论文标题
在哪里销售灵活性?工业能源系统在平衡功率,日前和连续的盘中电力市场中的最佳参与
Where to Market Flexibility? Optimal Participation of Industrial Energy Systems in Balancing-Power, Day-Ahead, and Continuous Intraday Electricity Markets
论文作者
论文摘要
挥发性可再生生成的份额不断增长,增加了电网中灵活性的需求。工业能源系统可以通过参与连续的盘中,日前或平衡功率市场来提供灵活的能力。因此,工业能源系统面临着在哪里推销其灵活能力的问题。在这里,我们提出了一种将连续盘中市场交易整合到柔性工业能源系统的多市场优化的方法。为了估算盘中市场收入,我们采用期权价格理论。随后,多阶段随机优化决定了优化的招标策略,并分配了柔性能力。该方法应用于多能系统的案例研究,该案例研究表明,在所有三个考虑的市场中,协调的招标降低了最大的成本。对日内市场波动的灵敏度分析揭示了市场偏好的变化,从而强调了对多市场优化的需求。提出的方法为短期电力和平衡功率市场提供了实用的决策支持工具。
The rising share of volatile renewable generation increases the demand for flexibility in the electricity grid. Flexible capacity can be offered by industrial energy systems through participation on either the continuous intraday, day-ahead, or balancing-power markets. Thus, industrial energy systems face the problem of where to market their flexible capacity. Here, we propose a method to integrate trading on the continuous intraday market into a multi-market optimization for flexible industrial energy systems. To estimate the intraday market revenues, we employ option-price theory. Subsequently, a multi-stage stochastic optimization determines an optimized bidding strategy and allocates the flexible capacity. The method is applied to a case study of a multi-energy system showing that coordinated bidding in all three considered markets reduces cost most. A sensitivity analysis for the intraday market volatility reveals changing market preferences, thus emphasizing the need for multi-market optimization. The proposed method provides a practical decision-support tool in short-term electricity and balancing-power markets.