CN114172151A - 一种适用于抽水蓄能电站的多类型电力市场联合竞价方法 - Google Patents
一种适用于抽水蓄能电站的多类型电力市场联合竞价方法 Download PDFInfo
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Abstract
本发明公开了一种适用于抽水蓄能电站的多类型电力市场联合竞价方法,首先进行电价预测,建立CVaR风险模型;将风险模型引入到优化决策目标中,设定目标函数和约束条件,建立抽水蓄能电站参与电量市场和辅助服务市场的风险收益模型;考虑发电/抽水率约束、库容约束等约束条件,以最大化收益为目标求解模型,有解,即获得抽水蓄能电站在一个优化周期内各时段的抽水容量、发电容量、调频容量和参与市场获得的收益,得到经济性最优的竞价策略。本发明的竞价方法引入置信度和风险偏好系数考虑市场电价的波动和不确定性风险,通过优化容量分配,科学地在可行范围内保证经济性最优安排生产,进一步提升抽水蓄能电站的经济收益。
Description
技术领域
本发明涉及电气工程技术领域,尤其是涉及一种适用于抽水蓄能电站的多类型电力市场 联合竞价方法。
背景技术
通常情况下,发电机组制定电力市场售电计划时,只需根据电力市场价格以及燃料/自然 资源的情况,确定每个时刻最优的发电容量。但是,抽水蓄能与这类常规的发电机组不同, 它不能独立地产生电力,而是需要通过“蓄水”的方式发电。因此,抽水蓄能在运行周期内 必须具有“抽水”和“发电”两种时段。这就决定了抽水蓄能的运行计划更具有复杂性,但 是又必须事前确定。在传统计划调度模式下,电力调度机构负责制定抽水蓄能电站的运行计 划。以系统调度成本最小为原则,安排抽水蓄能的抽水时段和放水时段。但是尽管峰谷差价 明显,发生很大价差电价的几率却不大,峰谷电价差套利并不能成为抽水蓄能电站获得收益 的主要来源。由于市场机制的缺乏,辅助服务的收益也难以保障。
随着电力市场的逐步建设,抽水蓄能可以作为独立主体参与市场竞争,期望在为系统提 供调节服务的同时,实现自身经济利润最大化,以电能量、调频市场价格为引导信息,自行 制定电能量、调频辅助服务的容量分配计划。但是目前抽水蓄能电站的市场意识较弱,运营 策略尚不清晰。现有的运营策略模型一般根据已有电价进行事后分析,忽略了实际市场中电 价的波动性,对于抽水蓄能电站提前制定竞价策略、申报市场信息的参考性不足。
发明内容
针对现有技术中存在的问题,本发明提出了抽水蓄能电站参与电能量市场和辅助服务市 场的联合优化竞价方法。该竞价方法引入置信度和风险偏好系数考虑市场电价的波动和不确 定性风险,通过优化容量分配,科学地在可行范围内保证经济性最优安排生产,进一步提升 抽水蓄能电站的经济收益。
为实现上述目的,本发明采用如下技术方案:一种适用于抽水蓄能电站的多类型电力市 场联合竞价方法,包括如下步骤:
(1)根据各个交易时段的负荷、发电富余容量、电价信息等历史数据对发电上网电价进 行预测;所述发电上网电价用一概率密度函数来描述;
(2)采用蒙特卡洛抽样法根据一天中每个时段估计的电价概率密度函数生成M个电价 预测场景,并利用K-means聚类场景削减方法将其削减为N个典型场景;基于N个典型场景, 建立CVaR风险模型以度量市场电价不确定性导致的风险,完成电价预测;
(3)根据电能量收益、调频收益和CVaR风险构建目标函数;
(4)设定发电/抽水率约束、库容约束、发电/抽水/调频功率与库容容量之间的数量关系 约束和CVaR相关约束;
(5)根据步骤(3)设定的目标函数和步骤(4)设定的约束条件,建立抽水蓄能电站参 与电量市场和辅助服务市场的风险收益模型;
