Pricing real-time stochastic storage operations
Pricing real-time stochastic storage operations
复制标题
实时随机存储操作定价
DOI：
10.1016/j.epsr.2022.108606
复制
发表时间：
2022
影响因子：
3.9
通讯作者：
Tong, Lang
中科院分区：
文献类型：
--
作者：
Chen, Cong;Tong, Lang
考虑了在需求和发电随机性下的实时市场中的蓄能发电定价问题。一个基于随机滚动窗口调度模型制定的实时市场，包括传统的发电机，公用事业规模的存储，和分布式能源资源聚合器。我们发现，统一的定价机制需要歧视性的市场外的提升，使结算下的位置边际定价（LMP）歧视。它还表明，时间位置边际定价（TLMP），增加了不均匀的影子价格的斜坡和国家的收费LMP消除了市场外的隆起的需要。在TLMP下，还为价格接受参与者制定了真实的投标激励措施。收入充足性和隆起的数值模拟评估。
Pricing storage operation in the real-time market under demand and generation stochasticities is considered. A scenario-based stochastic rolling-window dispatch model is formulated for the real-time market, consisting of conventional generators, utility-scale storage, and distributed energy resource aggregators. We show that uniform pricing mechanisms require discriminative out-of-the-market uplifts, making settlements under locational marginal pricing (LMP) discriminative. It is also shown that the temporal locational marginal pricing (TLMP) that adds nonuniform shadow prices of ramping and state-of-charge to LMP removes the need for out-of-the-market uplifts. Truthful bidding incentives are also established for price-taking participants under TLMP. Revenue adequacy and uplifts are evaluated in numerical simulations.