基于合作博弈的含清洁能源发电商参与现货市场竞价策略及收益分配

Bidding Strategy and Profit Distribution of Power Generation Company with Clean Energy in Spot Market Based on Cooperative Game Theory

随着清洁能源发电技术的成熟及其建设成本的下降,含清洁能源发电商在参与电力市场时逐渐从补贴对象转变为自主竞价的市场主体。一方面,火电机组具有较好的调节能力,但在较低的预期能源价格期间,昂贵的生产成本可能导致其单独参加现货市场竞标时缺乏竞争力;另一方面,清洁能源出力和现货市场电价的不确定性导致发电商在参与电力市场竞争时需承担投标偏差造成的损失,收益大幅下降。采用风火联合竞价策略可以促使二者优势互补、共赢发展。首先,以含清洁能源发电商参与现货市场竞价利润最大为目标,建立考虑投标偏差惩罚的风火机组联合组成的含清洁能源发电商两阶段随机整数优化竞价模型,采用条件风险价值理论评估清洁能源和电价预测偏差风险,并得到最优竞价策略。对联合后获得的收益,利用合作博弈论中的核仁解给出火电机组与清洁能源机组间的收益分配方法。算例仿真验证,所提竞价策略有效提高了含清洁能源发电商的利润,降低了投标偏差惩罚对含清洁能源发电商收益的影响,增强了含清洁能源发电商在参与现货市场的主动性。

With the maturity of clean energy power generation technology and the decrease of its construction cost,power generation companies with clean energy gradually change from subsidy target to strategic market subject when they participate in the electricity market.On the one hand,thermal power units have good regulation capacity,but during the period of low expected energy prices,the high production costs may lead to the lack of competitiveness when they participate in the spot market bidding alone.On the other hand,generation companies have risk of loss due to bidding deviation caused by the uncertainties of clean energy output and spot market prices when participating in the power market competition,and thus the profit slumps.The joint bidding strategy of wind and thermal units can promote the complementary advantages and win-win development of the two.Firstly,in order to maximize the profit of clean energy generation companies participating in spot market bidding,a two-stage bidding model of a power generation company with clean energy is established,which is composed of wind power units and thermal power units,considering bidding deviation punishment.Conditional value at risk theory is used to evaluate the risk of deviation between clean energy and electricity prices,and the optimal bidding strategy is obtained.According to the nucleolus solution of cooperative game theory,the income distribution method between thermal power units and clean energy units is given.The simulation results show that the proposed method can effectively improve the profits of power generation companies with clean energy,reduce the impact of bidding deviation penalty on the profits of power generation companies with clean energy,and enhance the initiative of power generation companies with clean energy to participate in the spot market.