两级电力市场环境下考虑条件风险价值的新能源场站最优售电模型  

Optimal power sales model for new energy stations considering conditional value-at-risk in two-level electricity market

作　　者：王天航 王艺博[1] 尹立敏[1] 刘闯[1] 蔡国伟[1] WANG Tianhang;WANG Yibo;YIN Limin;LIU Chuang;CAI Guowei(School of Electrical Engineering,Northeast Electric Power University,Jilin 132012,China)

机构地区：[1]东北电力大学电气工程学院,吉林吉林132012

出　　处：《电力自动化设备》2023年第5期113-120,共8页Electric Power Automation Equipment

基　　金：国家重点研发计划项目(2019YFB1505400)。

摘　　要：为充分发挥能源资源优化配置作用,我国正逐步建成“统一市场、两级运作”的两级电力市场。在两级电力市场建设初期,新能源场站参与省间电力现货交易的计划电力缺乏指导性是目前亟须研究的问题。对省间-省内两级电力市场的现行机制进行了深入研究,探讨了其运作框架。考虑省间电力现货交易与辅助服务市场的多时间、多空间耦合特性,构建了两级电力市场下新能源场站的售电决策双层优化模型,并基于条件风险价值法对下层模型进行转化,实现对新能源场站出力不确定性的控制。依托东北某省工程实际数据进行了算例分析,结果表明该模型能够在两级电力市场环境下提高新能源场站的市场收益。In order to promote the optimal allocation function of energy resources,China has gradually formed the two-level electricity market of“unified market,two-level operation”.In the early stage of the construction of two-level electricity market,it is an urgent issue to be studied that the plan for new energy stations participate inter-provincial electricity spot trading lacks guidance.First of all,an in-depth study of the current mechanism of inter-provincial and intra-provincial electricity market is conducted and its opera-ting framework is discussed.Then considering the multi-spatial and multi-time coupling characteristics of inter-provincial power spot trading and auxiliary service market,a two-layer optimal model for power sales decision-making of new energy stations in two-level electricity market is constructed,and the lower-layer model is transformed based on the conditional value-at-risk,which realizes the uncertainty control of the new energy stations’output.Finally,relying on the actual data of a project in some province of Northeast China,an example analysis is carried out.The results show that the model can improve the market revenues of new energy stations under the two-level electricity market environment.

关 键 词：电力现货市场 辅助服务市场 新能源 条件风险价值 售电模型 

分 类 号：TM73[电气工程—电力系统及自动化] F426.61[经济管理—产业经济]