电力建设2024，Vol.45Issue(5)：150-158,9.DOI:10.12204/j.issn.1000-7229.2024.05.015
考虑电力现货市场风险的抽水蓄能电站竞价策略
Bidding Strategies of Pumped Storage Power Station Considering the Risk of Electricity Spot Market
摘要
Abstract
With the continuous development and improvement of Chinese electricity market,pumped storage power plants will face complex price mechanisms and transaction risks when participating in the electricity spot market.In order to protect the revenue of pumped storage power station,an optimization model of pumped storage bidding strategy considering the risks of the electricity spot market is proposed.Firstly,the price mechanism and transaction risk of pumped storage in electricity market are studied.Secondly,based on the conditional risk value,the risk of participating in the electricity spot market is quantified,and the risk-return matching mechanism is established.Based on electricity price prediction clustering to generate typical electricity price scenarios,a bidding strategy for pumped storage power stations to participate in spot-auxiliary service collaborative market considering risk factors is proposed.Finally,the influence of different risk preference levels and electricity price scenarios on the revenue of pumped storage power station is analyzed with examples.The results of the example show that the bidding strategy can stabilize the income fluctuation in different market scenarios and effectively avoid the risk of market price fluctuation.It can provide decision support for the pumped storage power station to participate in the bidding and capacity allocation strategy of the electric energy and auxiliary service market,and make the power station income more stable.关键词
抽水蓄能电站/电力现货市场/价格机制/风险量化/竞价策略Key words
pumped storage power station/electricity spot market/price mechanism/risk quantification/bidding strategy分类
信息技术与安全科学引用本文复制引用
丁红坚,辛诚,李沐阳,栗奕博,曾鸣,陈洁,张晓春..考虑电力现货市场风险的抽水蓄能电站竞价策略[J].电力建设,2024,45(5):150-158,9.基金项目
This work is supported by the Science and Technology Project of State Grid Corporation of China(No.1400-202256251A-1-1-ZN). 国家电网公司科技项目(1400-202256251A-1-1-ZN) （No.1400-202256251A-1-1-ZN）
