基于分布鲁棒双边机会约束的联合市场出清模型与不确定性定价方法

doi:10.19595/j.cnki.1000-6753.tces.241936

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摘要

风光能源的持续并网显著增大了电力市场的不确定性。为引导强随机性市场主体降低不确定性,鼓励确定性市场主体参与系统平衡调节,设计科学合理的多品类电价机制是未来电力市场建设的关键所在。本文基于不确定性功率的统计矩信息构建了源荷模糊集,提出了基于分布鲁棒双边机会约束的电能量与辅助服务联合市场出清模型。在模型求解上,通过凸重构将分布鲁棒双边机会约束转化为混合整数二阶锥规划。基于边际定价原理,推导了电能量、备用与调频的节点边际价格,并提出衡量不确定性功率的系统和节点边际价格,用来反映强随机性市场主体产生不确定性功率的市场代价。在算例分析中,采用IEEE 39节点系统验证了出清定价模型的有效性,分析了不确定性电价机制的实际应用价值。对比传统出清模型,所提出清定价模型为联合市场的长效运营提供了抑制不确定性的价格激励信号。

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关键词 ：联合市场, 定价机制, 分布鲁棒机会约束, 不确定性

Abstract：

The continuous grid connection of wind and solar energy has significantly increased the uncertainty of the power system. Due to the inaccurate prediction of new energy and load power, the imbalance power results in insufficient flexible adjustment capacity, further leading to the continuous increase in demand for reserve and frequency regulation capacity, which brings huge challenges to the clearing of the power market.
The traditional clearing model of independent markets of electric energy and ancillary service is established based on the predicted power. However, the clearing results of the traditional market have a lower execution rate since the increasing strong uncertainty of the system net load power. Therefore, this paper proposes a joint market clearing model of electric energy and ancillary services constructed by distributed robust bilateral chance constraints (DRBCC) approach that is based on two types fuzzy sets of uncertain power. For the model solving, DRBCC are converted into mixed integer second-order cone programming for solving through convex reconstruction. Considering that the prediction accuracy of new energy power is much lower than that of load power, an ellipsoid fuzzy set is constructed to sketch the uncertainty of new energy power, while uncertainty of load power is described by deterministic fuzzy sets based on the statistical moment information. In order to classify different market participants, participants are divided into stochastic market entities(SME) and deterministic market entities(DME). Besides, DME are divided into two categories: power constraint entities (PCE) and energy constraint entities (ECE).
A scientific and reasonable electricity price mechanism and is the key to the construction of the future power market, which will guide market players to reduce uncertainty, reflecting the scarcity of flexible adjustment resources. Based on the marginal pricing principle, the node marginal prices of electric energy, reserve, frequency regulation and uncertain power are derived. The proposed USMP and ULMP clarify the market cost of uncertainty sources, resulting in the penalty cost of SME generating uncertain power mainly flowing to PCE and ECE enterprises that provide backup capacity and frequency regulation power. To ensure that both DME and SME obtain equal benefits based on their own value, it is necessary to distinguish the prices of deterministic power provided by DME and uncertain power generated by SME. Therefore, this paper advocates pricing the two types of power separately, which helps guide the matching of flexible adjustment resources and uncertain power in the system. The main contributions are illustrated as follows:
1) A multi-category coordinated pricing mechanism is proposed based on the marginal pricing principle, the locational marginal prices(LMP) of electric energy, reserve and frequency regulation capacity are derived. Morever, the uncertainty system marginal prices(USMP) and uncertainty locational marginal prices(ULMP) is designed to provide price signal for market operation.
2) The market fairness is quantified by market returns, which is reflected in the SMEs’ market penalty cost for generating uncertain power, and the PCEs’ and ECEs’ market rewards for participating in regulating system power balance. The penalty cost encourage SMEs to reduce uncertainty, while the rewards promote DMEs to participate in the joint market.
3) The proposed joint market clearing model is constructed by DRBCC based on two types fuzzy sets of uncertain power with consideration of the differences in prediction accuracy of new energy and load. Compared with the traditional model, The proposed model reduce the impact of strong uncertainty and volatility of power on the market.
Finally, case analysis verify the feasibility and practical application value of the proposed joint clearing model and uncertain power pricing mechanism the IEEE 39-node system. Compared with the traditional market clearing model, SMEs reduce their profits by 18.5% for uncertain payment, ECEs increase their profits by 26% for providing the reserve and frequency regulation service and the total operation costs are reduced by 25.5% for market cooperation. In conclusion, the proposed joint market clearing and pricing model provides technical support and incentives for the long-term operation of the strong uncertainty market.

Key words： joint market pricing mechanism distributed robust chance constraint uncertainty

收稿日期: 2024-10-29

PACS:	TM732
	F426

基金资助:

国家自然科学基金项目资助（52407089）

通讯作者: 徐英男,1980年生,教授,博士生导师,研究方向为电力系统优化与控制、寒地新型电力系统等。E-mail：ying.xu@hit.edu.cn

作者简介: 蔡钦钦女,1996年生,博士研究生,研究方向为电力市场、新型电力系统优化调度。

引用本文:

蔡钦钦, 徐英, 仪忠凯, 涂正宏, 周渝皓. 基于分布鲁棒双边机会约束的联合市场出清模型与不确定性定价方法[J]. 电工技术学报, 0, (): 250429-. CAI Qinqin, Xu Ying, Yi Zhongkai, Tu Zhenghong, Zhou Yuhao. Joint Market Clearing Model and Uncertainty Pricing Approach Based on Distributed Robust Bilateral Chance Constraint. Transactions of China Electrotechnical Society, 0, (): 250429-.

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