A trading method for demand-side resource aggregators considering multi-level spot market clearing

Abstract

The present invention discloses a trading method for a demand-side resource aggregator considering multi-level spot market clearing. The demand-side resource aggregator n anticipates and evaluates the controllable resources of the contracted end-users, participates in the spot market and ancillary service market bidding based on the endowment characteristics of the end-users' controllable resources. The system operator realizes the joint clearing of the day-ahead electricity market and the day-ahead reserve market with the goal of minimizing the system dispatching cost based on the day-ahead bidding curves of multiple entities. After obtaining the day-ahead market clearing results, the demand-side resource aggregator n further evaluates the real-time surplus controllable resources of the end-users to participate in the intra-day balancing market bidding. The system operator aims to reduce the system supply-demand imbalance caused by the uncertainty of new energy and load, and realizes the optimal dispatching of the controllable resources of multiple entities within the system.

Description

Technical Field

[0001] The present invention relates to the field of power systems and their automation, and specifically to a trading method for demand-side resource aggregators considering the clearing of multi-level spot markets. Background Art

[0002] New energy devices such as photovoltaics and wind power, as important links in promoting the construction of the dual-carbon goal and facilitating the low-carbon transformation of the energy system, will show an explosive growth trend. After the installed capacity of new energy accounts for a certain proportion in the power system, there will be important breakthroughs in the supply-demand characteristics, operation mode, and market participation mechanism of the energy system. The lack of real-time adjustable resources in the system, which is difficult to support the safe and stable operation of the power system, may limit the healthy and stable development of China's energy system. It is necessary to further 1) explore the flexible adjustable potential on the terminal user side of the system and efficiently incorporate it into the power grid dispatching system to encourage users to efficiently improve their electricity consumption behavior and fully improve the resource allocation on the supply-demand side; 2) from the market mechanism perspective, supplement and improve the market trading framework, and use a reasonable market competition mechanism and price signal to promote the coordinated control of power sources, grids, loads, and energy storage in the power system.

[0003] The flexibility adjustable resources in the power system are seriously insufficient, and the remaining flexibility adjustment capabilities of the power generation units on the power supply side cannot match the regulation requirements of the new power system. In the context of a mature power market, the number of market players increases, trading demands increase, and the market participation of diversified users has increased significantly. Considering that the load of a single user is small, the adjustable capacity is small, and the impact on the system is small, it is necessary to effectively aggregate distributed users through a third-party entity to provide sufficient adjustment capabilities for the system. At present, how to fully improve the accurate evaluation and efficient integration capabilities of demand-side resource aggregators for distributed terminal users, and use the adjustable resources on the demand side to participate in multi-level and multi-category power markets is a key problem to be solved.

[0004] From the perspective of the design of the spot market mechanism, at present, there is a lack of a perfect connection framework for the day-ahead and intra-day spot markets. How to provide a price signal discovery basis for medium- and long-term power trading and ancillary services based on the real-time balancing price, and use the real-time balancing price to reveal the balancing cost and real-time supply-demand situation of the power system is still a key link. Summary of the Invention

[0005] The purpose of the present invention is to overcome the deficiencies of the prior art and provide a trading method for demand-side resource aggregators considering the clearing of multi-level spot markets, including the following steps:

[0006] The demand-side resource aggregator n anticipates and evaluates the adjustable resources of the signed terminal users to obtain the characteristics of the adjustable resources of the terminal users, and participates in the bidding in the spot market and ancillary service market based on the characteristics of the adjustable resources of the terminal users;

[0007] In the day-ahead market, after all market players complete their bids in the day-ahead spot market, the system operator, aiming to minimize the system dispatching cost based on the day-ahead bidding curves of multiple entities, realizes the joint clearing of the day-ahead market.

[0008] After the day-ahead market is cleared, the demand-side resource aggregator n obtains the real-time surplus adjustable resources of end-users based on the winning bids in the day-ahead main energy market and the day-ahead reserve market, and participates in the intraday balancing market based on the surplus adjustable resources.

