| 引用本文: | 李东东,仇文杰,周 波,林顺富.考虑源荷相关性及条件风险价值的综合能源系统参与电能量-备用市场优化[J].电力系统保护与控制,2024,52(18):24-34.[点击复制] |
| LI Dongdong,QIU Wenjie,ZHOU Bo,LIN Shunfu.Optimization of an integrated energy system participating in energy and spinning reserve markets considering source-load correlation and conditional value of risk[J].Power System Protection and Control,2024,52(18):24-34[点击复制] |
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| 摘要: |
| 为充分挖掘多种备用资源的调节潜力，针对综合能源系统同时参与电能量与备用市场时的优化调度问题进行了研究。考虑同一区域内能源和负荷的相关特性以及系统的运行风险，建立综合能源系统的日前调度随机优化模型。首先，采用基于Cholesky分解的拉丁超立方采样技术生成符合综合能源系统中源荷相关性的风-光-荷样本矩阵。其次，采用近邻传播(affinity propagation, AP)聚类算法生成典型场景。然后，以日前调度成本、备用资源调整期望成本及条件风险价值构成的调度总成本最低为目标，构建综合能源系统随机优化调度模型。最后，建立综合能源系统仿真模型，验证所提方法能够刻画综合系统内部的源荷相关性，并实现系统运行经济性和安全性的平衡。 |
| 关键词: 综合能源系统 电能量市场 旋转备用市场 源荷相关性 条件风险价值 |
| DOI：10.19783/j.cnki.pspc.240282 |
| 投稿时间：2024-03-12修订日期：2024-06-26 |
| 基金项目:国家自然科学基金项目资助(52377111) |
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| Optimization of an integrated energy system participating in energy and spinning reserve markets considering source-load correlation and conditional value of risk |
| LI Dongdong,QIU Wenjie,ZHOU Bo,LIN Shunfu |
| (College of Electrical Engineering, Shanghai University of Electric Power, Shanghai 200090, China) |
| Abstract: |
| To fully explore the regulation potential of various reserve resources, the optimal scheduling problem of an integrated energy system when it participates in both the electrical energy and reserve markets is studied. Considering the relevant characteristics of energy and load in the same area and the risk faced by the system during operation, a stochastic optimization model for the day-ahead scheduling of the integrated energy system is established. First, the Latin hypercube sampling technique based on Cholesky decomposition is used to generate a wind-solar-load sample matrix that conforms to the source-load correlation in the integrated energy system. Secondly, the affinity propagation (AP) clustering algorithm is used to generate typical scenarios. Then, with the objective of minimizing the total cost of scheduling composed of day-ahead scheduling cost, expected cost of adjustment and conditional value of risk, a stochastic optimization scheduling model of the integrated energy system is constructed. Finally, a simulation model of the integrated energy system is established to verify that the proposed method can characterize the source-load correlation in the integrated system and achieve a balance between the economy and safety of system operation. |
| Key words: integrated energy system electric energy market spinning reserve market source-load correlation conditional value of risk |
