文章摘要
王克道,陈启鑫,郭鸿业,等.面向可交易能源的储能容量合约机制设计与交易策略[J].电力系统自动化. DOI: 10.7500/AEPS20180110010.
WANG Kedao,CHEN Qixin,GUO Hongye, et al.Mechanism Design and Trading Strategy for Capacity Contract of Energy Storage Towards Transactive Energy[J].Automation of Electric Power Systems. DOI: 10.7500/AEPS20180110010.
面向可交易能源的储能容量合约机制设计与交易策略
Mechanism Design and Trading Strategy for Capacity Contract of Energy Storage Towards Transactive Energy
DOI:10.7500/AEPS20180110010
关键词: 可交易能源  分布式储能  容量合约  交易策略  风险规避
KeyWords: transactive energy  distributed energy storage system  capacity contract  trading strategy  risk aversion
上网日期:2018-06-11
基金项目:国家自然科学基金(51622705)
作者单位E-mail
王克道 电力系统及发电设备控制和仿真国家重点实验室清华大学 tgzq77@qq.com 
陈启鑫 电力系统及发电设备控制和仿真国家重点实验室清华大学 qxchen@mail.tsinghua.edu.cn 
郭鸿业 电力系统及发电设备控制和仿真国家重点实验室清华大学 guo_hy@126.com 
夏清 电力系统及发电设备控制和仿真国家重点实验室清华大学 qingxia@tsinghua.edu.cn 
摘要:
      售电商代理分散的用户参与电力市场,承担实时电价和用电量双重不确定性带来的风险,随着大量分布式发电、储能和其他智能设备等接入电力系统,售电商面临的风险逐步增加。可交易能源体系下,售电商可通过一定的交易机制实现对分布式储能资源的实时调控,以规避市场风险。为此,提出了一种储能容量合约机制,并探究了售电商在该机制下的最优交易策略,使售电商能够以实时租赁的方式获取储能控制权。首先阐述了容量合约机制的设计和实现;随后通过成本收入分析建立了售电商在该机制下计及风险规避的预期收益模型,并采用一种线性化方法求解该模型;在此基础上探讨了售电商对容量合约的交易策略,以“储能成本函数”和“等收益曲线”给出量化的交易签约参考依据;最后对模型方法进行算例验证。#$NL关键词:可交易能源; 分布式储能; 容量合约; 交易策略; 风险规避
Abstract:
      Electricity retailer (ER) is the agent for the distributed users participating in the electricity market, so ERs are facing risks caused by double uncertainties from the spot market price and electricity consumption. The risks will also gradually increase with the penetration of distributed generators, energy storage systems (ESS), and other smart equipment . In transactive energy (TE) systems, ER could avoid the market risks by timely controlling ESS under special trading mechanisms. Therefore, a novel capacity contract mechanism for ESS is designed and an optimal trading strategy for ER is also discussed. With the capacity contract, ER could gain control rights by timely renting an ESS. Firstly, the capacity contract mechanism was elaborated and the process was introduced in detail. Secondly, a profit-maximum model for ER was formulated considering expected return and risk aversion based on cost benefit analysis, and an effective linearization method was proposed to handle the complex model. Then, the optimal trading strategy for ER on capacity contract is discussed, and a quantitative reference index based on “cost function of ESS” and “constant yield curve of ER” is given. Case study was performed to verify the proposed model and the method.#$NLKeywords: transactive energy; distributed energy storage system; capacity contract; trading strategy; risk aversion
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