计及电价风险的负荷聚合商双层优化购电策略  

Bi-Level Optimizing Power Purchase Strategies for Load Aggregators Considering Electricity Price Risks

作　　者：喻滨 林健 吴文洁 马雨彤 王玲玲[2] 蒋传文[2] YU Bin;LIN Jian;WU Wenjie;MA Yutong;WANG Lingling;JIANG Chuanwen(Shanghai Branch,Yingda Chang′an Insurance Brokers Co.,Ltd.,Pudong New Area,Shanghai 200120,China;Key Laboratory of Control of Power Transmission and Conversion,Ministry of Education(Shanghai Jiao Tong University),Minhang District,Shanghai 200240,China)

机构地区：[1]英大长安保险经纪有限公司上海分公司,上海市浦东新区200120 [2]电力传输与功率变换控制教育部重点实验室(上海交通大学),上海市闵行区200240

出　　处：《分布式能源》2025年第1期43-52,共10页Distributed Energy

基　　金：英大长安保险经纪有限公司上海分公司科研项目(大规模新能源市场交易风险评估及保障机制研究)。

摘　　要：随着可再生能源占比的持续增长与负荷中心电网峰谷差日益显著,分布式资源的开发与利用已成为研究热点,催生了产消者及负荷聚合商等新兴主体的出现。鉴于各利益主体拥有差异化的优化目标,构建了以负荷聚合商作为售电主体参与电力市场的双层优化模型。首先,引入产消者需求响应机制,形成主从博弈框架并利用Karush-Kuhn tucker(KKT)条件,将双层模型的下层目标及约束整合至上层,实现统一求解。其次,引入条件风险价值(conditional value at risk,CVaR)方法以量化电价不确定性对负荷聚合商购电策略的风险影响。最后,通过实证算例分析得出:该机制能有效激励用户侧可调资源参与系统灵活性调节,促进负荷聚合商与产消者间的双赢合作格局。With the continuous growth of the proportion of renewable energy and the increasingly significant peakvalley difference in the load center grid,the development and utilization of distributed resources has become a research hotspot,which promotes the emergence of new entities such as producers and consumers and load aggregators.In view of the different optimization objectives of each stakeholder,this paper constructed a bi-level optimization model with the load aggregator as the electricity seller to participate in the electricity market.Firstly,the demand response mechanism of producers was introduced to form the master-slave game framework,and Karush-Kuhn tucker(KKT)conditions were used to integrate the lower level goals and constraints of the two-level model to the upper level to achieve a unified solution.Secondly,the conditional value at risk(CVaR)method was introduced to quantify the risk impact of electricity price uncertainty on the power purchasing strategy of load aggregators.Finally,the empirical example analysis shows that the mechanism can effectively encourage the user side adjustable resources to participate in the flexibility adjustment of the system,and promote the win-win cooperation pattern between the load aggregator and the producer and consumer.

关 键 词：负荷聚合商 产消者 主从博弈 Karush-Kuhn tucker(KKT) 条件风险价值(CVaR) 

分 类 号：TK01[动力工程及工程热物理] TM732[电气工程—电力系统及自动化]