Uniform and complex bids for demand response and wind generation scheduling in multi-period linked transmission and distribution markets
Uniform and complex bids for demand response and wind generation scheduling in multi-period linked transmission and distribution markets
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多时段联动输配电市场需求响应和风电调度的统一复杂投标
DOI：
10.1109/cdc.2011.6161249
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发表时间：
2011
期刊：
影响因子：
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通讯作者：
Justin M. Foster
中科院分区：
文献类型：
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作者：
M. Caramanis;Justin M. Foster
目前，为美国70%的负荷提供服务的电力市场在特定时期的统一价格-数量投标（UPQB）上运行。然而，UPQB导致许多多期市场参与者的效用表现不佳。UPQB只有在随时间可加分离的限制条件下才能充分表示消费效用。事实上，对于新兴的智能电网支持的灵活需求（具有类似存储的特征，如EV电池充电和HVAC），可加性分离性条件尤其不真实。我们认为，这种类型的灵活需求表现出与特定时期的状态变量（例如电池充电状态）相关的消费效用，其动态是过去消费轨迹的函数。我们还主张，风力发电不应只计入其能源投标;它还应收取独立系统运营商（ISO）必须采购的增量储备，以确保系统的完整性，以应对基于波动性风力输出预测的投标。适当的借记和收费率等于共同优化能源和储备成本所产生的市场清算价格。我们认为，灵活的需求和风电场参与日前提交UPQB市场的动力，自我调度的基础上，能源和储备清算价格轨迹预测。由于实际结算价格可能与自调度中使用的预测有很大差异，如果将实际结算价格用作下一次预测，则很容易导致振荡行为。然而，一个更平滑的价格预测更新过程可以导致纳什均衡。本文的贡献是建议的易处理的复杂的投标规则，（一）允许市场参与者，以揭示他们真正的跨时间效用的消费和他们的净收入从风力发电，和（ii）使市场运营商计算实际的纳什均衡在一个单一的解决方案的市场出清算法。最后通过算例说明了复杂投标规则的易处理性和合理性。
Power markets serving 70% of US load operate today on period-specific uniform price-quantity bids (UPQBs). However, UPQBs result in a poor representation of utility accruing to many multi period market participants. UPQB can adequately represent utility of consumption only under the restrictive condition that it is additively separable over time. In fact, the additive separability condition is particularly untrue for emerging smart-grid-enabled flexible demands with storage-like characteristics such as EV battery charging and HVAC. We claim that such types of flexible demand exhibit a utility of consumption related to a period-specific state variable - e.g. the battery charge state - whose dynamics are a function of past consumption trajectories. We also claim that wind generation should not be only credited for its energy bids; it should be also charged for the incremental reserves that the Independent System Operator (ISO) must procure to secure system integrity against bids based on volatile wind output forecasts. Appropriate debiting and charging rates equal the market clearing prices resulting from co-optimizing energy and reserve costs. We argue that flexible demand and wind farms that participate in the day-ahead market by submitting UPQBs are motivated to self-dispatch on the basis of energy and reserve clearing price trajectory forecasts. Since actual clearing prices may differ significantly from the forecasts used in the self-dispatch, oscillatory behavior can easily result if actual clearing prices are used as the next forecast. Nevertheless, a smoother price forecast updating process can lead towards Nash Equilibrium. The paper's contribution is the proposal of tractable complex bid rules that (i) allow market participants to reveal their true inter temporal utility of consumption and their net revenue from wind generation, and (ii) enable the market operator to compute the actual Nash equilibrium in a single solution of the market clearing algorithm. The tractability and reasonableness of the complex bid rules are demonstrated through numerical examples.