基于WCVaR的区域综合能源运营商交易策略研究

WCVaR-based Transaction Strategy of Regional Integrated Energy System Operators

随着能源市场的逐步开放,区域综合能源系统(regional integrated energy system,RIES)运营商作为“批发–零售”两级能源市场的中间商,其参与市场将面临市场能价、可再生能源出力和负荷预测等多重不确定性,而部分随机变量的精确分布难以获得。在此情况下,为衡量多重不确定性带来的市场交易风险,基于最劣条件风险价值构建了RIES运营商的市场交易模型,并且采用混合分布描述随机变量分布不确定性。为保障区域网络安全,该模型计及区域网络运行约束,同时引用风险调整后的资本收益率(risk adjusted return on capital,RAROC)解决收入与风险的权衡问题。在离散界约束分布下,利用对偶定理将原max-min问题转换为可求解的半定规划问题。最后,通过修改的33节点配电网-7节点配气网-6节点配热网算例系统验证了模型的可行性和有效性,并分析了网络约束、综合需求响应、RAROC阈值、界约束扰动大小和预测误差对RIES收益和风险的影响,为RIES运营商参与市场交易提供了理论指导。

With the opening of the energy markets,regional integrated energy system(RIES)operators,as the middlemen in both wholesale and retail energy markets,will face such uncertainties as the market energy prices,the renewable energy and load when they participate in the market.However,it is difficult to obtain the exact distribution of some random variables.To solve this problem,this paper constructs a WCVaR-based market transaction model of RIES operators,describing the uncertainty of the random variable distributions by mixing the distributions.This model considers the network constrains to confirm the safety of RIES networks.Meanwhile,the risk adjusted return on capital(RAROC)is cited to model the balance relationship between the risk and the income.Under the discrete bound constraint distribution,the dual theorem is used to transform the original max-min problem into a semidefinite programming problem.Finally,the validity of the model and algorithm is verified by the modified 33-bus electricity-7-node gas-6-node heat distribution network.The impacts of the network constraints,the integrated demand response,the RAROC threshold,the bound constraint disturbance size and the prediction errors on the income of the regional integrated energy operators are analyzed.The results provide the theoretical guidance for the trading strategy of the RIES operators.