Research on Trading Decision of Wind-Photovoltaic-Gas Combined System Participating in Day-ahead and Real-time Markets Considering Wind and Photovoltaic Uncertainty

ZHANG Jun; HOU Hongjuan; LI Zilang; GUO Xiyan

doi:10.19805/j.cnki.jcspe.2026.250344

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Research on Trading Decision of Wind-Photovoltaic-Gas Combined System Participating in Day-ahead and Real-time Markets Considering Wind and Photovoltaic Uncertainty

更新时间：2026-09-15

- Research on Trading Decision of Wind-Photovoltaic-Gas Combined System Participating in Day-ahead and Real-time Markets Considering Wind and Photovoltaic Uncertainty
- Chinese Journal of Power Engineering Vol. 46, Issue 9, Pages: 230-240(2026)
- 作者机构：
  
  1. 华北电力大学新能源电力系统国家重点实验室,北京,102206
  2. 华北电力大学能源动力与机械工程学院,北京,102206
- 作者简介：
- 基金信息：
- DOI：10.19805/j.cnki.jcspe.2026.250344
  CLC： TK51;TK471
- Published：2026
- 稿件说明：
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张军, 侯宏娟, 李子郎, 郭喜燕. 考虑风光不确定性的风电光伏与燃气电站联合参与日前-实时市场的交易决策研究[J]. 动力工程学报, 2026, 46(9): 230-240.
张军, 侯宏娟, 李子郎, 郭喜燕. 考虑风光不确定性的风电光伏与燃气电站联合参与日前-实时市场的交易决策研究[J]. 动力工程学报, 2026, 46(9): 230-240. DOI： 10.19805/j.cnki.jcspe.2026.250344.

DOI： 10.19805/j.cnki.jcspe.2026.250344

摘要

针对日前市场和实时市场的差异化特征，基于主从博弈理论和分布式鲁棒优化理论提出一种风-光-气电联合发电系统参与日前-实时市场的交易决策方法。在日前阶段，构建以联合系统作为领导者与其他常规火电机组共同参与市场竞标，独立系统运营商（ISO）作为跟随者组织市场联合出清的双层优化竞标博弈模型。在实时阶段，基于日前调度计划，通过1-范数和∞-范数构建风光不确定集，建立计及风光不确定性的联合系统分布式鲁棒优化调度模型。以由180 MW风电场、70 MW光伏电站及120 MW燃气电站组成的联合系统为例进行仿真验证，结果表明：联合竞标相比于独立竞标，风光实时出力偏差惩罚降低了94.11%，系统总收益提高了2.68%。

Abstract

A trading decision method for a wind-photovoltaic-gas combined generation system participating in day-ahead and real-time markets was proposed based on Stackelberg game theory and distributed robust optimization theory

considering the distinct characteristics of these two markets. In the day-ahead stage

a bi-level optimization bidding game model was constructed with the combined system acting as the leader and jointly bidding with other conventional thermal units

while the independent system operator (ISO) acted as the follower to organize market joint clearing. In the real-time stage

based on the day-ahead dispatch schedule

a distributed robust optimization dispatch model for the combined system accounting for wind and photovoltaic output uncertainty was established by constructing wind and photovoltaic uncertainty sets using the 1-norm and ∞-norm. Simulation verification was conducted on a combined system comprising a 180 MW wind farm

a 70 MW photovoltaic power station

and a 120 MW gas-fired power station. The results demonstrate that compared with independent bidding

combined bidding reduces the real-time wind and photovoltaic output deviation penalty by 94.11% and increases the system total revenue by 2.68%.

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references

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