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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。
Abstract：With the increasing proportion of renewable energy, the demand for flexible resources for the power system is also improving such as pumped storage. In order to improve the investment motivation of pumped storage power station, the market-oriented price mechanism is gradually improved. Considering the fluctuation of market price, a conditional VaR model-based joint optimal operation strategy model of electric energy market and auxiliary service market is proposed herein for pumped storage hydropower station. At first, the electricity market price is predicted, and then the typical scenarios of electricity price are formed through sampling and aggregation. After that, the capacity allocation results for different markets are obtained in accordance with the proposed operation strategy model, while the effectiveness of the model to avoid risk is verified in combination with the case analysis on the actual situation of pumped storage hydropower station. Finally, the influences from different risk preferences and market prices on the profit of the power station are analyzed. The results show that the profit fluctuations in different electricity price fluctuation scenarios obtained from the proposed strategy are deceased by 17.20% if compared with those from the conventional strategy, and then the risk avoidance benefit of 762,300 yuan can be cumulatively obtained. The difference between the expected profits is only 100,800 yuan when the risk preference factors are taken as the minimum and the maximum. The study result shows that the optimal operation strategy with the consideration of electricity market participation risk can effectively avoid the risk of the market price fluctuation and get more stable expected profit.
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基本信息:
DOI：10.13928/j.cnki.wrahe.2022.07.009
中图分类号:TV743;F426.61;F426.91
引用信息:
[1]刘飞,车琰瑛,田旭,等.考虑电力市场参与风险的抽水蓄能电站优化运营策略[J],2022,53(07):94-104.DOI:10.13928/j.cnki.wrahe.2022.07.009.
基金信息:
浙江省公益技术研究计划(LGJ21E070001);; 国家自然科学基金项目(52007164)