Risk Constrained Self-scheduling of AA-CAES Facilities in Electricity and Heat Markets:A Distributionally Robust Optimization Approach  

作　　者：Zhiao Li Laijun Chen Wei Wei Shengwei Mei 

机构地区：[1]Department of Electrical Engineering,Tsinghua University,Beijing 100084,China [2]New Energy(Photovoltaic)Industry Research Center,Qinghai University,Xining 810016,China [3]IEEE

出　　处：《CSEE Journal of Power and Energy Systems》2024年第3期1159-1167,共9页中国电机工程学会电力与能源系统学报（英文）

基　　金：supported in part by National Key R&D Program of China(2020YFD1100500);National Natural Science Foundation of China(under Grant 51621065 and 51807101);in part by State Grid Anhui Electric Power Co.,Ltd.Science and Technology Project“Research on grid-connected operation and market mechanism of compressed air energy storage”under Grant 521205180021.

摘　　要：Advanced adiabatic compressed air energy storage(AA-CAES)has the advantages of large capacity,long service time,combined heat and power generation(CHP),and does not consume fossil fuels,making it a promising storage technology in a low-carbon society.An appropriate self-scheduling model can guarantee AA-CAES’s profit and attract investments.However,very few studies refer to the cogeneration ability of AA-CAES,which enables the possibility to trade in the electricity and heat markets at the same time.In this paper,we propose a multimarket self-scheduling model to make full use of heat produced in compressors.The volatile market price is modeled by a set of inexact distributions based on historical data through-divergence.Then,the self-scheduling model is cast as a robust risk constrained program by introducing Stackelberg game theory,and equivalently reformulated as a mixed-integer linear program(MILP).The numerical simulation results validate the proposed method and demonstrate that participating in multienergy markets increases overall profits.The impact of uncertainty parameters is also discussed in the sensibility analysis.

关 键 词：Advanced adiabatic compressed air energy storage(AA-CAES) conditional value at risk(CVaR) distributionally robust optimization(DRO) heat market SELF-SCHEDULING Stackelberg game 

分 类 号：TM73[电气工程—电力系统及自动化]