张江林, 夏榆杭, 段登伟, 张正炜, 李文君, 刘俊勇. 基于WCVaR评估的虚拟发电厂能量市场收益——风险模型[J]. 电力系统自动化, 2017, 41(9): 77-83.
引用本文: 张江林, 夏榆杭, 段登伟, 张正炜, 李文君, 刘俊勇. 基于WCVaR评估的虚拟发电厂能量市场收益——风险模型[J]. 电力系统自动化, 2017, 41(9): 77-83.
ZHANG Jianglin, XIA Yuhang, DUAN Dengwei, ZHANG Zhengwei, LI Wenjun, LIU Junyong. Benefit-Risk Model of Virtual Power Plant in Energy Market Based on WCVaR Assessment[J]. Automation of Electric Power Systems, 2017, 41(9): 77-83.
Citation: ZHANG Jianglin, XIA Yuhang, DUAN Dengwei, ZHANG Zhengwei, LI Wenjun, LIU Junyong. Benefit-Risk Model of Virtual Power Plant in Energy Market Based on WCVaR Assessment[J]. Automation of Electric Power Systems, 2017, 41(9): 77-83.

基于WCVaR评估的虚拟发电厂能量市场收益——风险模型

Benefit-Risk Model of Virtual Power Plant in Energy Market Based on WCVaR Assessment

  • 摘要: 由于虚拟发电厂中存在风电机组等出力波动的可再生分布式电源,为了量化风电机组出力不确定性对虚拟发电厂进行能量交易时的收益风险,在考虑了风电机组出力不确定性因素后,利用最差情景下的条件风险价值(WCVaR)方法构建了包含运行成本、售电收益和交互收益的虚拟发电厂能量市场的收益—风险模型,然后采用遗传算法对其进行求解,并通过算例分析了不同风险水平下的机组出力情况、交互收益和碳排放量,以及虚拟发电厂在不同风险水平下进行能量交易时的WCVaR,验证了所提出模型的正确性,为分析风电机组出力对虚拟发电厂的收益、风险和减碳的影响提供了理论支持。

     

    Abstract: Because of the existence of numerous renewable distributed generators with output fluctuation in the virtual power plant,such as wind turbines,in order to quantify the profit risk in virtual power plant energy trading due to uncertainty of wind turbine output,after the uncertainty factors of wind turbine output are taken into consideration,a benefit-risk model of virtual power plant in energy market including operation cost,electricity-sale revenue and trading revenue is developed by the method of worst-case conditional value-at-risk(WCVaR),which is solved by the genetic algorithm.The output of different generating units,benefits and carbon emission reductions are analyzed at different risk levels through case study,and the different values of WCVaR in virtual power plant energy transactions at different risk levels are analyzed as well,which proves the validity of the proposed model while providing theoretical support for analysis of the effect of wind turbine output on the revenue,risk,and carbon reduction of the virtual power plant.

     

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