风储联合参与电能量与快速调频市场的优化投标策略

doi:10.3969/j.issn.1674-1951.2021.09.006

摘要/Abstract

摘要：

“双碳”目标下需要构建以新能源为主体的新型电力系统,针对风储联合参与电能量与快速调频市场的优化投标问题,提出了一种基于近似动态规划的风储联合优化投标策略。首先,在最大化风储收益的基础上,考虑了风电的随机性和储能系统的寿命损耗特性,建立风储联合参与电能量与快速调频市场的优化投标模型;其次,为处理风储联合参与电能量与快速调频市场投标模型的非凸性和随机性,采用近似动态规划将原问题分成多个子问题,逐一求解后得到原问题的近似最优解;最后,将所提方法用于广东电力市场和宾夕法尼亚州-新泽西州-马里兰州（PJM）的快速调频市场,所得结果证明了其有效性。

关键词: 风电, 储能, 近似动态规划, 快速调频, 投标策略, 风储联合, 可再生能源, 新型电力系统, 碳中和

Abstract:

To solve the problems in the bidding of wind power and energy storage in energy market and fast frequency modulation market,a coordinated optimization bidding strategy for wind power and energy storage based on approximate dynamic programming is proposed.Firstly,to maximize the income,the optimization bidding model for wind power and energy storage participating in energy market and fast frequency modulation that has taken the randomness of wind power and life degradation of energy storage into consideration is established.Secondly,to deal with the non-convexity and randomness of the bidding model,the approximate optimal solution of the original problem is obtained after being divided into multiple sub-problems by approximate dynamic programming and solved individually.Finally,the proposed method is applied to the power market in Guangzhou and the fast frequency modulation market in Maryland,New Jersey,Pennsylvania（PJM）,and its effectiveness has been proven.

Key words: wind power, energy storage, approximate dynamic programming, fast frequency modulation, bidding strategy, hybrid of wind power and energy storage, renewable energy, new electric power system, carbon neutrality

中图分类号:

TK02

刘林鹏, 陈嘉俊, 朱建全, 胡文霞, 罗涛. 风储联合参与电能量与快速调频市场的优化投标策略[J]. 华电技术, 2021, 43(9): 46-53.

LIU Linpeng, CHEN Jiajun, ZHU Jianquan, HU Wenxia, LUO Tao. Optimization bidding strategy for wind power and energy storage participating in energy market[J]. Huadian Technology, 2021, 43(9): 46-53.

图/表 9

图1

图2

表1

储能参数

参数	$P max bat$ /MW	$E max bat$ /（MW·h）	$η$	$α$	$N fail$	$C invest$ /万元
值	6	36	0.9	0	1 500	6 480

表1

图3

图4

图5

图6

表2

表3

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项目	快速调频RegD	常规调频RegA
日收益/元	282 388.950 2	165 264.454 9
日前能量收益/元	36 377.407 6	28 528.073 8
调频容量补偿/元	148 850.379 7	141 107.217 6
调频里程补偿/元	124 514.430 0	39 978.020 9
平均调频性能指标	0.950 0	0.950 0
储能系统寿命成本/元	27 353.267 0	44 348.857 4
储能系统等效日循环/次	0.994 6	1.612 6
储能系统运行年限/a	11.017 6	6.795 4

项目	夸大系数1.25		夸大系数1.10		夸大系数1.00
项目	广东	PJM	广东	PJM	广东、PJM
日总收益/元	454 568.086 2	449 007.762 8	447 786.138 1	447 619.115 4	429 337.389 0
能量市场收益/元	32 174.678 0	33 952.616 5	33 730.283 6	33 952.616 5	35 652.622 8
调频容量收益/元	276 625.570 0	272 395.873 3	271 677.810 1	271 269.222 9	255 929.790 9
调频里程收益/元	226 165.807 0	222 863.849 4	222 360.959 7	222 105.828 8	209 386.144 2
平均调频性能指标	0.934 8	0.943 4	0.948 8	0.946 2	0.950 0
储能系统运行成本/元	80 397.968 8	80 204.576 3	79 982.915 2	79 708.552 7	71 631.168 8
储能系统等效日循环/次	2.923 5	2.916 5	2.908 46	2.898 4	2.604 7
储能系统运行年限/a	3.748 4	3.757 5	3.767 9	3.780 8	4.207 2