论文标题
保险合同设计以增加电力市场的存储参与
An Insurance Contract Design to Boost Storage Participation in the Electricity Market
论文作者
论文摘要
储能技术是在增加间歇性可再生生成量的情况下提高网格灵活性的关键。我们提出了一份保险合同，可适当补偿存储系统以提供灵活性。这样的合同为这些系统提供了更广泛的市场机会，同时还激励了网格中更高的可再生渗透。我们考虑一个日益投放的市场，其中包括可再生能源和存储所有者在内的发电机将计划在下一个运营中进行。由于生产不确定性，可再生发电机可能无法满足其日期生产计划，因此受到罚款。作为对这些罚款的对冲，我们提出了可再生生产商和存储所有人之间的保险合同，其中存储保留在可再生不足的情况下使用的一些能量。我们表明，这种合同激励可再生的玩家提高出价，从而增加了可再生能源参与电力组合。它还为存储所有者提供了额外的收入来源，这些存储所有者可能在日前的市场中纯粹是基于套利的策略而盈利的。此外，我们证明该合同对两位球员都对经济有益。我们通过两个案例研究来验证我们的分析。
Energy storage technologies are key to improving grid flexibility in the presence of increasing amounts of intermittent renewable generation. We propose an insurance contract that suitably compensates energy storage systems for providing flexibility. Such a contract provides a wider range of market opportunities for these systems while also incentivizing higher renewable penetration in the grid. We consider a day-ahead market in which generators, including renewables and storage owners, bid to be scheduled for the next operating day. Due to production uncertainty, renewable generators may be unable to meet their day-ahead production schedule, and thus be subject to a penalty. As a hedge against these penalties, we propose an insurance contract between a renewable producer and a storage owner, in which the storage reserves some energy to be used in case of renewable shortfalls. We show that such a contract incentivizes the renewable player to bid higher, thus increasing renewable participation in the electricity mix. It also provides an extra source of revenue for storage owners that may not be profitable with a purely arbitrage-based strategy in the day-ahead market. Further, we prove this contract is economically beneficial for both players. We validate our analysis through two case studies.
