CHEN Meisen, LIU Wenbin, WANG Liangyuan, et al. Seller-side Flexible Electricity Trading Strategy of Wind Power Based on Listed Transaction Mode[J]. Modern Electric Power, 2019, 36(1): 1-7.
Citation: CHEN Meisen, LIU Wenbin, WANG Liangyuan, et al. Seller-side Flexible Electricity Trading Strategy of Wind Power Based on Listed Transaction Mode[J]. Modern Electric Power, 2019, 36(1): 1-7.

Seller-side Flexible Electricity Trading Strategy of Wind Power Based on Listed Transaction Mode

More Information
  • Published Date: March 20, 2019
  • With the increasing of the wind power, more and more wind farms connect to the grid, then more wind farms will participate in competition on the electricity market as market subjects. In the contract electricity market, seller-side flexible electricity contract can be used to avoid fluctuating risk of day-ahead market price and the prediction error for long term power of wind power. In the listed transaction mode, the no-arbitrage pricing theory and incentive for the buyer are applied to determine reasonable contract price. In addition, comprehensive income of day-ahead market is obtained according to probability distribution of day-ahead clearing price. And the optimal seller-side flexible electricity contract can be presented with the objective of maximum revenue of contract market and comprehensive day-ahead market. In the end, the influence of each factor on the proposed contract is analyzed. The results show that the best seller-side flexible electricity contract can be presented according to the risk tolerance capacity and profit level.
  • GAO Yunlong, PAN Jinyan, JI Guoli, et al. A time-series modeling method based on the boosting gradient-descent theory[J]. Science China: Technological Sciences, 2011, 54(5): 13251337.
    邵成成, 王锡凡, 王秀丽,等. 考虑风电的电力联营市场日前出清模型[J]. 电力系统自动化, 2014, 38(13):4550.
    SHAO Chengcheng, WANG Xifan, WANG Xiuli, et al. An electricity market clearing model for day-ahead pool market considering wind power[J]. Automation of Electric Power Systems, 2014, 38(13):4550.
    江岳文, 林小雨. 计及计划内偏差和风速分布的风电场商日前市场竞标研究[J]. 电工电能新技术, 2016, 35(4):3542.
    JIANG Yuewen, LIN Xiaoyu. Bidding strategy based on allowable deviation and speed distribution for wind farm owners[J]. Advanced Technology of Electrical Engineering & Energy, 2016, 35(4):3542.
    张海峰, 吴江, 高峰,等. 基于机会约束规划的风电商日前市场竞标策略[J]. 电力系统自动化, 2012, 36(13):6771.
    ZHANG Haifeng, WU Jiang, GAO Feng, et al. Bidding strategy based on chance-constrained programming for wind power producers[J]. Automation of Electric Power Systems, 2012, 36(13):6771.
    夏叶, 康重庆, 陈天恩,等. 电力用户参与风电消纳的日前市场模式[J]. 电力系统自动化, 2015, 39(17):120126.
    XIA Ye, KANG Chongqing, CHEN Tianen, et al. Day-ahead market mode with power consumers participation in wind power accommodation[J]. Automation of Electric Power Systems, 2015, 39(17): 120126.
    聂艳丽. 电力市场中供电企业购电决策及风险管理的研究[D]. 北京: 华北电力大学, 2005.
    刘伟佳, 尚金成, 周文玮,等. 基于多重分形理论的电力市场风险价值评估[J]. 电力系统自动化, 2013, 37(7):4854.
    LIU Weijia, SHANG Jincheng, ZHOU Wenwei, et al. Evaluation of value-at-risk in electricity markets based on multifractal theory[J]. Automation of Electric Power Systems, 2013, 37(7):4854.