(6)利用CPLEX求解器求解步骤(5)建立的风险收益模型,得到生产模拟结果;若有解,即获得抽水蓄能电站在一个优化周期内各时段的抽水容量、发电容量、调频容量和参与市场获得的收益,得到经济性最优的竞价策略。
进一步地,所述步骤(1)中发电上网电价优选用正态分布函数来描述,公式如下:
进一步地,所述步骤(3)中目标函数包含两个部分,如下所示:
式中,第一部分f为抽水蓄能电站在电量市场和调频市场中的净收益,πw为描述电价不 确定性的场景ω概率,Nω为典型的电价场景数;第二部分为条件风险价值CVaR和风险偏好 系数β的乘积。风险偏好系数β表示抽水蓄能电站所有者对风险的偏好程度。
进一步地,所述抽水蓄能电站参与电量市场和辅助服务市场的净收益f公式如下所示:
式中i表示单位时段,Pi e表示在时段i的发电功率,Di表示时段i的抽水功率,Pi re表示 发电工况下的调频容量,Pi rd表示抽水工况下的调频容量,表示时段i的上网电价预测值, 表示调频容量电价,表示调频里程预测电价,R表示抽水蓄能的调频里程与调频容量 之比。
进一步地,在风险价值模型中VaR指在一定置信度下,抽水蓄能电站在市场变化中取得 的收益;则CVaR表示在一定时间和置信度α下,抽水蓄能电站持有者对利润分布尾部1-α的 期望值;所述风险价值CVaR相关约束条件如下:
ηω≥0
式中,ξ表示风险价值(VaR),ηω为场景ω下收益与风险价值的差值。
进一步地,,所述发电/抽水/调频功率与库容容量之间的数量关系约束如下式:
Vi+1=Vi-Pi e·α/η1-Pi re·0.5α/η2+Di·α·η2+Pi rd·0.5α·η2
式中,α是抽水蓄能发电或者抽水转化为库容的系数,η1为抽水蓄能抽水过程损耗率,η2为抽水蓄能抽发电过程损耗率。
进一步地,所述发电/抽水率约束表达式如下:
Pi e·Di=0,Pi e+Di≥0
Pmin≤Pi e+Pi re≤Pmax
0≤Di+Pi rd≤Dmax
Pi re·Pi rd=0,Pi re+Pi rd≥0
Di·Pi re=0
Pi e·Pi rd=0
Pi e,Di,Pi rd,Pi re≥0
Pi re≤εPmax
Pi rd≤εDmax
式中Pmin是抽蓄机组最小发电出力,Pmax是抽蓄机组最大发电出力,Dmax是抽蓄机组最大抽水容量,ε是抽蓄机组参与调频市场的容量上限比例。
进一步地,所述库容约束表达式如下:
V1=V24
Vmin≤Vi≤Vmax
式中,Vi表示时段i的库容,Vmin表示最小库容,Vmax表示最大库容。
与现有技术相比,本发明的有益效果如下:
1、竞价方法考虑了电价不确定性的风险,对市场中的电价进行预测,为抽水蓄能电站跟 踪市场动态,提前制定运营策略提供了技术支撑和辅助决策参考方案。
2、竞价方法通过建立抽水蓄能电站参与电量市场和辅助服务市场的风险收益模型,充分 发挥抽水蓄能的资源灵活性,实现电能量市场和辅助服务市场的最优容量分配,在缓冲风险 的同时将收益最大化。
本发明的竞价方法考虑到了电力市场建设逐渐成熟后,市场的开放竞争环境和电价不确 定性,提出适用于抽水蓄能电站的最优竞价策略,建立的决策模型和方法可为电力市场下的 灵活性资源竞价决策提供方法支撑。
附图说明
图1为本发明的联合优化方法的框架图。
具体实施方式
下面结合附图及具体实施示例对本发明作进一步详细说明。