[0009] In the intraday balancing market, the system operator mobilizes the upper reserve capacity and lower reserve capacity obtained by multiple market players through bidding in the day-ahead reserve market, as well as the upper regulation power balance resources and lower regulation power balance resources obtained by multiple market players through bidding in the intraday balancing market, aiming to reduce the system supply-demand imbalance caused by the uncertainty of new energy and load, and realizes the optimal dispatching of adjustable resources of multiple entities within the system.

[0010] Furthermore, the prediction and evaluation of the adjustable resources of the contracted users of the demand-side resource aggregator n are carried out using the following formula:

[0011]

[0012]

[0013]

[0014] In the formula, is a 0-1 variable, represents the initial dispatching arrangement of the responsive device i of the contracted user at time t; is the original energy consumption time point of the adjustable device i of user h within the dispatching period.

[0015] Furthermore, the demand-side resource aggregator participates in multi-level market bidding in the day-ahead main energy market, the day-ahead reserve market, and the intraday balancing market based on the adjustable characteristics of the contracted users. Among them, the bidding strategy of the demand-side resource aggregator n participating in the day-ahead spot market bidding is obtained using the following formula:

[0016]

[0017] The constraint conditions are:

[0018]

[0019]

[0020]

[0021]

[0022]

[0023]

[0024]

[0025] Where, π ω is the distribution probability of the power grid operation scenario ω; The day-ahead forecast of user energy demand by the demand-side resource aggregator, the bid amount of the demand-side resource aggregator in the day-ahead main energy market at time t, and the bid amount of the demand-side resource aggregator in the intraday balancing market at time t; are the clearing price of the day-ahead primary energy market, the clearing price of the day-ahead reserve market, and the penalty price for intraday imbalance volume predicted by the demand-side resource aggregator n based on historical data; The bid amount of the upward and downward reserve capacity of the demand-side resource aggregator n in the day-ahead reserve market; The maximum and minimum capacity of the demand-side resource aggregator n in the day-ahead reserve market; Indicates the surplus upward and downward power reported by the demand-side resource aggregator n in the balancing market; For penalty items.

[0026] Furthermore, after the day-ahead market is cleared, the demand-side resource aggregator n obtains the real-time surplus controllable resources of the end user based on the winning bids in the day-ahead primary energy market and the day-ahead reserve market. Based on the surplus controllable resources, it participates in the intraday balancing adjustment market. Its market participation strategy adopts the following formula:

[0027]

[0028] The constraints are:

[0029]

[0030]

[0031]

[0032] Where, The real-time deviation assessment penalty price for demand-side resource aggregator n; is the deviation amount of demand-side resource aggregator within n days; The subsidy price for the demand-side resource aggregator n to participate in the upward and downward regulation of the power grid in the balancing market.

[0033] Furthermore, after the bidding in the day-ahead market for various types of market entities ends, the system operator aims to minimize the system dispatching cost and realizes the joint clearing of the day-ahead market by using the following formula:

[0034]

[0035] In the formula, it is assumed that there are a total of G thermal power units participating in the bidding in the day-ahead main energy market and the reserve market. is a multi-segment linear increasing function with multiple output intervals and its bidding price for thermal power unit g∈G in the day-ahead main energy market bidding. is the output curve declared by thermal power unit g in the day-ahead market. is the subsidy price per unit of reserve for thermal power unit g in the day-ahead capacity market bidding. are the upward reserve capacity and downward reserve capacity for thermal power unit g∈G in the day-ahead capacity market bidding.

[0036] The beneficial effects of the present invention are as follows: The beneficial effects of the present invention are: 1) It proposes to establish a flexible and adjustable load state perception model for the demand-side resource aggregator, realizing real-time perception of the adjustable resources of distributed users with numerous points, wide coverage, and small quantities. The demand-side resource aggregator can participate in multi-level market bidding based on the load adjustable capacity to meet the profit requirements of the demand-side resource aggregator and its contracted users.

