雷星雨, 杨知方. 显式计及新能源不确定性多统计矩特征的电力市场定价方法[J]. 中国电机工程学报, 2023, 43(15): 5772-5784. DOI: 10.13334/j.0258-8013.pcsee.213332
引用本文: 雷星雨, 杨知方. 显式计及新能源不确定性多统计矩特征的电力市场定价方法[J]. 中国电机工程学报, 2023, 43(15): 5772-5784. DOI: 10.13334/j.0258-8013.pcsee.213332
LEI Xingyu, YANG Zhifang. Electricity Market Pricing Method Considering Multiple Statistical Moments of Renewable Energy Uncertainty[J]. Proceedings of the CSEE, 2023, 43(15): 5772-5784. DOI: 10.13334/j.0258-8013.pcsee.213332
Citation: LEI Xingyu, YANG Zhifang. Electricity Market Pricing Method Considering Multiple Statistical Moments of Renewable Energy Uncertainty[J]. Proceedings of the CSEE, 2023, 43(15): 5772-5784. DOI: 10.13334/j.0258-8013.pcsee.213332

显式计及新能源不确定性多统计矩特征的电力市场定价方法

Electricity Market Pricing Method Considering Multiple Statistical Moments of Renewable Energy Uncertainty

  • 摘要: 电力市场是推动我国能源转型的关键。高比例新能源接入显著改变了电力市场资源配置特性。区别于传统火电机组,新能源强不确定性使得市场出清边界模糊,现有确定性市场出清模型难以计及为平抑新能源不确定性所需的灵活性资源成本。在市场定价方法中显式计及新能源不确定性是解决上述问题的关键。为此,基于机会约束随机优化方法,提出显式计及新能源不确定性多统计矩的电力市场定价方法。通过拉格朗日对偶问题转化推导,提出了考虑新能源不确定性多统计矩特征的市场定价方法。针对任意分布形式下新能源不确定性含大量统计参数易造成市场价格分量多、各分量物理意义不清晰的问题,通过引入不确定性度量方法,实现了对新能源不确定进行单维表征;通过灵敏度分摊方法,提出基于不确定性表征降维的新能源不确定性定价方法。在PJM 5节点、IEEE 118节点系统以及某省实际661节点系统的仿真结果表明,所提方法能够提供明确的价格信号引导市场资源配置,计算效率满足市场出清时间窗要求。

     

    Abstract: Electricity market is the key to promoting China's energy transformation. The high proportion of renewable energy has significantly changed the resource allocation characteristics of the electricity market. Different from traditional thermal power units, the high uncertainty of renewables makes the market-clearing boundary fuzzy. With the existing deterministic market-clearing model, it is difficult to consider the flexible resource cost required to stabilize the uncertainty of renewable energy. Explicitly considering the uncertainty of renewable energy in the market pricing method is the key to the above-mentioned problems. This paper proposes an electricity market pricing method considering the uncertainty of renewable energy explicitly based on the chance-constrained stochastic optimization method. A multi-statistical features-oriented renewable energy uncertainty pricing method is developed through the transformation and derivation of the Lagrange duality problem. To solve the problem that the uncertainty of renewable energy under arbitrary distribution produces a large number of statistical parameters, resulting in the unclear physical meaning of market price, this paper proposes a sensitivity-based renewable uncertainty pricing method by introducing the existing uncertainty measurement methods. The simulations performed on PJM 5-bus, IEEE 118-bus systems and practical 661-bus system show that the proposed method can provide a clear price signal to guide the market resource allocation, and the computational efficiency meets the requirements of the market-clearing time window.

     

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