本发明提出的适用于抽水蓄能电站的多类型电力市场联合竞价方法首先考虑电价的不确 定性对抽水蓄能电站的竞标策略产生的影响,建立CVaR风险模型;将风险模型引入到优化 决策目标中,建立抽水蓄能电站参与电量市场和辅助服务市场的风险收益模型,其中电能量 市场收益来自于峰谷价差收益,辅助服务市场收益仅考虑参与调频辅助服务的容量收益和调 用的里程收益;考虑发电/抽水率约束、库容约束、发电/抽水功率与库容容量之间的数量关系 约束,以最大化收益为目标求解模型,有解,即获得抽水蓄能电站在一个优化周期内各时段 的抽水容量、发电容量、调频容量和参与市场获得的收益,得到经济性最优的竞价策略。本 发明的竞价方法引入置信度和风险偏好系数考虑市场电价的波动和不确定性风险,通过优化 容量分配,科学地在可行范围内保证经济性最优安排生产,进一步提升抽水蓄能电站的经济 收益。
如图1为本发明抽水蓄能电站参与电能量市场和辅助服务市场的联合优化竞价方法的框 架图,结合实际案例,所述竞价方法具体包括如下步骤:
(1)根据以往各个交易时段的负荷、发电富余容量、电价信息等历史数据对发电上网电 价进行预测,发电上网电价可以用一个概率密度函数来描述,那么抽水蓄能电站在市场环境 下的最优运行方式问题便转化为随机优化问题,假定发电上网电价用正态分布函数描述,表 达式如:
式中,i为时段标识,Pi e为第i个时段的市场出清价也即发电上网电价;μi为发电上网 电价期望值;为方差。假设不同时段的发电上网电价Pi e(元/kWh)服从均值为μi,方差的正态分布。同时假定抽水蓄能机组的投标不会影响每小时的发电上网电 价,各时刻发电上网电价的期望值如表1所示。
表1:发电上网电价期望值
(2)采用蒙特卡洛抽样法根据一天中每个时段估计的电价概率密度函数生成M(M为 自定义常数,本发明实施例中取1000)个电价预测场景,并利用K-means聚类场景削减方法 将其削减为N(N为自定义常数,本发明实施例中取10,M>>N)个典型场景。基于10个典型场景,建立CVaR风险模型度量市场电价不确定性导致的风险,,完成电价预测。其中CVaR表示在一定时间和置信度α下,抽水蓄能电站持有者对利润分布尾部1-α的期望值。
本发明实施例中每个场景的概率如表2所示。CVaR的置信区间水平取α=0.95,β=1。
表2:十种典型场景的概率
(3)根据电能量收益、调频收益和CVaR风险构建目标函数;所述目标函数公式如下:
所述目标函数包含两个部分。式中,第一部分f为抽水蓄能电站在电量市场和调频市场 中的净收益,πw为描述电价不确定性的场景ω概率,Nω为典型的电价场景数;第二部分为 条件风险价值CVaR和风险偏好系数β的乘积。风险偏好系数β表示抽水蓄能电站所有者对 风险的偏好程度。当β>0时,电站为风险厌恶者,对应收益稳定性至上的态度,此时电站采 用较为保守的策略;β=0时,电站为风险中立者,此时电站采用较为激进的策略,仅以预期 收益最大为目标。考虑到在目标函数中考虑CVaR本身即为一种风险规避的竞标策略,因而 未考虑β<0的情况。
其中,抽水蓄能电站参与电量市场和辅助服务市场的净收益f,计算公式如下所示:
式中,i表示单位时段,Pi e表示在时段i的发电功率,Di表示时段i的抽水功率,Pi re表 示发电工况下的调频容量,Pi rd表示抽水工况下的调频容量,表示时段i的上网电价预测 值,表示调频容量电价(本发明实施例中按照12/MW计算),表示调频里程预测电 价,R表示抽水蓄能的调频里程与调频容量之比(本发明实施例中按照2.94计算)。抽蓄机 组的收入是发电销售收入、调频容量收入和调频里程收入,变动成本为购电成本。
(4)设定发电/抽水率约束、库容约束、发电/抽水/调频功率与库容容量之间的数量关系 约束和CVaR相关约束;
在风险价值模型中VaR指在一定置信度下,抽水蓄能电站在市场变化中取得的收益。则 CVaR表示在一定时间和置信度α下,抽水蓄能电站持有者对利润分布尾部1-α的期望值。
所述风险价值CVaR相关约束条件如下:
ηω≥0
式中ξ表示风险价值(VaR),ηω为场景ω下收益与风险价值的差值。
发电/抽水/调频功率与库容之间的数量关系约束考虑抽水蓄能提供调频包括上调和下调, 调频过程中会消耗一定的电量,调频损耗的电量并不能精确地计算。通过估算,在发电时段, 调频消耗的电量以调频容量的一半计算。而抽水时段中,抽水蓄能的调频不发生电量消耗, 而是以占用部分抽水容量的形式,使抽水蓄能不能满负荷抽水,空缺地抽水电量也以调频容 量的一半计算。抽水蓄能库容容量与发电/抽水/调频功率之间的数量关系约束如下式:
Vi+1=Vi-Pi e·α/η1-Pi re·0.5α/η2+Di·α·η2+Pi rd·0.5α·η2
式中,θ是抽水蓄能发电或者抽水转化为库容的系数,η1为抽水蓄能抽水过程损耗率, η2为抽水蓄能抽发电过程损耗率。
发电/抽水率约束表示抽水蓄能在任一时段只能发电或抽水,但调频可以在任意时刻提供; 在发电时段内,发电容量与调频容量之和不得超过最大发电容量;在抽水时段内,抽水容量 与调频容量之和不得超过最大抽水容量;发电功率、抽水功率、调频容量需满足非负约束; 抽水蓄能提供调频服务容量不能超过一定容量,所述发电/抽水率约束表达式如下:
Pi e·Di=0,Pi e+Di≥0
Pmin≤Pi e+Pi re≤Pmax
0≤Di+Pi rd≤Dmax
Pi re·Pi rd=0,Pi re+Pi rd≥0
Di·Pi re=0
Pi e·Pi rd=0
Pi e,Di,Pi rd,Pi re≥0
Pi re≤εPmax
Pi rd≤εDmax
式中Pmin是抽蓄机组最小发电出力,Pmax是抽蓄机组最大发电出力,Dmax是抽蓄机组最大抽水容量,ε是抽蓄机组参与调频市场的容量上限比例。
库容约束表示在优化周期的首末时刻,抽水蓄能的水库库容水必须相等,抽水蓄能在抽 水/放水过程中,水库库容满足容量约束,所述库容约束表达式如下:
V1=V24
Vmin≤Vi≤Vmax
式中Vi表示时段i的库容,Vmin表示最小库容,Vmax表示最大库容。
(5)根据步骤(3)设定的目标函数和步骤(4)设定的约束条件,建立抽水蓄能电站参 与电量市场和辅助服务市场的风险收益模型。
所述辅助服务主要指调频服务,研究抽水蓄能在电能量与调频市场的容量分配。电能量 市场价格和调频市场价格为已知的外生变量,抽水蓄能是价格接收者,其投标策略不会影响 市场出清价。
(6)利用CPLEX求解器求解步骤(5)建立的风险收益模型,得到生产模拟结果;若有解,即获得抽水蓄能电站在一个优化周期内各时段的抽水容量、发电容量、调频容量和参与市场获得的收益,得到经济性最优的竞价策略。
以仙游抽水蓄能电站为例进行算例分析。仙游抽水蓄能电站是福建省第一座大型抽水蓄 能电站,装有4台单机容量为300MW的混流可逆式水泵水轮发电电动机组,总装机容量 1200MW,初始库容设置为500万m3。
最终计算得到优化结果为抽水蓄能的总抽水时长为12小时,分别为时段1~时段7,时 段10、时段11,时段16,时段21、时段22,一天内总抽水量为4811.52MWh。发电总时长为8小时,分别为时段8、时段9,时段12,时段17~20和时段23,一天内总发电量为5956.41MWh。抽蓄机组全天都在提供调频服务,其中发电工况下提供调频的容量总和为3370.31MW,抽水工况下提供调频的容量总和为9456.42MW。在整个运行过程中,抽水蓄能在时段8时达到了库容最大值,在时段23h时达到了库容最低值,优化周期末的库容为500MWh,和初始库容相等。
