电力市场下的虚拟电厂风险厌恶模型与利益分配方法

doi:10.12204/j.issn.1000-7229.2021.01.008

摘要/Abstract

摘要：

虚拟电厂(virtual power plant, VPP)技术是解决可再生能源并网,帮助柔性负荷和电动汽车等需求侧资源参与电力市场交易的有效途径。文章分析了虚拟电厂中各成员特性和权责,拟定了虚拟电厂运营商对各成员基于价格弹性的调用合同,设计了包含主能量和辅助服务的日前-实时两阶段电力市场交易流程。基于条件风险价值(conditional value at risk, CVaR)建立虚拟电厂风险厌恶模型,文章定量分析了市场交易下各成员的夏普利值和边际期望损失(marginal expected shortfall, MES),并据此给出虚拟电厂内部利益分配方法。算例说明了虚拟电厂能照顾各方利益,并定量分析了不同市场策略下的风险效益,其结果证明了所提方法的有效性。

关键词: 电力市场, 虚拟电厂(VPP), 条件风险价值(CVaR), 夏普利值, 边际期望损失(MES)

Abstract:

Virtual power plant (VPP) technology is an effective way for renewable energy grid-connecting, and is helpful for demand-response resources such as flexible load and electric vehicle to participate in power market. This paper analyzes the characteristics, rights and responsibilities of each member in the virtual power plant,draws up the call contract based on price elasticity for each member, and designs the day-ahead and real-time power market transaction process including main energy and auxiliary services. According to the conditional value-at-risk (CVaR), the risk aversion model of virtual power plant is established, the Shapley value and marginal expected shortfall (MES) of each member are quantitatively analyzed, and the internal benefit distribution method of virtual power plant is given. An example shows that the virtual power plant can take care of the interests of all parties. Also in the example, this paper quantitatively analyzes the risk benefits under different market strategies. The results show the effectiveness of the proposed method.

Key words: power market, virtual power plant(VPP), conditional value-at-risk(CVaR), Sharply value, marginal expected shortfall(MES)

中图分类号:

TM73

李凌昊, 邱晓燕, 张浩禹, 赵有林, 张楷. 电力市场下的虚拟电厂风险厌恶模型与利益分配方法[J]. 电力建设, 2021, 42(1): 67-75.

LI Linghao, QIU Xiaoyan, ZHANG Haoyu, ZHAO Youlin, ZHANG Kai. Risk Aversion Model and Profit Distribution Method of Virtual Power Plant in Power Market[J]. ELECTRIC POWER CONSTRUCTION, 2021, 42(1): 67-75.

图/表 11

图1 电力市场交易流程

Fig.1 Transaction flow chart of electric power market

图2 补偿电价-响应率模型

Fig.2 Compensation power price vs response rate

表1 FL参数及差异化合同

Table 1 FL parameters and divergence contracts

表2 VPP成员收益、夏普利值、MES

Table 2 Profits, Sharply value and MES of each VPP member 元

图3 EV总充放电及SOC变化

Fig.3 EV charge-discharge & SOC change

图4 比亚迪E6充放电及SOC

Fig.4 BYD E6 charge-discharge & SOC change

图5 FL调用情况

Fig.5 Cut & transfer of flexible load

图6 不同μ时日前市场交易量

Fig.6 Day-ahead market trading under different risk aversion coefficients

表3 不同μ时VPP预期收益与CVaR

Table 3 Expected returns & CVaR of VPP with different μ 元

图A1 场景削减结果

Fig.A1 Scenario cut

表A1 机组与储能参数

Table A1 Generator & storage parameters

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