【Applied Energy】面向实时电力市场风险规避报价决策的综合能源生产单元多能流能量管理方法

（1）支撑综合能源生产单元在实时电力市场中进行有效报价的多能流能量管理

（2）准确反映综合能源生产单元中复杂的多能流生产过程的精细化模型

（3）引入熵风险值以提高对市场风险的抵御能力

（4）新型的计算方法时间加速比可达到50倍 

建立了综合能源生产单元中复杂多能流生产过程的精细化模型，通过引入折扣平均熵风险值提高综合能源生产单元的对市场风险抵御能力；提出报价策略制定方法，最大化综合能源生产单元在期望点中标的概率；提出基于不确定量解耦的新型求解算法，计算时间比常见方法显著降低。

Transforming a coal-fired power generation unit into a so-called integrated energy production unit (IEPU) is considered a promising low-carbon technology. An IEPU produces not only “greener” electricity but also hydrogen and natural gas by capturing carbon emissions from its coal-fired unit. Moreover, an IEPU has an enhanced capacity to adjust its electricity output, i.e., it has better flexibility, and can play a significant role in real-time electricity market (RTM) by trading its flexibility to recover its initial outlay. However, because of the complicated production process and temporal coupling constraint, it is challenging to effectively manage the multi-energy production of IEPU to reach its RTM offering strategy. To solve this problem, this work proposes a novel risk-averse multi-energy management method for effective offering strategy of the IEPU in the RTM. This multi-energy management process comprises three phases. In the first phase, a novel distributionally robust optimal self-scheduling IEPU model is established to determine its desired operating point, which has the best expected profit. This model accurately captures the complicated multi-vector energy production process and leverages the discounted mean entropic value-at-risk to improve the IEPU’s ability to withstand risks with an acceptable economic compromise. A novel uncertainty decoupling algorithm is also proposed to improve computational efficiency. In the second phase, an offering strategy making method is proposed to maximize the probability of IEPU winning bids at the desired point. In the third phase, a post-clearing IEPU scheduling method is proposed to ensure that the IEPU operates following the winning bid power. Case studies demonstrate that the proposed method enables the IEPU operator to participate in the RTM at its desired operating point at the maximum probability, with properly balanced profit and risk. Additionally, the proposed solution algorithm is verified to significantly accelerate the computation process, thus enhancing the practicality of this multi-energy management method for the RTM participant, who often faces a strict time constraint in decision-making.

Keywords

Integrated energy production unit

Mean entropic value-at-risk

Multi-energy management

Offering strategy

Distributionally robust optimization

Real-time electricity market

通信作者简介：

李正烁：山东大学电力系统研究所所长，教授，博士生导师、齐鲁青年学者，小米青年学者，电网智能化调度与控制教育部重点实验室副主任，IEEE Transactions on Power Systems编辑，CSEE JPES青年编辑，中国电机工程学会、中国电工技术学会和IEEE高级会员。2011年和2016年分别于清华大学获学士和博士学位，获清华优秀博士论文，入选施普林格优秀博士论文丛书；美国阿贡国家实验室和加州大学伯克利分校访问学者，2019年入职山东大学电气工程学院。主要研究方向为电力和综合能源系统优化调度、电力市场等。主持和参与国家和省部级重要科研项目课题10余项，发表SCI和EI论文120余篇，专著2部，引用4000余次，连续入选全球前2％顶尖科学家全球年度科学影响力排行榜，入选中国电机工程学会青年人才托举工程，获IEEE PES PCCC优秀青年工程师奖和《IEEE Transactions on Power Systems》杰出论文奖等多个奖项；授权国际国内发明专利30余项。培养学生曾获得IEEE电力与能源学会杰出学生奖、山东大学校长奖学金等荣誉。

第一作者简介：

李懿鑫：硕士研究生，山东大学电气工程学院，研究方向为综合能源和电力市场。

本期小编：冯玉鹏；       审核人：李正烁

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