[0037] 2) In the day-ahead main energy market and the reserve market, it proposes a bidding and competitive strategy model for the demand-side resource aggregator to aggregate the adjustable resources of the contracted end-users to participate in the day-ahead electricity energy market and the day-ahead reserve market. The system operator further realizes the unified clearing of the day-ahead main energy market and the ancillary service joint market based on the bidding results of multiple market entities, provides clear price signals for the day-ahead spot market, and formulates a reasonable day-ahead unit dispatching arrangement.

[0038] 3) In the real-time balancing market, considering the clearing results of the day-ahead spot market overall, each demand-side resource aggregator participates in the bidding and competition in the intra-day real-time balancing market based on the surplus balancing resources of the contracted end-users. The system operator can realize the clearing of real-time balancing resources and the dispatching of reserve resources based on the actual system regulation requirements. The efficient connection between the intra-day balancing market and the day-ahead spot market can provide sufficient upward adjustment space for the consumption of new energy when new energy is excessive, provide sufficient load downward adjustment space for the system when the system power supply is insufficient, and can provide more market participation space for the demand-side resource aggregator. BRIEF DESCRIPTION OF THE DRAWINGS

[0039] Figure 1 is a schematic diagram of the multi-level market trading framework and trading process;

[0040] Figure 2 is a schematic diagram of the day-ahead and intra-day market bidding and clearing process;

[0041] Figure 3 Schematic diagram of the day-ahead market clearing result of the embodiment;

[0042] Figure 4 Schematic diagram of the system balancing resources and reserve capacity calling situation of the embodiment. Specific implementation manners

[0043] The technical solution of the present invention will be further described in detail below with reference to the accompanying drawings, but the protection scope of the present invention is not limited to the following description.

[0044] In order to make the purpose, technical solution and advantages of the present invention clearer, the present invention will be further described in detail with reference to the accompanying drawings and embodiments. It should be understood that the specific embodiments described herein are only used to explain the present invention, and are not used to limit the present invention, that is, the described embodiments are only a part of the embodiments of the present invention, rather than all the embodiments. Usually, the components of the embodiments of the present invention described and shown in the accompanying drawings herein can be arranged and designed in various different configurations.

[0045] Therefore, the following detailed description of the embodiments of the present invention provided in the accompanying drawings is not intended to limit the scope of the claimed present invention, but merely represents selected embodiments of the present invention. Based on the embodiments of the present invention, all other embodiments obtained by those skilled in the art without creative efforts belong to the protection scope of the present invention. It should be noted that relational terms such as "first" and "second" are only used to distinguish one entity or operation from another entity or operation, and do not necessarily require or imply any actual relationship or order between these entities or operations.

[0046] Moreover, the term "comprising", "including" or any other variant thereof is intended to cover non-exclusive inclusion, so that a process, method, article or device including a series of elements not only includes those elements, but also includes other elements not expressly listed, or also includes elements inherent to such process, method, article or device. Without further limitation, an element defined by the phrase "including a..." does not exclude the existence of additional identical elements in the process, method, article or device including the element.

[0047] The features and performance of the present invention will be further described in detail below with reference to the embodiments.

[0048] As Figure 1 shown, a trading method for a demand-side resource aggregator considering multi-level spot market clearing includes the following steps:

[0049] The demand-side resource aggregator n anticipates and evaluates the controllable resources of the signed end-users, obtains the characteristics of the end-users' controllable resources, and participates in the spot market and ancillary service market bidding based on the characteristics of the end-users' controllable resources;

[0050] In the day-ahead market, after all market players complete their bidding in the day-ahead spot market, the system operator realizes the joint clearing of the day-ahead market with the goal of minimizing the system dispatching cost based on the day-ahead bidding curves of multiple entities;

[0051] After the day-ahead market is cleared, the demand-side resource aggregator n obtains the real-time surplus controllable resources of the end-users based on the winning bids in the day-ahead main energy market and the day-ahead reserve market, and participates in the intraday balancing market based on the surplus controllable resources;

[0052] In the intraday balancing market, the system operator calls on multiple market players, including the upward reserve capacity and downward reserve capacity obtained through bidding in the day-ahead reserve market, and the upward regulation power balance resources and downward regulation power balance resources obtained through bidding by multiple market players in the intraday balancing market, to achieve the optimal dispatching of the controllable resources of multiple entities within the system with the goal of reducing the system supply-demand imbalance caused by the uncertainty of new energy and load.

