具有风险意识的微电网运行和参与日前电力市场

IF 13 Q1 ENERGY & FUELS
Robert Herding , Emma Ross , Wayne R. Jones , Elizabeth Endler , Vassilis M. Charitopoulos , Lazaros G. Papageorgiou
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引用次数: 0

摘要

这项研究探讨了一个并网微电网的日常竞标问题,该微电网拥有本地部署的发电、储能和自身电力需求资源。在能源市场上进行电力交易可能会带来经济激励,但也会使微电网面临市场承诺带来的财务风险。因此,我们制定了一个多目标、两阶段随机混合整数线性规划(MILP)模型,扩展了之前的风险中性微电网竞标方法。该多目标模型最大限度地降低了日前微电网运行的预期总成本和以条件风险值(CVaR)衡量的投标财务风险。根据目前的市场规则(包括对每条提交曲线的断点数量的限制),作为第一阶段决策得出的竞价曲线总是可行的,同时接近微电网日前追索计划的最优值。建议的优化模型被嵌入到ɛ-约束方法的变体中,以生成在两个相互冲突的目标之间进行不同权衡的投标曲线候选方案。此外,为了获得更好的计算性能,还采用了情景缩减法来降低不确定性集的精确度。特别是,建议使用初始情景集与缩减情景集之间的边际相对概率距离来决定情景缩减的程度。建议的求解程序在计算研究中进行了测试,以证明其适用于在合理的计算时间内生成总成本和 CVaR 之间不同侧重点的最佳微电网投标曲线候选方案。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
Risk-aware microgrid operation and participation in the day-ahead electricity market

This work examines the daily bidding problem of a grid-connected microgrid with locally deployed resources for electricity generation, storage and its own electricity demand. Trading electricity in energy markets may offer economic incentives but exposes the microgrid to financial risk caused by market commitments. Hence, a multi-objective, two-stage stochastic mixed integer linear programming (MILP) model is formulated, extending prior work of a risk-neutral microgrid bidding approach. The multi-objective model minimises both expected total cost of day-ahead microgrid operations and financial risk from bidding measured by conditional value-at-risk (CVaR). Bidding curves derived as first stage decisions are always feasible under present market rules – including a limitation on the number of break points per submitted curve – while being near optimal for the microgrid’s day-ahead recourse schedule. The proposed optimisation model is embedded in a variant of the ɛ-constrained method to generate bidding curve candidates with different trade-offs between the two conflicting objectives. Moreover, scenario reduction is used to compromise accuracy of the uncertainty set for better computational performance. Particularly, the marginal relative probability distance between initial and reduced scenario set is suggested to make a decision on the extent of scenario reduction. The proposed solution procedure is tested in a computational study to demonstrate its applicability to generate optimal microgrid bidding curve candidates with different emphasis between total cost and CVaR in reasonable computational time.

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来源期刊
Advances in Applied Energy
Advances in Applied Energy Energy-General Energy
CiteScore
23.90
自引率
0.00%
发文量
36
审稿时长
21 days
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