程基峰, 严正, 李明节, 贠靖洋, 徐潇源, 王晗. 基于条件风险价值与出力预测的富余新能源电力跨省交易计划优化方法[J]. 高电压技术, 2022, 48(2): 467-476. DOI: 10.13336/j.1003-6520.hve.20201751
引用本文: 程基峰, 严正, 李明节, 贠靖洋, 徐潇源, 王晗. 基于条件风险价值与出力预测的富余新能源电力跨省交易计划优化方法[J]. 高电压技术, 2022, 48(2): 467-476. DOI: 10.13336/j.1003-6520.hve.20201751
CHENG Jifeng, YAN Zheng, LI Mingjie, YUN Jingyang, XU Xiaoyuan, WANG Han. Optimization Method of Interprovincial Trading Plan for Surplus Renewable Energy Power Based on CVaR and Output Prediction[J]. High Voltage Engineering, 2022, 48(2): 467-476. DOI: 10.13336/j.1003-6520.hve.20201751
Citation: CHENG Jifeng, YAN Zheng, LI Mingjie, YUN Jingyang, XU Xiaoyuan, WANG Han. Optimization Method of Interprovincial Trading Plan for Surplus Renewable Energy Power Based on CVaR and Output Prediction[J]. High Voltage Engineering, 2022, 48(2): 467-476. DOI: 10.13336/j.1003-6520.hve.20201751

基于条件风险价值与出力预测的富余新能源电力跨省交易计划优化方法

Optimization Method of Interprovincial Trading Plan for Surplus Renewable Energy Power Based on CVaR and Output Prediction

  • 摘要: 跨区域省间富余新能源电力交易是适应我国能源供需逆向分布特点,促进新能源电力消纳的重要途径。在现有研究中,富余电力预测功率根据新能源预测功率计算而来,预测结果的敏锐性不高。常规优化方法难以处理低敏锐性给现货交易带来的高风险。为此,应用条件风险价值(conditional value-at-risk,CVaR)理论量化了交易风险,并提出风险系数的自动调整方法以实现风险控制,从而求出最优的富余电力跨省交易计划;然后,以交易引起的增量网损最小为优化目标,建立区域内富余电力优化分解模型,将交易计划落实到送端区域内的场站;最后,使用某地区历史数据建立算例,以验证模型与方法的有效性。结果表明,所提方法有效控制了交易风险,在保证电网安全性的条件下提高了经济效益。

     

    Abstract: Interprovincial electricity spot trading of surplus renewable energy is an important way to overcome the inverse distribution of energy supply and demand in China and promote the consumption of renewable energy. In the existing researches, the surplus power prediction is calculated based on the renewable power prediction, and the prediction results are not very sensitive. Conventional optimization methods are difficult to deal with the high risks of low acuity to spot transactions. This paper applies conditional value-at-risk (CVaR) theory to quantify transaction risk, and proposes an automatic adjustment method of risk coefficients to achieve risk control, so as to find the optimal surplus power interprovincial transaction plan. Then, to get the minimum incremental network loss caused by the transactions, the optimization and decomposition model of the surplus power in the area is established, and the transaction plan is implemented to the power producers in the sending area. Finally, a case was studied by using historical data from a certain area to verify the effectiveness of the method. The results show that the proposed method can be adopted to effectively control the transaction risk and improve the economic benefits while ensuring the security of the power grid.

     

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