深度｜电力现货市场环境下风电与储能如何联合参与市场并合理分配收益？

4.2.2 风险偏好系数对运行策略的影响

为比较不同风险偏好系数的设置对联盟运行策略及收益的影响,图7给出了不同风险偏好系数下联盟整体预期收益及CVaR有效前沿。

图7 CVaR及联盟预期收益的有效前沿Fig. 7 Efficient frontier of CVaR vs expected revenue

可以看出,随着风险偏好系数的增加,联盟预期总收益逐渐较少,CVaR逐渐增加,且当风险偏好系数较小时,联盟预期总收益随CVaR的增加减少缓慢;但当风险偏好系数较大时,CVaR即使增加较小的数值仍会使联盟预期总收益大幅下降。

考虑到本文所提模型中联盟参与现货市场对应的收益不确定风险主要来源于风电不确定性导致的不平衡结算风险,而联盟中抽蓄电站可依据第二阶段的实时情况调整自身的运行状态尽可能减少不平衡电量,因而抽蓄运行模式受联盟风险偏好程度影响较大。图8描绘了不同风险偏好系数下联盟中抽水蓄能机组的申报情况。

图8 不同风险偏好系数下联盟中抽水蓄能电站竞标策略Fig. 8 Offering strategies for pumped-storage stations under different risk preference coefficients

由图可知随着风险偏好系数β的增加,抽蓄机组逐渐改变原有的利用电价差套利的最优运行状态,申报功率趋于保守,逐步变为尽可能保持半蓄水状态以最大限度的对可能的风电实时出力不平衡进行调节,这一结果也再次说明本文所提竞标策略模型能够很好的将第二阶段可能的实时情况考虑在内。

5 结论

针对我国电力现货市场建设初期,缺乏风电等新能源主体参与现货市场的优化运行策略,本文基于合作博弈论,提出了风电-抽水蓄能电站联合参与现货市场的优化运行策略及收益分配模型。考虑风电出力不确定性及在平衡市场中面临的风险,建立了两阶段随机优化模型,能够给出风储联盟的日前优化运行策略,能够分析风电预测精度、多风场出力相关性、市场成员风险态度等因素对联盟参与现货市场运行策略及收益分配的影响。算例验证了所提模型的有效性以及收益分配的合理性。研究成果为新能源、储能等多元市场主体参与现货市场的行为决策提供理论指导。

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