    WU Z, WANG X, Hou F, et al. A risk management strategy for a wind power producer based on bilateral contracts[C]// International Conference on Electric Utility Deregulation and Restructuring and Power Technologies. IEEE, 2016:8286.
    肖云鹏, 王锡凡, 王秀丽,等. 基于卖方灵活电力合约的风电合同交易机制[J]. 电力系统自动化, 2016, 40(5): 3844.
    XIAO Yunpeng, WANG Xifan, WANG Xiuli, et al. A wind power contract trading mechanism based on seller-side flexible electricity contract[J]. Automation of Electric Power Systems, 2016, 40(5): 3844.
    郑亚先, 武泽辰, 王秀丽,等. 基于卖方灵活电力合约的风电中长期交易策略[J]. 电力建设, 2016, 37(12):128133.
    ZHENG Yaxian, WU Zechen, WANG Xiuli, et al. A wind power long-term trading strategy based on seller-side flexible electricity contract[J]. Electric Power Construction, 2016, 37(12):128133.
    贵州能源监管办. 贵州省电力市场交易规则[EB/OL].(2016-6-21)[2017-6-20].http://www.cec. org.cn/zhengcefagui/2016-06-22/154597.html.
    BJORGAN R, SONG H, LIU C C, et al. Pricing flexible electricity contracts[J]. IEEE Transactions on Power Systems, 2000, 15(2):477482.
    PALAMARCHUK S. Dynamic programming approach to the bilateral contract scheduling[J]. Generation Transmission & Distribution Iet, 2010, 4(2):211220.
    任震, 黄福全, 黄雯莹,等. 电力市场中的发电厂投标组合策略[J]. 电力系统自动化, 2002, 26(2):1417.
    REN Zhen, HUANG Fuquan, HUANG Wenying,et al. Bidding strategy for power plant in multi-electrici-
    ty markets[J]. Automation of Electric Power Systems, 2002, 26(2):1417.
    王栋, 方日升, 温步瀛,等. 基于均值-CVaR-熵的大用户购电组合优化模型研究[J]. 电网与清洁能源, 2016, 32(9):3338.
    WANG Dong, FANG Risheng, WEN Buying, et al. Portfolio optimization model based on the mean-CVar-entropy for direct power purchase by large consumers[J]. Power System & Clean Energy, 2016, 32(9):3338.
    王辉, 尚金成, 文福拴. 联合采用下偏差和信息熵描述风险的动态购电策略[J]. 电力自动化设备, 2013, 33(12):5157.
    WANG Hui, SHANG Jincheng, WEN Fushuan, et al. Dynamic electricity purchasing strategy with risk characterized by lower deviation and information entropy[J]. Electric Power Automation Equipment, 2013, 33(12):5157.
    刘刚, 马光文, 陈仕军. 基于电价波动率的现货电价风险度量研究[J]. 水电能源科学, 2015(10):195198.
    LIU Gang, MA Guangwen, CHEN Shijun. Risk measurement research of spot electricity price based on price volatility[J]. International Journal Hydroelectric Energy,2015(10):195198.
    王蓓蓓, 刘小聪, 李扬. 面向大容量风电接入考虑用户侧互动的系统日前调度和运行模拟研究[J]. 中国电机工程学报, 2013, 36(22):3544.
    WANG Beibei, LIU Xiaocong, LI Yang. Day-ahead generation scheduling and operation simulation considering demand response in large-capacity wind power integrated systems[J]. Proceedings of the CSEE, 2013, 36(22):3544.
  • Cited by

    Periodical cited type(4)

    1. 何蕾,包铁,刘闯,刘凌杰,吕醒强. 可再生能源年度合同电量优化分解及滚动修正算法. 电力系统及其自动化学报. 2021(11): 56-65 .
    2. 黄远明,陈青,韦薇,吴明兴,谢敏,段秦刚,刘明波. 考虑风-储参与直接交易的中长期-现货市场物理交割建模及快速求解算法. 电力建设. 2020(01): 55-63 .
    3. 周琳,付学谦,刘硕,李国栋,曾丹. 促进新能源消纳的综合能源系统日前市场出清优化. 中国电力. 2019(11): 9-18 .
    4. 常春燕,刘广成. 数据挖掘在零售电商交易风险预测中的应用. 电脑知识与技术. 2019(35): 1-2+5 .

    Other cited types(3)

Catalog

    Article views (297) PDF downloads (96) Cited by(7)

    /

    DownLoad:  Full-Size Img  PowerPoint
    Return
    Return