考虑电力市场参与风险的抽水蓄能电站优化运营策略Electricity market participation risk-considered optimal operation strategy of pumped storage hydropower station
刘飞,车琰瑛,田旭,许德操,周慧洁,李知艺
摘要(Abstract):
随着可再生能源的比例不断增大,新型电力系统对抽水蓄能这类灵活性资源的需求也逐渐增强。为了促进抽水蓄能电站的投资积极性,市场化的价格机制逐渐健全,但是电价的波动也会使市场化收益具有风险性。在考虑电力市场价格波动的情况下,针对抽水蓄能电站提出了一种基于条件风险价值模型的电能量市场与辅助服务市场联合优化运营策略模型。首先对电力市场价格进行预测,通过抽样、聚合形成典型的电价场景。之后,根据所提的运营策略模型得到不同市场的容量分配结果,并结合抽水蓄能电站的实际情况进行算例分析,验证模型规避风险的有效性。最后,分析了不同的风险偏好以及市场价格对电站收益的影响。结果显示:所提策略在不同电价波动场景中的收益波动量相比传统策略减少了17.2%,且能累计获得76.23万元风险规避效益。风险偏好因子取最小与最大时,预期收益仅相差10.08万元。结果表明:考虑电力市场参与风险的抽水蓄能电站优化运营策略能有效规避市场价格波动风险,能获得更为稳定的预期收益。
关键词(KeyWords): 抽水蓄能电站;条件风险价值模型;电力市场;运营策略;“双碳”目标;新型电力系统;新能源;储能技术
基金项目(Foundation): 浙江省公益技术研究计划(LGJ21E070001);; 国家自然科学基金项目(52007164)
作者(Author): 刘飞,车琰瑛,田旭,许德操,周慧洁,李知艺
DOI: 10.13928/j.cnki.wrahe.2022.07.009
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