[0053] Furthermore, the anticipation and evaluation of the controllable resources of the users signed by the demand-side resource aggregator n adopt the following formula:

[0054]

[0055]

[0056]

[0057] In the formula, is a 0-1 variable, represents the initial scheduling arrangement of the responsive device i of the signed user at time t; is the original energy consumption time point of the adjustable device i of user h within the scheduling period.

[0058] Furthermore, the demand-side resource aggregator participates in the multi-level market bidding of the day-ahead main energy market, the day-ahead reserve market, and the intraday balancing market based on the controllable characteristics of the signed users. Among them, the bidding strategy of the demand-side resource aggregator n participating in the bidding in the day-ahead spot market is obtained by the following formula:

[0059]

[0060] The constraint conditions are:

[0061]

[0062]

[0063]

[0064]

[0065]

[0066]

[0067]

[0068] where π ω is the distribution probability of the power grid operation scenario ω; are the day-ahead prediction volume of the demand-side resource aggregator for the user's energy demand, the bidding volume of the demand-side resource aggregator in the day-ahead main energy market at time t, and the bidding volume of the demand-side resource aggregator in the intraday balancing market at time t; are respectively the clearing price of the day-ahead main energy market, the clearing price of the day-ahead reserve market, and the penalty price of the intraday imbalance volume predicted by the demand-side resource aggregator n based on historical data; is the bidding volume of the demand-side resource aggregator n for the upward reserve and downward reserve capacities in the day-ahead reserve market; are the maximum capacity and minimum capacity for the demand-side resource aggregator n to participate in the bidding in the day-ahead reserve market; represents the surplus upward-regulated electric energy and surplus downward-regulated electric energy declared by the demand-side resource aggregator n in the balancing market; is the penalty term.

[0069] Furthermore, after the day-ahead market clearing, the demand-side resource aggregator n obtains the real-time surplus adjustable resources of the end-users based on the winning bids in the day-ahead main energy market and the day-ahead reserve market, and participates in the intraday balancing regulation market based on the surplus adjustable resources. Its market participation strategy adopts the following formula:

[0070]

[0071] The constraint conditions are:

[0072]

[0073]

[0074]

[0075] where is the real-time deviation assessment penalty price of the demand-side resource aggregator n; is the intraday deviation volume of the demand-side resource aggregator n; It is the subsidy price for the demand-side resource aggregator n to participate in the grid's upward regulation and downward regulation in the balancing market.

[0076] Furthermore, after the day-ahead market bidding of various types of market entities ends, the system operator aims to minimize the system dispatching cost and realizes the joint clearing of the day-ahead market by using the following formula:

[0077]

[0078] In the formula, it is assumed that there are a total of G thermal power units participating in the day-ahead main energy market and reserve market bidding. is a multi-segment linear increasing function with multiple output intervals and its bidding price for the thermal power unit g ∈ G in the day-ahead main energy market bidding. is the output curve declared by the thermal power unit g in the day-ahead market. is the subsidy price per unit of reserve for the thermal power unit g in the day-ahead capacity market bidding. are the upward reserve capacity and downward reserve capacity for the thermal power unit g ∈ G in the day-ahead capacity market bidding.

[0079] Specifically, it includes the load perception and market bidding strategies of the demand-side resource aggregator.

[0080] Real-time status perception of the adjustable load of the demand-side resource aggregator.

[0081] When participating in multiple-level markets, the demand-side resource aggregator needs to predict and evaluate the adjustable characteristics of the signed end-users in advance. By real-time scheduling the controllable devices of the end-users, the demand-side resource aggregator can, while ensuring that the total energy consumption cost of the end-users is relatively small, further serve the regulation demand of the demand-side aggregator. For the typical scenario ω ∈ {1, …, Ω}, to guide the end-users to use energy orderly, the regulation function of the demand-side resource aggregator n ∈ N for various types of end-user devices is:

[0082]

[0083] S.t.

