储能参与现货电能量-调频辅助服务市场的交易决策研究

Transaction decision-making of energy storage stations participating in the spot energy and frequency modulation ancillary service market

随着电力市场化改革的不断推进,储能资源作为独立市场主体提供调频服务,是解决系统调频能力不足的有效手段。构建双层交易决策模型对储能在市场中的交易决策行为和市场出清过程进行模拟分析。首先,提出储能参与现货电能量-调频市场交易的总体架构。其次,以电网侧储能电站为独立的竞价主体,构建了双层市场交易决策模型。上层以储能电站收益最大化为目标,决定储能电站的报价策略;下层实现电能量市场和调频辅助服务市场的联合出清。然后,应用KKT条件将该双层模型转化为单层模型,从而将所提模型转化为混合整数线性规划问题。最后,通过算例分析验证所提出交易决策模型的合理性与有效性。算例结果表明储能通过策略性报价在市场中获得更高的经济效益,且在调频市场中的收益占总收益的80%以上。

With the advance of electricity market reform,energy storage resources,as an independent market subject,provide a frequency modulation service,which is an effective measure to solve the shortage of system frequency modulation capacity.This paper builds a bi-level transaction decision-making model to simulate and analyze transaction decision-making behavior and market clearing process of energy storage in the market.First,the overall framework of energy storage participating in the spot energy and frequency modulation ancillary service market is proposed.Secondly,a bi-level market transaction decision-making model is established,in which energy storage stations are regarded as independent bidders.The upper level determines the bidding strategy of energy storage stations with the goal of maximizing the profits of energy storage stations.The lower level realizes the joint clearing of the electric energy and frequency modulation auxiliary service market.Then,the KKT conditions are applied to convert this bi-level model to a single level model,and thus the proposed model can be transformed into a mix-integer linear programming problem.Finally,case studies are conducted to verify the rationality and effectiveness of the proposed model.The numerical results show that energy storage can obtain higher economic benefits in the market through strategic bidding behaviors,and their profits in the frequency modulation market account for more than 80%of the total profits.