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考虑中长期水位动态调整的含混蓄电站清洁能源发电商多时间尺度滚动调度方法
钟浩, 王愈鼎, 王秋杰, 舒文倩, 陈锦华, 马佳浩
电力建设 ›› 2026, Vol. 47 ›› Issue (11) : 172-186.
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考虑中长期水位动态调整的含混蓄电站清洁能源发电商多时间尺度滚动调度方法
Multi-Time-Scale Rolling Scheduling of Clean Energy Producers with Hybrid Pumped-Storage Plants Considering Medium- and Long-Term Dynamic Water-Level Adjustment
【目的】在“中长期-现货”市场背景下,含混蓄电站清洁能源发电商面临检修安排和现货市场风险共同压缩盈利空间的问题。为此,充分挖掘混蓄电站的调节能力,提出一种考虑中长期水位动态调整的含混蓄电站清洁能源发电商多时间尺度滚动调度方法。【方法】上层模拟年度中长期市场,以周为优化调度时间尺度,考虑剩余合同电量和机组检修安排,以清洁能源发电商剩余调度期综合收益最大为目标,确定周合同电量、现货电量、检修计划和周末指导水位;下层模拟周内现货市场,以小时为优化调度时间尺度,根据上层调度计划确定的边界,考虑风电出力和来水不确定性,基于条件风险价值,以周内售电综合收益最大为目标,优化周内申报曲线与混蓄电站周末水位;下层将实际合同完成量、周末实际水位、已执行检修状态反馈至后续调度周期,用于进一步修正剩余合同电量、周末指导水位和剩余检修任务。【结果】算例结果表明,三类调度情景均能够满足年度合同履约要求;与固定检修计划和固定周末指导水位的传统静态调度方法相比,所提方法的现货完成电量提高10.23%,净收益提高6.57%。【结论】所提方法能够通过周末指导水位滚动修正改善中长期计划与周内现货市场运行之间的水位衔接关系,并通过检修窗口滚动优化减少高价值运行周段的容量损失,提升含混蓄电站清洁能源发电商的现货市场发电支撑能力和收益水平。
[Objective] In the context of coordinated medium- and long-term and spot electricity markets, clean energy producers with hybrid pumped-storage plants face the challenge that maintenance arrangements and spot market risks jointly compress their profit margins. To fully exploit the regulation capability of hybrid pumped-storage plants, a multi-time-scale rolling scheduling method for clean energy producers with hybrid pumped storage considering the dynamic adjustment of medium- and long-term water levels is proposed. [Methods] The upper-level model simulated the annual medium- and long-term market and took the week as the optimization time scale. Considering the remaining contract energy and unit maintenance arrangements, it maximized the comprehensive revenue of the clean energy producer over the remaining scheduling horizon, determining weekly contract energy, spot energy, maintenance plans, and weekly terminal reference water levels. The lower-level model simulated the intra-week spot market with an hourly optimization time scale. Based on the boundaries determined by the upper-level scheduling plan, wind power output and inflow uncertainties were considered, and conditional value-at-risk was introduced to maximize the comprehensive intra-week electricity sales revenue, thereby optimizing the intra-week bidding curve and the terminal water level of the hybrid pumped-storage plant. The actual contract completion, actual terminal water level, and executed maintenance status obtained from the lower-level model were fed back to subsequent rolling periods to update the remaining contract energy, weekly terminal reference water levels, and remaining maintenance tasks. [Results] Case-study results show that all three scheduling scenarios satisfy annual contract fulfillment requirement. Compared with the traditional static scheduling method with fixed maintenance plans and fixed weekly terminal reference water levels, the proposed method increases spot energy completion by 10.23% and net revenue by 6.57%. [Conclusions] The proposed method improves the water-level coordination between medium- and long-term scheduling plans and intra-week spot market operation through the rolling correction of weekly terminal reference water levels. Furthermore, it reduces capacity losses in high-value operating weeks through the rolling optimization of maintenance windows, thereby enhancing the spot-market generation support capability and revenue level of clean energy producers with hybrid pumped storage.
混合式抽水蓄能 / 中长期合同 / 电力现货市场 / 多时间尺度调度 / 滚动优化 / 条件风险价值
hybrid pumped storage / medium- and long-term contract / electricity spot market / multi-time-scale scheduling / rolling optimization / conditional value at risk
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In the electricity spot market, electricity retailers face dual uncertainties that arise from market electricity prices and user loads. The day-ahead bidding process can incur additional purchasing costs owing to these uncertainties. However, existing stochastic optimization methods for electricity purchasing strategies and risk management, such as the conditional value at risk (CVaR), suffer from problems related to equiprobable reduction in key scenarios and subjective confidence level selection. To address these challenges, this study introduces a scenario reduction method based on k-means and a confidence level optimization method based on extrapolation-interpolation, proposing an improved CVaR day-ahead bidding optimization model and its solution strategy based on the traditional neutral risk model and CVaR optimization model. The simulation results validate that the improved CVaR optimization model effectively reduces the overall purchasing costs and potential risk losses for the electricity retailer. This study explores the impact of the day-ahead bidding optimization strategy under different levels of risk aversion and market volatility, demonstrating the applicability and robustness of the improved optimization strategy. |
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风电出力受风速影响,具有较强的随机性和波动性。随着电力市场改革的进行,竞价上网成为趋势,电价也将呈现出不确定性,电力系统调度需要充分考虑不确定性的影响。抽水蓄能电站具有削峰填谷、促进新能源消纳的作用。本文利用抽水蓄能电站调节风电出力,并采用信息间隙决策理论(IGDT)应对风电出力的不确定性,采用条件风险价值(CVaR)理论来度量电价波动对系统的影响,提出了基于IGDT-CVaR的风电-抽水蓄能联合调度模型,并根据决策者的风险偏好制定了风险规避策略和机会寻求策略。算例结果表明所提策略可以根据决策者的风险偏好制定相应的调度计划,验证了模型的有效性。
Wind power output is affected by wind speed, and has strong variability and intermittence. With the reform of power market, bidding for grid access has become a trend, and the price of electricity will also be uncertain. The influence of uncertainty needs to be fully considered in power system dispatching. Pumped hydro storage plays a role in cutting peak, filling valley and promoting new energy consumption in power system. In this paper, the pumped hydro storage is used to regulate the wind power output. The uncertainty of wind power output is dealt with information gap decision theory(IGDT). The impact of electricity price fluctuation on system is measured by conditional value at risk(CVaR) theory. A wind power and pumped hydro storage dispatching model based on IGDT-CVaR is proposed. According to the risk preference of decision-makers, risk evasion and opportunity seeking strategy are formulated. Finally, the results of case study show that the strategies can specify the corresponding scheduling plan according to the risk preference of decision-makers and verify the effectiveness of the model.
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所有作者声明不存在利益冲突。
钟浩负责课题总体设计与研究思路凝练,统筹模型框架构建、研究方案论证及论文修改完善;王愈鼎负责多时间尺度滚动调度模型构建、算法实现、算例仿真与论文初稿撰写;王秋杰参与研究方案设计、模型合理性分析及论文修改;舒文倩参与电力市场运行机制分析、算例场景设定及结果讨论;陈锦华协助完成算例数据整理、仿真结果校核与图表绘制;马佳浩参与文献整理、参数校核及论文排版校对工作。所有作者均阅读并同意了论文终稿内容。
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