[0084]

[0085]

[0086]

[0087]

[0088] In the formula, P n,i,j,h,wThe initial load of the controllable device i ∈ I of the end-user h ∈ {1, …, H} signed by the demand-side resource aggregator n; j ∈ J is the energy consumption period of the end-user device i ∈ I throughout the day. is the retail electricity price for user energy consumption. u n,i,h,t,ω is a 0-1 variable, u n,i,h,t,ω = 1 means that the demand-side resource aggregator arranges for the end-user device i to turn on the working mode at this time point t. Equation (2) ensures that the basic electricity demand of all types of controllable devices of users throughout the day can be met; Equation (3) restricts the electricity consumption cycles of the same type of controllable devices throughout the day to be intermittent, where a = t + J i,t,ω - 1; Equations (4)-(5) ensure that the regulation plan formulated by the demand-side resource aggregator is within the time range specified by the user.

[0089] Thus, it can be obtained that the basic load aggregated by the demand-side resource aggregator n from users can be expressed by the following formula:

[0090]

[0091]

[0092]

[0093] In the formula, is a 0-1 variable, represents the initial scheduling arrangement of the responsive device i of this signed user at time t; is the original energy consumption time point of the adjustable device i of user h within the scheduling period.

[0094] In the typical power grid operation scenario ω, only some adjustable users respond to the regulation requirements of the demand-side resource aggregator. Then, the responsive load and non-responsive load aggregated by the demand-side resource aggregator n at time t can be expressed as:

[0095]

[0096]

[0097]

[0098] In the formula, is the final load of the users of aggregator n, are the uncontrollable user, the non-responsive device load of the adjustable user, and the responsive device load of the adjustable user respectively; are the set of non-responsive users and the set of responsive users of the adjustable user.

[0099] (2) The bidding strategy of the demand-side resource aggregator for the day-ahead main energy market and the day-ahead reserve market

[0100] Based on the adjustable characteristics of the signed users, the demand-side resource aggregator participates in multi-level market bidding in the day-ahead main energy market, day-ahead reserve market, and intra-day balancing market. The bidding strategy of demand-side resource aggregator n in the day-ahead spot market can be obtained using the following formula:

[0101]

[0102] S.t.

[0103]

[0104]

[0105]

[0106]

[0107]

[0108]

[0109] In the formula, π ω is the distribution probability of the grid operation scenario ω; are the day-ahead prediction of the demand-side resource aggregator for the user's energy demand, the bidding volume of the demand-side resource aggregator in the day-ahead main energy market at time t, and the bidding volume of the demand-side resource aggregator in the intra-day balancing market at time t; are respectively the clearing price of the day-ahead main energy market, the clearing price of the day-ahead reserve market, and the penalty price of the intra-day imbalance volume predicted by the demand-side resource aggregator n based on historical data; is the bidding volume of the demand-side resource aggregator n for the upward and downward reserve capacities in the day-ahead reserve market; are the maximum and minimum capacities of the demand-side resource aggregator n participating in the bidding in the day-ahead reserve market; represents the surplus upward and downward power reported by the demand-side resource aggregator n in the balancing market; is the penalty term. Equations (17)-(18) constrain the bidding volume of the demand-side resource aggregator n to ensure that the quantity obtained from market bidding can meet the basic energy demand of users.

[0110] The bidding strategy model of the demand-side resource aggregator n in the day-ahead main energy market and the day-ahead reserve market is a piecewise decreasing function related to each demand interval and electricity price:

[0111]

[0112] In the formula, it is assumed that the bidding curve of the demand-side resource aggregator n contains a total of C segments Among them The final market clearing price should be within the range, as Figure 2 shown

[0113] (3) The bidding strategy of the demand-side resource aggregator for the intraday balancing market

[0114] After the day-ahead market is cleared, based on the winning bids in the day-ahead main energy market and the day-ahead reserve market, the demand-side resource aggregator n further evaluates the real-time surplus adjustable resources of end-users and participates in the intraday balancing regulation market based on the surplus adjustable resources. Its market participation strategy can be described as:

[0115]

[0116] S.t.

