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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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

Received: 29 October 2024

PACS:	TM732
	F426

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	CAI Qinqin
	Xu Ying
	Yi Zhongkai
	Tu Zhenghong
	Zhou Yuhao

Cite this article:

CAI Qinqin,Xu Ying,Yi Zhongkai等. Joint Market Clearing Model and Uncertainty Pricing Approach Based on Distributed Robust Bilateral Chance Constraint[J]. Transactions of China Electrotechnical Society, 0, (): 250429-.

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