考虑碳交易的虚拟电厂日前电力市场竞价策略  

Virtual power plants participating in day-ahead electricity market bidding strategy considering carbon trading

作　　者：舒征宇 朱凯翔 王灿 邵浩然 贾可凡 SHU Zhengyu;ZHU Kaixiang;WANG Can;SHAO Haoran;JIA Kefan(College of Electrical Engineering&New Energy,China Three Gorges University,Yichang 443002,China)

机构地区：[1]三峡大学电气与新能源学院,湖北宜昌443002

出　　处：《电力工程技术》2024年第5期58-68,149,共12页Electric Power Engineering Technology

基　　金：国家自然科学基金资助项目(52107108)。

摘　　要：虚拟电厂(virtual power plant,VPP)可以将各类资源聚合成一个整体参与电力市场和碳交易市场。随着VPP的规模不断扩大,其也将由原来的价格接受者转变为价格制定者。为此,文中将VPP作为价格的制定者,提出了一种考虑碳交易影响的VPP日前电力市场双层竞价策略。首先,对考虑碳交易的日前电力市场机制进行介绍和分析。其次,基于Stackelberg博弈原理建立以VPP为竞价主体的日前电力市场双层竞价模型,上层模型以VPP预期收益最大化为目标,下层模型以系统出清成本最小化为目标。针对VPP中风电场出力预测的不确定性,基于信息间隙决策理论(information gap decision theory,IGDT)给VPP运营商提供风险规避和机会寻求2种投标策略。然后,利用强对偶理论、Karush-Kuhn-Tucker(KKT)最优性条件以及大M法,将双层模型简化为一个混合整数线性规划问题进行求解。最后,通过算例给出VPP的最优竞价策略以及运行计划,并分析VPP中风电场出力预测的不确定性对VPP预期收益的影响。算例表明,VPP可以通过策略性的投标决策影响市场价格,考虑碳交易后,VPP的预期收益较无碳交易时增加了5.1%。A virtual power plant(VPP)is proposed to aggregate various resources to participate as a whole in both electricity and carbon trading markets.As the scale of VPPs continues to expand,they are transitioning from being price takers to price makers.To this end,this paper treats the VPP as a price maker and proposes a bi-level bidding strategy in the day-ahead electricity market,considering the impact of carbon trading.Firstly,an introduction and analysis of the day-ahead electricity market mechanism,considering carbon trading,are provided.Secondly,based on the Stackelberg game theory,a bi-level bidding model in the day-ahead electricity market is established with the VPP as the bidding entity.The upper-level model aims to maximize the anticipated profit of the VPP,while the lower-level model aims to minimize the system′s clearing cost.Considering the uncertainty in wind farm output predictions within the VPP,operators are provided with two bidding strategies:risk-averse and opportunity seeker strategies based on the information gap decision theory(IGDT).Then,utilizing the strong duality theory,the Karush-Kuhn-Tucker(KKT)optimality conditions,and the big-M method,the bi-level model is simplified into a mixed-integer linear programming problem for resolution.Finally,an example is provided to illustrate the optimal bidding strategy and operation plan for the VPP,along with an analysis of how uncertainty in wind farm output predictions within the VPP affects the expected profit of the VPP.The example shows that VPPs can influence market prices through strategic bidding decisions.After considering carbon trading,the expected revenue of the VPP increased by 5.1%compared to the scenario without carbon trading.

关 键 词：虚拟电厂(VPP) 日前电力市场 碳交易 竞价策略 STACKELBERG博弈 信息间隙决策理论(IGDT) 

分 类 号：TM73[电气工程—电力系统及自动化]