A joint clearing model of electricity spot market considering wind power uncertainty

doi:10.3969/j.issn.2097-0706.2025.05.008

Abstract

Abstract:

In a power system with a high wind power share， due to the strong uncertainty of wind power forecasts， the traditional model of joint optimization of the spot market for electric energy and standby in accordance with the maximum load optimization of standby clearing is no longer able to take into account the requirements of security and economy of system operation. Therefore， this paper constructs a joint spot market clearing model considering wind power uncertainty on the basis of wind power forecast error analysis. Firstly， a hybrid skewed distribution model based on the normal cloud model is proposed to accurately characterize the distribution of short-term wind power output forecast errors； secondly， the impact of wind power output forecast errors on power balance constraints and system spinning standby is taken into account in the joint clearing model， and a joint market clearing model based on the opportunity constraints planning is established； subsequently， the wind power output forecast error distribution model is sampled several times and the sampling result is used to match the real-time supply and demand in the market clearing model with the wind power output forecast errors. Subsequently， the wind power forecast error distribution model is sampled several times and the sampling results are used to transform the market clearing model deterministically so that the model can be solved quickly. Finally， a simulation analysis is carried out with the actual data of a region with high wind power share， and the results show that the model proposed in this paper can effectively improve the economy of system operation under the premise of guaranteeing the safety of system operation.

Key words: wind power prediction error, Error distribution modeling, rotating spares, spot market, joint clearing model

CLC Number:

TK01：TM614

BAI Liuxing, WU Feiyu, YE Luyang, CAI Changlin, LEI Xia. A joint clearing model of electricity spot market considering wind power uncertainty[J]. Integrated Intelligent Energy, 2025, 47(5): 73-83.

Figures/Tables 17

Fig.1

Fig.2

Fig.3

Fig.4

Table 1

Table 2

Model parameter

参数	单场站	风电集群
$α 1$	0.425 6	0.514 8
$μ 1$	0.135 2	0.159 4
$σ 1$	0.147 9	0.051 5
$λ 1$	-1.128 3	-1.190 1
$α 2$	0.574 4	0.485 2
$μ 2$	0.343 5	0.586 9
$σ 2$	0.346 2	0.194 5
$λ 2$	-1.396 7	-15.889 3
$E X$	0.740 7	1.295 6
$S N$	0.736 6	1.270 4
$S H E$	0.358 2	0.707 1

Table 2

Fig.5

Fig.6

Table 3

Evaluation and comparison of fitting effect of different models on different scenarios

模型	评价指标	单场站	风电集群
Gaussian	$e M A E$	0.113 2	0.913 4
	$e R M S E$	0.142 3	1.174 2
	$I c o s$	0.018 6	0.024 3
MSN	$e M A E$	0.046 1	0.104 6
	$e R M S E$	0.081 5	0.147 1
	$I c o s$	0.003 1	0.004 3
MSN-CLOUD	$e M A E$	0.023 7	0.029 2
	$e R M S E$	0.069 2	0.059 8
	$I c o s$	0.002 1	0.003 5

Table 3

Fig.7

Fig.8

Fig.9

Fig.10

Fig.11

Table 4

Fig.12

Fig.13

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机组编号	机组类型	接入节点	出力上限/MW	出力下限/MW	爬坡功率/(MW·h)
G1	火电	3	600.00	140	190.00
G2	火电	9	1 200.00	285	375.00
G3	火电	20	330.00	75	100.00
G4	火电	29	800.00	200	250.00
G5	火电	32	270.00	65	100.00
W6	风电	1	198.30	0	198.30
W7	风电	4	100.00	0	100.00
W8	风电	6	1 249.00	0	1 249.00
W9	风电	7	498.00	0	498.00
W10	风电	16	293.35	0	293.35
W11	风电	17	295.50	0	295.50
W12	风电	19	297.00	0	297.00
W13	风电	22	300.15	0	300.15
W14	风电	23	198.00	0	198.00
W15	风电	26	305.70	0	305.70
W16	风电	30	249.00	0	249.00
W17	风电	33	247.50	0	247.50
W18	风电	36	48.00	0	48.00
W19	风电	37	49.50	0	49.50
W20	风电	38	99.00	0	99.00
W21	风电	39	198.50	0	198.50
W22	风电	43	448.50	0	448.50

方案	总运行费用/万元	各时刻所需正旋转备用容量总和/MW	各时刻所需负旋转备用容量总和/MW
1	4 809.406	28 453.359	28 453.359
2	4 806.453	28 453.359	28 453.359
3	4 803.884	24 627.146	19 045.912
4	4 799.442	22 467.379	17 346.556