[0117]

[0118]

[0119]

[0120] In the formula is the real-time deviation assessment penalty price of the demand-side resource aggregator n; is the intraday deviation volume of the demand-side resource aggregator n; is the subsidy price for the demand-side resource aggregator n to participate in the grid upward regulation and downward regulation in the balancing market. Formulas (22)-(23) ensure that the upward regulation and downward regulation electricity quantities for the demand-side resource aggregator n to participate in the market bidding are within its adjustable range.

[0121] 5.2 Market model

[0122] (1) Clearing of the day-ahead main energy market and the day-ahead reserve market

[0123] After the market entities complete the bidding in the day-ahead main energy market and the day-ahead reserve market, based on the day-ahead bidding curves of multiple entities, with the goal of minimizing the system dispatching cost (including generation cost and reserve cost), the joint clearing of the day-ahead main energy market and the day-ahead reserve market is realized, and the dispatching method of the day-ahead thermal power units is further formulated:

[0124]

[0125] In the formula, it is assumed that a total of G thermal power units participate in the bidding in the day-ahead main energy market and the reserve market is a multi-segment linear increasing function of the thermal power unit g∈G with multiple output intervals and its bidding price in the day-ahead main energy market bidding; It is the output curve declared by thermal power unit g in the day-ahead market; It is the subsidy price for the unit reserve in the day-ahead capacity market bidding of thermal power unit g; They are the upper reserve capacity and lower reserve capacity in the day-ahead capacity market bidding of thermal power unit g ∈ G.

[0126] 1) Node balance constraint:

[0127]

[0128] In the formula, It is the user load agent by the non-demand-side aggregator in the system; It is the load demand agent by the demand-side resource aggregator at system node b; It is the output curve of new energy predicted for the day-ahead; f l,t,w It is the power flow transmitted by system transmission line l ∈ L; b ∈ o(l) and b ∈ r(l) are the sets of the sending-end and receiving-end lines at system node b respectively.

[0129] 2) Unit constraint:

[0130]

[0131]

[0132]

[0133] In the formula, They are the maximum output and minimum output of thermal power unit g; They are the maximum upper reserve capacity and lower reserve capacity provided by thermal power unit g to the system. [[ID=]41]

[0134] 3) Reserve constraint

[0135]

[0136]

[0137] In the formula, formulas (29)-(30) respectively ensure that after the system operator clears the day-ahead reserve market, there is sufficient upper reserve capacity and lower reserve capacity in the system to meet the system reserve demand under basic operating conditions; φ G , φ D They are the reserve rates of new energy and load set by the system, and are a small constant.

[0138] 4) System operation constraint

[0139] The system operation constraints include system voltage constraints and line maximum transmission capacity constraints as follows:

[0140]

[0141]

[0142]

[0143] In the formula, F l max is the maximum transmission capacity of line l in the system; θ j,t,b is the voltage of system node b; θ min , θ max are the minimum and maximum values of the voltage of system node b, respectively.

[0144] (2) Real-time balancing market clearing

[0145] In the intraday balancing market, the system operator calls the upward reserve capacity and downward reserve capacity obtained by multiple market players (including demand-side resource aggregators, thermal power units, etc.) through bidding in the day-ahead reserve market, as well as the upward regulation power balance resources and downward regulation power balance resources obtained by multiple market players through bidding in the intraday balancing market. Aiming at reducing the system supply-demand imbalance caused by the uncertainty of new energy and load, the intraday balancing market clearing model is as follows:

[0146]

[0147] S.t.

