Multi-Time-Scale Frequency Regulation Market Clearing and Dispatch Strategy Considering Wind Power Uncertainty
Chen Chunyu1, Huang Chenkai2, Wang Jianxiao3, Dai Xuemei4, Wang Ying5
1. School of Electrical Engineering China University of Mining and Technology University Xuzhou 221116 China; 2. School of Electrical Engineering Chongqing University Chongqing 400044 China; 3. National Engineering Laboratory for Big Data Analysis and Applications Peking University Beijing 100871 China; 4. College of Automation Engineering Shanghai University of Electrical Power Shanghai 200090 China; 5. School of Automation Southeast University Nanjing 210096 China
Abstract To meet the requirements of the modern power system construction, the National Energy Administration introduces guidance and management requirements for new resources such as renewable energy and energy storage systems. In western regions with abundant wind energy resources, such as Xinjiang Province, wind farms meeting certain installed capacity requirements can participate in the frequency regulation ancillary services market. The dispatching agency optimizes clearing based on frequency demands. Wind farms provide frequency services and obtain settlement fees according to the clearing results. Unlike conventional units, declared capacity of wind farms is subject to uncertainty. In this situation, despite the desire of wind farms to occupy market share and increase revenue by utilizing the full capacity quota, the uncertainty in declared capacity may lead to actual capacity being lower than the reported value, posing a risk to the frequency regulation market. Therefore, this paper proposes a multi-time scale clearing and scheduling method for the frequency regulation market considering wind power uncertainty. Firstly, the impact of wind power uncertainty on the frequency regulation market clearing and scheduling process is analyzed through the analysis of the bid capacity default rate. By designing a risk cost based on conditional value-at-risk, the paper quantitatively evaluates the impact of wind power uncertainty on the frequency regulation market clearing. Secondly, by analyzing the frequency demand characteristics at different timescales, a multi-timescale clearing model and strategy considering frequency risk cost are proposed, providing generation plan boundary conditions for the next level of clearing and ensuring market safety and reliability. Finally, the paper quantitatively analyzes the impact of wind power uncertainty on frequency accuracy indicators and proposes a scheduling strategy considering the optimal comprehensive frequency performance indicators. The proposed scheduling strategy adopts a rolling mode, where the dispatching agency updates frequency performance indicators based on the previous round of scheduling performance, improving the participation and quality of high-quality regulation units in frequency regulation. Simulation analysis is conducted using a 3-wind-farm-and-1-thermal power system to reproduce the market clearing and scheduling process. The simulation results indicate that despite offering low prices of wind farms, if their default rate is too high, they may not clear priority due to risk costs. Thermal power units have the lowest default rate and lowest frequency regulation risk cost. To increase the clearing capacity of uncertain wind power, wind storage systems can be used to reduce the bid default rate. Through simulated rolling scheduling processes, it is observed that the performance of units in one round of scheduling affects their frequency performance indicators in the next round, thereby altering their regulation quantity. Through simulation analysis, the following conclusions can be drawn: (1)Wind farms with low quotes but high default rates may not be cleared due to the associated risk costs. To enhance the priority of wind power clearing and reduce uncertainty risk costs, it is possible to lower the default levels of wind power resources (e.g., by using a wind and storage joint system to replace standalone wind power). (2)The rolling optimization scheduling based on model predictive control (MPC) can dynamically adjust the dispatched output of bid resources in real-time using feedback-corrected frequency performance indicators, achieving optimal comprehensive frequency regulation performance. Future research should consider uncertainties from other resources like photovoltaics and controllable loads, as well as develop clearing strategies for their participation in the frequency regulation market. Additionally, approaches considering game theory or multi-objective optimization could be explored to optimize the trade-off between storage costs and uncertainty resource risk costs, thereby enhancing the economic efficiency and security of frequency regulation.
Chen Chunyu,Huang Chenkai,Wang Jianxiao等. Multi-Time-Scale Frequency Regulation Market Clearing and Dispatch Strategy Considering Wind Power Uncertainty[J]. Transactions of China Electrotechnical Society, 2024, 39(21): 6804-6818.
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2024, Vol. 39 
