现货市场环境下考虑条件风险价值的风电场最优售电模型

The optimal electricity sales model of wind farm considering conditional value-atrisk under spot market environment

随着我国电力市场的逐步开放,风电产业进入市场成为必然的发展趋势,风电场的售电决策和风险评估是其适应市场的关键。为根据风电场在现货市场环境中对风险和收益的不同偏好,提出相应的售电决策,使得收益最大化和风险最小化。提出了一种考虑条件风险价值的风电场最优售电双层优化模型。将风电场在现货市场中的报量和报价分别作为模型上下层的优化目标进行求解,考虑了预测偏差对售电计划的影响,并以偏差惩罚的形式并入目标函数,同时运用条件风险价值法来控制风电场出力的不确定性,得到风电场不同风险偏好下的报量报价曲线以及综合效用。最后,以某地区工程实际数据为例,利用所提模型就不同的风险系数和偏差价格系数对风电场在日前市场中的报量和报价进行了仿真,验证了所提模型的有效性与合理性。

With the gradual opening of China’s electricity market,wind power industry into the market has become an inevitable trend of development,wind farm power sales decision-making and risk assessment is the key to adapt to the market.In order to maximize the profit and minimize the risk according to the different preferences of the wind farm in the spot market environment,the corresponding power sale decision is proposed.In this paper,a two-layer optimization model for optimal electricity sales of wind farms considering conditional value-at-risk is proposed.In this paper,the quantity and quotation of wind farm in the spot market are respectively solved as the optimization objectives of the upper and lower levels of the model,and the influence of prediction deviation on the power sale plan is considered,and the objective function is incorporated in the form of deviation penalty.Meanwhile,the conditional value at risk method is used to control the uncertainty of wind farm output,and the quotation curve and comprehensive utility of wind farm under different risk preferences are obtained.Finally,taking the actual engineering data of a certain area as an example,the proposed model is used to simulate the quantity and quotation of wind farms in the day-ahead market,and the different risk coefficients and deviation price coefficients are simulated,which verifies the validity and rationality of the proposed model.