基于竞价算法的能源市场优化风电交易研究

Research on energy market optimization of wind power trading based on bidding algorithm

  • 摘要: 在能源和监管市场中,风力发电交易为监管储备系统的安全性提供了保障。能源市场和管制市场的竞价可以通过市场的随机优化过程来计算。分析了能源与储备市场的价格比率对电力市场收入的影响。当上调电价低于目前的能源价格时,该算法将算出两个市场竞价中最优的收益。当调节价格超过或等于目前能源市场价格时,只对当前目标函数的调节市场中的能源进行竞价。当监管价格高于目前水平时,只在监管市场上以当前的目标函数出价。由于辅助服务价格高于计划能源,因此需要一个更通用的目标函数和市场条件的约束条件。为了在市场上使用联合竞价算法,必须针对这些特定的市场条件进行优化,并且为市场设计一个更广泛的算法,以根据这些输入调整其性能。

     

    Abstract: In energy and regulatory markets, trading wind power provides security for regulated reserve systems.Bidding in energy markets and regulated markets can be calculated through a stochastic optimization process of the market. Based on this, this paper analyzes the impact of the price ratio of energy and reserve market on electricity market income. Parametric studies show that the algorithm will work out the best payoff in both markets as long as the electricity price increases are lower than current energy prices. When the regulating price exceeds or equals the current energy market price, it only bids on the energy in the regulating market of the current objective function.When the regulated price is higher than the current level, it only bids at the current target function in the regulated market. Since the price of auxiliary services is higher than that of planned energy, this algorithm requires a more general objective function and constraints of market conditions. In order to use the joint bidding algorithm in the market, it must be optimized for these specific market conditions, and a broader algorithm must be designed for the market to adjust its performance based on these inputs.

     

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