推动可再生能源参与现货市场交易。但面对可再生能源出力和现货市场价格的不确定性,发电主体的风险倾向将直接影响联合投标策略的实施。在日前现货市场中考虑风电出力及出清价格的不确定性,针对作为价格接受者的风电场和含储热热电联产机组,建立风火联合投标策略,利用信息间隙决策理论描述不确定变量,并通过鲁棒模型和机会模型反映发电主体不同风险倾向。通过不同联合投标模式下收益敏感度分析研究联合投标可行性,反映联合投标优势,为发电主体选择联合投标合作伙伴提供策略参考,并利用Shapley值法对联合投标收益进行分配。算例结果表明,当发电主体均为鲁棒型或均为机会型时,联合投标具有可行性和策略优势;其他联合投标模式下,联合投标可行性须根据场景具体分析。
The combined bidding strategy of the power generation stakeholders can promote renewable energy to participate in the spot market by alleviating the penalty of the bidding deviation caused by the uncertainty of renewable energy output. However, faced with the uncertainty of renewable energy output and spot market prices, the risk propensities of power generation stakeholders will directly affect the implementation of the combined bidding strategy. In this paper, a combined bidding strategy for a wind farm and a combined heat and power unit with heat storage is established considering the uncertainties of both wind power output and clearing prices in the day ahead spot market. The uncertain variables are described by the information gap decision theory and the robust model and the opportunity model are used to reflect different risk propensities of the power generation stakeholders. The revenue sensitivity analysis of different combined bidding modes is studied to reflect the feasibility and the advantages of the combined bidding strategy, providing the strategic reference for the power stakeholders to select their combined bidding partners. The Shapley value method is utilized for the revenue allocation. The results of the case study show that the combined bidding strategy has its feasibility and strategy advantages when the generation stakeholders are both robust or opportunistic. Under other combined bidding modes, the feasibility of the strategy must be analyzed according to the specific scenario.
作者
彭飞翔
隋鑫
胡姝博
周玮
孙辉
陈晓东
何海
张富宏
PENG Feixiang;SUI Xin;HU Shubo;ZHOU Wei;SUN Hui;CHEN Xiaodong;HE Hai;ZHANG Fuhong(Faculty of Electronic Information and Electrical Engineering,Dalian University of Technology,Dalian 116024,Liaoning Province,China;Electric Power Dispatch and Communication Center of State Grid Liaoning Electric Power Co.,Ltd.,Shenyang 110000,Liaoning Province,China;State Grid Anshan Electric Power Supply Company,Anshan 114000,Liaoning Province,China;State Grid Liaoning Maintenance Company,Shenyang 110000,Liaoning Province,China)
出处
《电网技术》
EI
CSCD
北大核心
2021年第9期3379-3388,共10页
Power System Technology
基金
国家自然科学基金项目(61873048)
中国国家留学基金委项目(201906065025)。
关键词
联合投标
电力市场
风火联合
信息间隙决策
粒子群优化
combined bidding
electricity market
combination of wind and thermal power
information gap decision theory
particle swarm optimization
