Optimal Battery Storage Participation in European Energy and Reserves Markets
Optimal Battery Storage Participation in European Energy and Reserves Markets
复制标题
欧洲能源和储备市场的最佳电池存储参与
作者：
Kristina Pandžić;I. Pavić;I. Androcec;H. Pandžić
电池储能正成为现代电力系统中的重要资产。考虑到市场价格和电池存储特性，备用供应是此类资产的诱人游戏场。本文旨在填补差距的数学严谨的模型，并将其应用于现有的和未来的欧洲电力市场设计。本文提出了一个双层模型，研究了蓄电池作为价格接受者，备用容量和激活市场作为价格制定者参与日前能源市场的最优策略。它使用精确的电池充电模型来可靠地表示现实生活中锂离子电池存储的行为。利用Karush-Kuhn-Tucker最优性条件将双层模型转化为混合整数线性规划问题。该案例研究使用了德国市场储备容量、激活成本和数量的真实数据。在底层问题中，储量激活量和激活价格由一组可信的场景建模。最后，进行了敏感性分析，了解电池储能投标价格在多大程度上影响其整体利润。
Battery energy storage is becoming an important asset in modern power systems. Considering the market prices and battery storage characteristics, reserve provision is a tempting play fields for such assets. This paper aims at filling the gap by developing a mathematically rigorous model and applying it to the existing and future electricity market design in Europe. The paper presents a bilevel model for optimal battery storage participation in day-ahead energy market as a price taker, and reserve capacity and activation market as a price maker. It uses an accurate battery charging model to reliably represent the behavior of real-life lithium-ion battery storage. The proposed bilevel model is converted into a mixed-integer linear program by using the Karush–Kuhn–Tucker optimality conditions. The case study uses real-life data on reserve capacity and activation costs and quantities in German markets. The reserves activation quantities and activation prices are modeled by a set of credible scenarios in the lower-level problem. Finally, a sensitivity analysis is conducted to comprehend to what extent do battery storage bidding prices affect its overall profit.