A Bilevel Model for Participation of a Storage System in Energy and Reserve Markets
A Bilevel Model for Participation of a Storage System in Energy and Reserve Markets
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DOI：
10.1109/tste.2017.2749434
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发表时间：
2018-04-01
影响因子：
8.8
通讯作者：
Rosehart, William D.
中科院分区：
文献类型：
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作者：
Nasrolahpour, Ehsan;Kazempour, Jalal;Rosehart, William D.
我们为商业定价者储能系统开发了一种基于双层互补模型的决策工具，以确定基于池的市场中最有利的交易行为，包括日前（作为联合能源和储备市场）和平衡结算。使用根据前一天的可用预测生成的一组情景，将实时净负荷偏差的不确定性纳入模型中。该储能系统的目标是最大化其预期利润。储能系统的日前产品包括能源和储备承诺（作为辅助服务之一），而其平衡产品是从承诺储备中部署的能源。所提出的模型捕捉了不同市场的相互作用及其对存储系统功能的影响。它还为存储系统提供了对多个市场清算过程的洞察力，并使此类设施能够通过战略性价格和数量报价影响这些市场的结果，以实现自身利益。使用数值研究评估所提出方法的有效性。
We develop a decision-making tool based on a bilevel complementarity model for a merchant price-maker energy storage system to determine the most beneficial trading actions in pool-based markets, including day-ahead (as joint energy and reserve markets) and balancing settlements. The uncertainty of net load deviation in real-time is incorporated into the model using a set of scenarios generated from the available forecast in the day-ahead. The objective of this energy storage system is to maximize its expected profit. The day-ahead products of energy storage system include energy as well as reserve commitment (as one of the ancillary services), whereas its balancing product is the energy deployed from the committed reserve. The proposed model captures the interactions of different markets and their impacts on the functioning of the storage system. It also provides an insight for storage system into clearing process of multiple markets and enables such a facility to possibly affect the outcomes of those markets to its own benefit through strategic price and quantity offers. The validity of the proposed approach is evaluated using a numerical study.