电力市场下的虚拟电厂风险厌恶模型与利益分配方法  

Risk Aversion Model and Profit Distribution Method of Virtual Power Plant in Power Market

作　　者：李凌昊 邱晓燕[2] 张浩禹 赵有林 张楷 LI Linghao;QIU Xiaoyan;ZHANG Haoyu;ZHAO Youlin;ZHANG Kai(China Electric Power Research Institute,Beijing 100085,China;Sichuan Intelligent Power Grid Key Laboratory(Sichuan University),Chengdu 610065,China)

机构地区：[1]中国电力科学研究院,北京市100085 [2]智能电网四川省重点实验室(四川大学),成都市610065

出　　处：《电力建设》2021年第1期67-75,共9页Electric Power Construction

基　　金：四川省科技厅重点研发项目(2017FZ0103)。

摘　　要：虚拟电厂(virtual power plant,VPP)技术是解决可再生能源并网,帮助柔性负荷和电动汽车等需求侧资源参与电力市场交易的有效途径。文章分析了虚拟电厂中各成员特性和权责,拟定了虚拟电厂运营商对各成员基于价格弹性的调用合同,设计了包含主能量和辅助服务的日前实时两阶段电力市场交易流程。基于条件风险价值(conditional value at risk,CVaR)建立虚拟电厂风险厌恶模型,文章定量分析了市场交易下各成员的夏普利值和边际期望损失(marginal expected shortfall,MES),并据此给出虚拟电厂内部利益分配方法。算例说明了虚拟电厂能照顾各方利益,并定量分析了不同市场策略下的风险效益,其结果证明了所提方法的有效性。Virtual power plant(VPP) technology is an effective way for renewable energy grid-connecting,and is helpful for demand-response resources such as flexible load and electric vehicle to participate in power market.This paper analyzes the characteristics,rights and responsibilities of each member in the virtual power plant,draws up the call contract based on price elasticity for each member,and designs the day-ahead and real-time power market transaction process including main energy and auxiliary services.According to the conditional value-at-risk(CVaR),the risk aversion model of virtual power plant is established,the Shapley value and marginal expected shortfall(MES) of each member are quantitatively analyzed,and the internal benefit distribution method of virtual power plant is given.An example shows that the virtual power plant can take care of the interests of all parties.Also in the example,this paper quantitatively analyzes the risk benefits under different market strategies.The results show the effectiveness of the proposed method.

关 键 词：电力市场 虚拟电厂(VPP) 条件风险价值(CVaR) 夏普利值 边际期望损失(MES) 

分 类 号：TM73[电气工程—电力系统及自动化]