Risk- and variance-aware electricity pricing
Risk- and variance-aware electricity pricing
复制标题
具有风险和差异意识的电价
DOI：
10.1016/j.epsr.2020.106804
复制
发表时间：
2020
影响因子：
3.9
通讯作者：
Dvorkin, Yury
中科院分区：
文献类型：
--
作者：
Mieth, Robert;Kim, Jip;Dvorkin, Yury
随机可再生能源的推广破坏了电力系统和市场运行的效率。本文提出了一种内部化RES随机性的电价推导方法。我们利用机会约束的交流最优潮流（CC AC- opf）模型，该模型对RES不确定性具有鲁棒性，并且还意识到系统状态变量的结果可变性（方差）。利用二次对偶理论，推导并分析了内化系统极限违约风险和系统状态变量方差的能源和平衡储备价格。我们在IEEE 118节点测试平台上比较了风险感知和方差感知的价格。
The roll-out of stochastic renewable energy sources (RES) undermines the efficiency of power system and market operations. This paper proposes an approach to derive electricity prices that internalize RES stochasticity. We leverage a chance-constrained AC Optimal Power Flow (CC AC-OPF) model, which is robust against RES uncertainty and is also aware of the resulting variability (variance) of the system state variables. Using conic duality theory, we derive and analyze energy and balancing reserve prices that internalize the risk of system limit violations and the variance of system state variables. We compare the risk- and variance-aware prices on the IEEE 118-node testbed.