A Game-Theoretic Analysis of Wind Generation Variability on Electricity Markets
A Game-Theoretic Analysis of Wind Generation Variability on Electricity Markets
复制标题
风力发电对电力市场变化的博弈论分析
DOI：
10.1109/tpwrs.2014.2306192
复制
发表时间：
2014
影响因子：
6.6
通讯作者：
T. Alpcan
中科院分区：
文献类型：
--
作者：
D. Chattopadhyay;T. Alpcan
在澳大利亚国家电力市场（NEM）这样的纯能源市场中，风力发电的变化可能会给现有发电商带来重大的收入不确定性，并大幅增加零售商面临的价格风险。本文提出了一个古诺博弈模型，正式分析如何高波动性的风力发电在集中的能源市场可以提高高峰/肩膀期间（通常低风力发电）的价格，以抵消在非高峰期间（高风力发电）的收益。围绕古诺博弈的蒙特卡罗模拟制定为一个跨时间的非线性优化问题，以评估这些问题。该模型是为澳大利亚NEM的南澳大利亚地区实施的，该地区近年来风力发电量增长迅速。模型结果支持近年来在该地区观察到的一些现货定价行为。这些发现对间歇性发电渗透率高的情况下纯能源市场的功效有重大影响。
Wind generation variability in an energy-only market such Australian National Electricity Market (NEM) can create significant revenue uncertainties for incumbent generators and substantially increase price risks faced by retailers. This paper presents a Cournot game model to formally analyze how high volatility of wind generation in a concentrated energy-only market can raise the peak/shoulder period (of typically low wind generation) prices to offset the foregone revenue during off-peak periods (of high wind generation). A Monte Carlo simulation around a Cournot game is formulated as an inter-temporal nonlinear optimization problem to assess these issues. The model is implemented for the South Australian zone of the Australian NEM that has experienced high growth in wind generation in recent years. The model results support some of the observed spot pricing behavior in the region in recent years. These findings have significant ramifications for the efficacy of the energy-only market in scenarios with high penetration of intermittent generation.