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计及电价风险的负荷聚合商双层优化购电策略

喻滨 林健 吴文洁 马雨彤 王玲玲 蒋传文

分布式能源2025,Vol.10Issue(1):43-52,10.
分布式能源2025,Vol.10Issue(1):43-52,10.DOI:10.16513/j.2096-2185.DE.(2025)010-01-0043-10

计及电价风险的负荷聚合商双层优化购电策略

Bi-Level Optimizing Power Purchase Strategies for Load Aggregators Considering Electricity Price Risks

喻滨 1林健 1吴文洁 1马雨彤 2王玲玲 2蒋传文2

作者信息

  • 1. 英大长安保险经纪有限公司上海分公司,上海市 浦东新区 200120
  • 2. 电力传输与功率变换控制教育部重点实验室(上海交通大学),上海市 闵行区 200240
  • 折叠

摘要

Abstract

With the continuous growth of the proportion of renewable energy and the increasingly significant peak-valley difference in the load center grid,the development and utilization of distributed resources has become a research hotspot,which promotes the emergence of new entities such as producers and consumers and load aggregators.In view of the different optimization objectives of each stakeholder,this paper constructed a bi-level optimization model with the load aggregator as the electricity seller to participate in the electricity market.Firstly,the demand response mechanism of producers was introduced to form the master-slave game framework,and Karush-Kuhn tucker(KKT)conditions were used to integrate the lower level goals and constraints of the two-level model to the upper level to achieve a unified solution.Secondly,the conditional value at risk(CVaR)method was introduced to quantify the risk impact of electricity price uncertainty on the power purchasing strategy of load aggregators.Finally,the empirical example analysis shows that the mechanism can effectively encourage the user side adjustable resources to participate in the flexibility adjustment of the system,and promote the win-win cooperation pattern between the load aggregator and the producer and consumer.

关键词

负荷聚合商/产消者/主从博弈/Karush-Kuhn tucker(KKT)/条件风险价值(CVaR)

Key words

load aggregator/producer and consumer/master-slave game/Karush-Kuhn tucker(KKT)/conditional value at risk(CVaR)

分类

能源与动力

引用本文复制引用

喻滨,林健,吴文洁,马雨彤,王玲玲,蒋传文..计及电价风险的负荷聚合商双层优化购电策略[J].分布式能源,2025,10(1):43-52,10.

基金项目

英大长安保险经纪有限公司上海分公司科研项目(大规模新能源市场交易风险评估及保障机制研究) This work is supported by Science and Technology Project of Shanghai Branch of Yingda Changʹan Insurance Brokers Co.,Ltd.(Research on Risk Assessment and Protection Mechanism for Large-Scale New Energy Market Transactions) (大规模新能源市场交易风险评估及保障机制研究)

分布式能源

2096-2185

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