供需互动分布式发电系统收益-风险组合优化建模及其可靠性分析

doi:10.19595/j.cnki.1000-6753.tces.181261

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摘要风、光等可再生能源出力、负荷以及市场电价的不确定性会导致分布式发电系统运营收益具有一定的风险特性。合理管理系统内多类资源在能量和备用市场中的分配能够量化系统运行风险,使分布式系统运营商（DSO）利益最大化。该文将需求响应作为一种灵活性资源参与系统优化调度,以运行收益最大化为目标,采用最差条件风险价值（WCVaR）作为风险度量指标,建立一种基于投资组合理论的收益-风险组合优化模型,同时为了保证系统运行的安全性,在模型中融入期望停电损失作为可靠性评价指标。在此基础上,探讨风险偏好和失负荷价值（VOLL）对运行收益、低收益风险、备用水平以及可靠性的影响。以改进的CIGRE16节点系统为例,采用场景技术模拟不确定性,算例结果表明考虑需求响应的收益-风险组合模型可在保证可靠性水平的前提下,实现市场环境下系统的经济与安全运行。

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关键词 ：分布式发电系统, 供需互动, 风险管理, 最差条件风险价值（WaCVR）, 可靠性

Abstract：Output uncertainties of the wind power, photovoltaic and other renewable energy sources, load and the market price will lead to the risk of profit of the distributed generation system. The reasonable management of the distribution of multiple resources in the energy and reserve market can quantify the risk of system operation and maximize the profit distributed system operator (DSO). In this paper, the demand response is used as a flexible resource to participate in the optimization of the system, with the goal of maximizing the revenue of the system, and using the worst-case conditional value-at-risk (WCVaR) as a risk measurement index, and a portfolio optimization model based on the rational theory of investment group is established, meanwhile, to ensure the reliability of the system operation, the expected outage loss is incorporated into the model as a reliability evaluation index. On this basis, the effects of risk preference and values of lost load (VOLL) on system operating income, low income risk, reserve level and reliability are discussed. Taking the improved CIGRE16 nodes system as an example, the scenario technology is used to simulate the uncertainty, and the example results shows that the benefit-risk combination model considering demand response can realize economic and safe operation with the premise of reliability level in current market conditions.

Key words： Distributed generation system supply and demand interactive risk management worst-case conditional value-at-risk(WCVaR) reliability

收稿日期: 2018-07-26 出版日期: 2020-02-12

PACS:

TM734

基金资助:国家自然科学基金项目（51777027）、国家电网公司总部科技项目（YD7116013）和吉林省科技计划重点研发项目（20180201010GX）资助

通讯作者: 葛得初男,1991年生,硕士,研究方向为新能源并网发电技术、分布式发电系统运行优化调度。E-mail：gedc2015@126.com

作者简介: 张虹女,1973年生,博士,副教授,研究方向为新能源并网发电技术、电力系统稳定与控制等。E-mail：jdlzh2000@126.com

引用本文:

张虹, 侯宁, 葛得初, 勇天泽, 陈刚. 供需互动分布式发电系统收益-风险组合优化建模及其可靠性分析[J]. 电工技术学报, 2020, 35(3): 623-635. Zhang Hong, Hou Ning, Ge Dechu, Yong Tianze, Chen Gang. Modeling and Reliability Analysis of Benefit-Risk Portfolio Optimization for Supply and Demand Interactive Distributed Generation System. Transactions of China Electrotechnical Society, 2020, 35(3): 623-635.

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