刘军,李凌阳,吴梦凯,陈翰,陈鸿鑫
LIU Jun,LI Lingyang,WU Mengkai,CHEN Han,CHEN Hongxin

• 1:国网浙江省电力有限公司经济技术研究院
• 2:浙江大学电气工程学院
• 3:国网浙江省电力有限公司丽水供电公司

摘要(Abstract)：

随着我国电力现货市场建设的不断推进，新能源参与现货市场已成为大势所趋，但新能源出力的不确定性导致其市场竞争力较弱。分布式抽水蓄能电站作为目前较为成熟的储能技术，易与新能源联合运行，平抑其出力波动。为此，研究在现货市场双结算机制下分布式抽水蓄能电站与新能源发电组建联营体参与日前-实时市场的两阶段随机优化模型，引入CVaR（条件风险价值）来量化新能源出力和市场电价的不确定性对联营体收益的影响，实现联营体在日前市场阶段的投标优化和实时平衡市场阶段的滚动自调度优化。通过算例分析，验证了所提方法可提高联营体在现货市场的收益，并讨论了风险偏好系数、抽水蓄能电站库容对于联营体收益的影响。
With the advancement of China's electricity spot market construction, it has become a prevailing trend for new energy to participate in the spot market. However, the output uncertainty of new energy debilitates its market competitiveness. As a mature energy storage technology, distributed pumped-storage power plants can cooperate with new energy generation and stabilize its output fluctuations. To this end, a two-stage stochastic optimization model for the participation of a consortium of distributed pumped storage plants and new energy generation in the day-ahead and real-time markets under a dual settlement mechanism in the spot market is investigated. Conditional value-at-risk(CVaR)is introduced to quantify the impact of uncertainty in new energy output and market electricity prices on the joint venture's revenue, and to optimize the consortium's bidding in the day-ahead market stage and rolling self-dispatch in the real-time balancing market stage. The example analysis shows that the proposed method can increase the revenue of the joint venture in the spot market. Finally, the impact of the risk preference factor and the storage capacity of the pumped storage plant on the joint venture's revenue is discussed.

关键词(KeyWords)： 分布式抽水蓄能电站;新能源发电;联营体;随机优化;现货市场;条件风险价值
distributed pumped storage power plant;new energy generation;joint venture;stochastic optimization;spot market;CVaR

Abstract:

Keywords:

基金项目(Foundation): 国网浙江省电力有限公司科技项目（B311JY21000F）

作者(Author): 刘军,李凌阳,吴梦凯,陈翰,陈鸿鑫
LIU Jun,LI Lingyang,WU Mengkai,CHEN Han,CHEN Hongxin

DOI: 10.19585/j.zjdl.202302007

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