王宁, 郑伟, 雷星雨, 赖晓文, 甘倍瑜, 龚昭宇. 考虑不确定性的结构性市场力评估方法[J]. 电力系统自动化, 2022, 46(10): 224-231.
引用本文: 王宁, 郑伟, 雷星雨, 赖晓文, 甘倍瑜, 龚昭宇. 考虑不确定性的结构性市场力评估方法[J]. 电力系统自动化, 2022, 46(10): 224-231.
WANG Ning, ZHENG Wei, LEI Xingyu, LAI Xiaowen, GAN Beiyu, GONG Zhaoyu. Structural Market Power Assessment Method Considering Uncertainty[J]. Automation of Electric Power Systems, 2022, 46(10): 224-231.
Citation: WANG Ning, ZHENG Wei, LEI Xingyu, LAI Xiaowen, GAN Beiyu, GONG Zhaoyu. Structural Market Power Assessment Method Considering Uncertainty[J]. Automation of Electric Power Systems, 2022, 46(10): 224-231.

考虑不确定性的结构性市场力评估方法

Structural Market Power Assessment Method Considering Uncertainty

  • 摘要: 市场力评估是电力市场化改革的关键环节。随着大规模新能源接入电力系统,电力市场不确定性激增,现有的确定性市场力评估模型向概率性模型转化。由于确定性模型无法考虑新能源的不确定性特征,市场力误判现象频发,严重威胁电力市场的安全运行。为考虑新能源与负荷不确定性的重要影响,提出了一种结构性市场力指标——考虑不确定性的发电机最小期望发电集(UEMGI)。基于机会约束理论,以发电机出力期望最小为目标,提出了考虑不确定性的市场力评估优化模型。然后,基于潮流方程对不确定性的灵敏度分析,通过引入松弛变量对机会约束的非线性部分进行二阶锥松弛,提出了所提机会约束优化模型的二阶锥快速求解方法。最后,采用PJM 5节点和IEEE 39节点系统进行仿真计算。仿真结果表明,所提方法能有效反映系统整体不确定性水平与市场参与者市场力之间的复杂关系,为新能源背景下电力市场的结构性市场力评估提供有效手段。

     

    Abstract: Market power assessment is a key point for electricity market reform. With the integration of large-scale renewable energy into the power system, the uncertainty of the electricity market surges, and the existing deterministic market power assessment model is transformed into a probabilistic model. Because the uncertainty characteristics of renewable energy cannot be considered in the deterministic model, the misjudgment of market power occurs frequently which seriously threatens the safe operation of electricity market. In order to consider the important impact of renewable energy and load uncertainty, a structural market power index, i. e., uncertainty-aware expected minimal generation index(U-EMGI) is proposed. Based on the chance constraint theory, an optimal model of market power assessment considering uncertainty is proposed to minimize the expected output of generators. Then, based on the sensitivity analysis of power flow equations on uncertainties, a second-order cone fast solution method for the proposed chance-constrained optimization model is proposed by introducing relaxation variables to do the second-order cone relaxation for the nonlinear part of the chance constraint. Finally, the PJM 5-bus system and the IEEE 39-bus system are used for the simulation calculation. The simulation results show that the proposed method can effectively reflect the complex relationship between the system overall uncertainty level and the market power of power generation enterprises and provide an effective means for the structural market power assessment of the electricity market in the background of renewable energy.

     

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