由电能量与调频容量的分配结果,可以计算出抽水蓄能参与市场的经济效益。经计算, 电能量市场日收入为70.87万元、调频容量日收入15.391万元、调频里程日收入90.08万元、 每日购电成本101.97万元,日优化抽蓄机组参与市场后日总利润为174.36万元。
将本发明优化竞价方法以仙游抽水蓄能电站为例进行测算,通过优化模型求解一天24小 时的各个时段不同市场容量分配和对应收益,结果说明与同一抽水蓄能电站在传统计划调度 模式下的日均经济效益更高。本发明的优化竞价方法使抽水蓄能电站拥有更多的参与自主权 和获利空间。
综上所述,本发明竞价方法考虑了电价不确定性的风险,对市场中的电价进行预测,为 抽水蓄能电站跟踪市场动态,提前制定运营策略提供了技术支撑和辅助决策参考方案。本发 明方法通过建立抽水蓄能电站参与电量市场和辅助服务市场的风险收益模型,充分发挥抽水 蓄能的资源灵活性,实现电能量市场和辅助服务市场的最优容量分配,在缓冲风险的同时将 收益最大化。
上述具体实施方式用来解释说明本发明,而不是对本发明进行限制,在本发明的精神和 权利要求的保护范围内,对本发明做出的任何修改和改变,都落入本发明的保护范围。
Claims (8)
1.一种适用于抽水蓄能电站的多类型电力市场联合竞价方法,其特征在于,包括如下步骤:
(1)根据各个交易时段的负荷、发电富余容量、电价信息等历史数据对发电上网电价进行预测;所述发电上网电价用一概率密度函数来描述;
(2)采用蒙特卡洛抽样法根据一天中每个时段估计的电价概率密度函数生成M个电价预测场景,并利用K-means聚类场景削减方法将其削减为N个典型场景;基于N个典型场景,建立CVaR风险模型以度量市场电价不确定性导致的风险,完成电价预测;
(3)根据电能量收益、调频收益和CVaR风险构建目标函数;
(4)设定发电/抽水率约束、库容约束、发电/抽水/调频功率与库容容量之间的数量关系约束和CVaR相关约束;
(5)根据步骤(3)设定的目标函数和步骤(4)设定的约束条件,建立抽水蓄能电站参与电量市场和辅助服务市场的风险收益模型;
(6)利用CPLEX求解器求解步骤(5)建立的风险收益模型,得到生产模拟结果;若有解,即获得抽水蓄能电站在一个优化周期内各时段的抽水容量、发电容量、调频容量和参与市场获得的收益,得到经济性最优的竞价策略。
6.根据权利要求1所述的适用于抽水蓄能电站的多类型电力市场联合竞价方法,其特征在于,所述发电/抽水/调频功率与库容容量之间的数量关系约束如下式:
Vi+1=Vi-Pi e·α/η1-Pi re·0.5α/η2+Di·α·η2+Pi rd·0.5α·η2
式中,α是抽水蓄能发电或者抽水转化为库容的系数,η1为抽水蓄能抽水过程损耗率,η2为抽水蓄能抽发电过程损耗率。
7.根据权利要求1所述的适用于抽水蓄能电站的多类型电力市场联合竞价方法,其特征在于,所述发电/抽水率约束表达式如下:
Pi e·Di=0,Pi e+Di≥0
Pmin≤Pi e+Pi re≤Pmax
0≤Di+Pi rd≤Dmax
Pi re·Pi rd=0,Pi re+Pi rd≥0
Di·Pi re=0
Pi e·Pi rd=0
Pi e,Di,Pi rd,Pi re≥0
Pi re≤εPmax
Pi rd≤εDmax
式中Pmin是抽蓄机组最小发电出力,Pmax是抽蓄机组最大发电出力,Dmax是抽蓄机组最大抽水容量,ε是抽蓄机组参与调频市场的容量上限比例。
8.根据权利要求1所述的适用于抽水蓄能电站的多类型电力市场联合竞价方法,其特征在于,所述库容约束表达式如下:
V1=V24
Vmin≤Vi≤Vmax
式中,Vi表示时段i的库容,Vmin表示最小库容,Vmax表示最大库容。
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