A Joint Electricity-Reserve Trading Model for Virtual Power Plants to Mitigate Naked Selling

IF 6.1 1区工程技术 Q1 ENGINEERING, ELECTRICAL & ELECTRONIC

Journal of Modern Power Systems and Clean Energy Pub Date : 2025-03-27 DOI:10.35833/MPCE.2024.000211

Yingjun Wu;Runrun Chen;Yuyang Chen;Xuejie Chen;Jiangfan Yuan;Hengchao Mao;Juefei Wang

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Abstract

Unregulated naked selling of virtual power plants (VPPs) in day-ahead markets poses inherent risks to grid security and market fairness. This paper proposes a joint electricity-reserve trading model for VPPs as a strategic measure to mitigate the negative impacts of naked selling. This model systematically evaluates the economic advantages and risks of naked selling, utilizing metrics such as user comfort and conditional value at risk (CVaR). Furthermore, a sophisticated combination of a data-driven levelset fuzzy approach and advanced algorithms, including support vector quantile regression (SVQR) and kernel density estimation (KDE), is employed to quantify the uncertainties related to prices and reserve activation precisely. The results of case studies demonstrate that integrating default penalties within the proposed trading model diminishes the overall revenue of VPPs engaging in naked selling, thereby serving as a robust decision for mitigating the adverse effects of the naked selling of VPPs.

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缓解裸售的虚拟电厂联合电力储备交易模型

日前交易市场上虚拟电厂裸售的不规范行为给电网安全和市场公平带来了内在风险。本文提出了一种电力储备联合交易模型，作为缓解裸售负面影响的策略措施。该模型利用用户舒适度和条件风险值（CVaR）等指标，系统地评估裸卖的经济优势和风险。此外，采用数据驱动水平集模糊方法和支持向量分位数回归（SVQR）和核密度估计（KDE）等先进算法的复杂组合，精确量化与价格和储备激活相关的不确定性。案例研究结果表明，在所提出的交易模型中整合违约处罚会减少参与裸卖的vp的总体收入，从而作为减轻vp裸卖不利影响的稳健决策。

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

Journal of Modern Power Systems and Clean Energy ENGINEERING, ELECTRICAL & ELECTRONIC-

CiteScore

12.30

自引率

14.30%

发文量

审稿时长

13 weeks

期刊介绍： Journal of Modern Power Systems and Clean Energy (MPCE), commencing from June, 2013, is a newly established, peer-reviewed and quarterly published journal in English. It is the first international power engineering journal originated in mainland China. MPCE publishes original papers, short letters and review articles in the field of modern power systems with focus on smart grid technology and renewable energy integration, etc.