基于条件风险价值的微电网现货市场两阶段调度  

Two-stage Dispatch of Microgrid Based on CVaR Theory Under Electricity Spot Market

作　　者：郭红霞[1,2] 高瑞[1,2] 杨苹[2,3] GUO Hongxia;GAO Rui;YANG Ping(School of Electric Power, South China University of Technology, Guangzhou 510640, Guangdong Province, China;Guangdong Key Laboratory of Clean Energy Technology(South China University of Technology), Guangzhou 510640, Guangdong Province, China;National-Local Joint Engineering Laboratory for Wind Power Control and Integration Technology (South China University of Technology), Guangzhou 510640, Guangdong Province, China)

机构地区：[1]华南理工大学电力学院,广东省广州市510640 [2]广东省绿色能源技术重点实验室(华南理工大学),广东省广州市510640 [3]风电控制与并网技术国家地方工程实验室(华南理工大学),广东省广州市510640

出　　处：《电网技术》2019年第8期2665-2673,共9页Power System Technology

基　　金：国家自然科学基金项目(61104181);广东省科技计划项目(2016B020245001)~~

摘　　要：现货市场环境下并网微电网作为售电主体需要面临价格波动风险,其运行调度变得更加复杂。针对广东省现货市场交易机制,利用条件风险价值作为风险度量工具,建立微电网作为售电主体参与现货日前市场与实时市场两阶段风险调度模型。在此基础上,探讨日前与实时风险偏好系数对调度结果的影响,分析偏差价差收益转移结算机制对微电网收益的影响,以及储能参与程度对结果的影响。以模拟日前与实时电价场景数据来反映价格的不确定性,算例结果表明了该模型的正确性,可为微电网售电主体在现货市场下运行调度内部资源时提供理论依据。Playing the role of electricity retailer in electricity market, grid-connected microgrid needs to face the risk of price fluctuations under spot market environment, and its operation dispatch thus becomes more complicated. In this paper, based on the trading mechanism of spot market in Guangdong Province, as a risk measurement tool, conditional value at risk (CVaR) is used to construct a two-stage risk dispatch model of microgrid, as it can be an electricity retailer to participate in day-ahead and real-time market. On this basis, the influence of day-ahead and real-time risk preference coefficients on dispatch results is discussed. The influence of deviation spread earnings transfer settlement mechanism on microgrid revenue, and the influence of energy storage participation on the results are analyzed. Price uncertainty is reflected by simulating the data of the day-ahead and real-time electricity price scenarios. Case studies confirm correctness of the proposed model, providing theoretical basis for microgrid electricity retailers to schedule internal resources in spot market.

关 键 词：现货市场 条件风险价值 微电网 

分 类 号：TM721[电气工程—电力系统及自动化]