Optimal Bidding Strategy of a Strategic Wind Power Producer in the Short-Term Market
Optimal Bidding Strategy of a Strategic Wind Power Producer in the Short-Term Market
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DOI：
10.1109/pesgm.2016.7742004
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发表时间：
2016-07
影响因子：
8.8
通讯作者：
T. Dai;W. Qiao
中科院分区：
文献类型：
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作者：
T. Dai;W. Qiao
风能是一种清洁的可再生能源，正在全球范围内迅速增长。随着风电普及率的提高，系统运营商需要将风电发电商视为策略性发电商，其竞价行为会对区位边际电价产生影响。提出了一个两层随机优化模型来求解短期电力市场中战略风电企业的最优竞价策略。模型的上层问题使风电生产商的利润最大化，而下层问题代表了前一天和实时市场的市场出清过程。模型中的情景描述了需求、风电发电量和战略常规发电商竞价策略中的不确定性。将所选择的最坏情景的条件风险值包括在用于管理由于不确定性引起的风险的目标函数中。利用对偶理论和Karush-Kuhn-Tucker条件，将两层模型转化为一个混合整数线性问题。通过实例分析，验证了该模型的有效性。
Wind energy is a clean and renewable energy source which is rapidly growing globally. As the penetration level of wind power grows, the system operators need to consider wind power producers as strategic producers whose bidding behaviors will have an impact on the locational marginal prices. This paper proposes a bilevel stochastic optimization model to obtain the optimal bidding strategy for a strategic wind power producer in the short-term electricity market. The upper level problem of the model maximizes the profit of the wind power producer, while the lower level problem represents the market clearing processes of both day-ahead and real-time markets. The uncertainties in the demand, the wind power production, and the bidding strategies of the strategic conventional power producers are represented by scenarios in the model. The conditional value at risk of the selected worst scenarios is included in the objective function for managing the risk due to uncertainties. Using the duality theory and Karush-Kuhn-Tucker condition, the bilevel model is transferred into a mixed-integer linear problem. Case studies are performed to show the effectiveness of the proposed model.