Two-stage stochastic-robust model for the self-scheduling problem of an aggregator participating in energy and reserve markets

IF 8.7 1区工程技术 Q1 ENERGY & FUELS

Protection and Control of Modern Power Systems Pub Date : 2023-09-14 DOI:10.1186/s41601-023-00320-y

Jian Wang, Ning Xie, Chunyi Huang, Yong Wang

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Abstract

Abstract This paper addresses a two-stage stochastic-robust model for the day-ahead self-scheduling problem of an aggregator considering uncertainties. The aggregator, which integrates power and capacity of small-scale prosumers and flexible community-owned devices, trades electric energy in the day-ahead (DAM) and real-time energy markets (RTM), and trades reserve capacity and deployment in the reserve capacity (RCM) and reserve deployment markets (RDM). The ability of the aggregator providing reserve service is constrained by the regulations of reserve market rules, including minimum offer/bid size and minimum delivery duration. A combination approach of stochastic programming (SP) and robust optimization (RO) is used to model different kinds of uncertainties, including those of market price, power/demand and reserve deployment. The risk management of the aggregator is considered through conditional value at risk (CVaR) and fluctuation intervals of the uncertain parameters. Case studies numerically show the economic revenue and the energy-reserve schedule of the aggregator with participation in different markets, reserve regulations, and risk preferences.

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参与能源储备市场的聚合器自调度问题的两阶段随机-鲁棒模型

摘要本文研究了考虑不确定性的聚合器日前自调度问题的两阶段随机鲁棒模型。集成商整合了小规模产用用户和灵活的社区自有设备的电力和容量，在日前(DAM)和实时能源市场(RTM)进行电力交易，并在储备容量(RCM)和储备部署市场(RDM)进行储备容量和部署交易。集成商提供储备服务的能力受到储备市场规则的约束，包括最小报价/投标规模和最小交割期限。采用随机规划和鲁棒优化相结合的方法对市场价格、电力/需求和储备配置等不同类型的不确定性进行建模。通过条件风险值(CVaR)和不确定参数的波动区间来考虑聚合器的风险管理。案例研究数值分析了在不同市场、储备规则和风险偏好下聚合器的经济收益和能源储备计划。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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来源期刊

Protection and Control of Modern Power Systems Multiple-

CiteScore

20.10

自引率

8.20%

发文量

审稿时长

4 weeks

期刊介绍： Protection and Control of Modern Power Systems (PCMP) is the first international modern power system protection and control journal originated in China. The journal is dedicated to presenting top-level academic achievements in this field and aims to provide a platform for international researchers and engineers, with a special focus on authors from China, to maximize the papers' impact worldwide and contribute to the development of the power industry. PCMP is sponsored by Xuchang Ketop Electrical Research Institute and is edited and published by Power System Protection and Control Press. PCMP focuses on advanced views, techniques, methodologies, and experience in the field of protection and control of modern power systems to showcase the latest technological achievements. However, it is important to note that the journal will cease to be published by SpringerOpen as of 31 December 2023. Nonetheless, it will continue in cooperation with a new publisher.