[0148]

[0149]

[0150]

[0151]

[0152]

[0153]

[0154]

[0155] In the formula, is the system supply-demand deviation under scenario w; is the curtailment of non-aggregator proxy users under scenario w; is the curtailment of new energy power stations in the system under scenario w; is the upward regulation power and downward regulation power of thermal power unit g in response to system demand in the reserve market; is the upward regulation power and downward regulation power of demand-side resource aggregator n in response to system regulation demand in the reserve market; For the upward and downward adjustment amounts of the system demand response of the demand-side resource aggregator n in the intraday balancing market; δ t,w is the unit cost of load shedding and new energy curtailment. Equation (37) limits the system load shedding amount, and Equation (38) limits the system new energy curtailment amount; Equations (39)-(41) ensure that the system operator's up and down reserve capacities and up and down regulating electric energies called in real time are within the clearing range of the day-ahead and intraday markets.

[0156] Example: Based on the improved IEEE 30-node system, the proposed multi-level coupled market framework is verified. The system includes the user-side loads at the nodes where three demand-side resource aggregators LA = {LA1, LA2, LA3} are located. The basic parameters of the demand-side resource aggregators are shown in Table 1; The system includes a total of three conventional thermal power units G = {G1, G2, G3} and a new energy unit. The basic parameters of each thermal power unit are shown in Table 2. For the time being, the participation of the new energy unit in the market is not considered. Let T = 24, and the intraday balancing market opens 1 hour in advance. The reserve rates of new energy and load are taken as 2% and 1% respectively.

[0157] Table 1 Parameter settings of demand-side resource aggregators

[0158]

[0159] Table 2 Parameter settings of thermal power units

[0160]

[0161] Figure 3 Shows the market winning bid results of each demand-side resource aggregator and thermal power unit in the day-ahead main energy market and the day-ahead reserve market. In the day-ahead main energy market (as shown in Figure 3 (a)), considering that the user resource characteristics of each demand-side resource aggregator are significantly heterogeneous, and the segmented bidding strategy models of each aggregator are different, the bidding results of each aggregator in the day-ahead main energy market are very different. In the day-ahead reserve market (as shown in Figure 3 (b)), the daily load peak is concentrated in the evening, and the load response amount is large in this time range. Therefore, the demand-side resource aggregator can guide more flexible resources to participate in the day-ahead reserve market during this period. Figure 4 Shows the winning bid results of the intraday real-time balancing market. Considering that the actual output of new energy is large on this day and the deviation between the day-ahead predicted output and the actual output is large. The system operator promotes the consumption of new energy in an all-round way by calling the upward adjustment resources of the demand-side resource aggregator in the reserve market and the balancing market, and the downward reserve capacity of the thermal power unit.

[0162] The revenues and costs of the demand-side resource aggregator and its end-users are shown in Table 3. It can be seen from the table that the energy efficiency of various market players has been significantly improved after participating in the multi-level market.

[0163] Table 3 Market Player Participation Revenues

[0164]

[0165] The above are only the preferred embodiments of the present invention. It should be understood that the present invention is not limited to the form disclosed herein, should not be regarded as excluding other embodiments, but can be used in various other combinations, modifications and environments, and can be changed within the scope of the concept described herein through the above teachings or the techniques or knowledge in related fields. And any changes and modifications made by those skilled in the art without departing from the spirit and scope of the present invention shall fall within the protection scope of the appended claims of the present invention.

Claims

1. A trading method for a demand-side resource aggregator considering multi-level spot market clearing, characterized in that, The steps include the following: The demand-side resource aggregator n anticipates and evaluates the controllable resources of the contracted end-users, obtains the characteristics of the end-users' controllable resources, and participates in the spot market and ancillary service market bidding based on the characteristics of the end-users' controllable resources; In the day-ahead market, after all market players complete their bidding in the day-ahead spot market, the system operator realizes the joint clearing of the day-ahead market with the goal of minimizing the system dispatching cost based on the day-ahead bidding curves of multiple players; After the day-ahead market is cleared, the demand-side resource aggregator n obtains the real-time surplus controllable resources of the end-users based on the winning bids in the day-ahead main energy market and the day-ahead reserve market, and participates in the intraday balancing adjustment market based on the surplus controllable resources; In the intraday balancing market, the system operator calls on multiple market players, including the upward reserve capacity and downward reserve capacity obtained through bidding in the day-ahead reserve market, and the upward regulation power balance resources and downward regulation power balance resources obtained through bidding by multiple market players in the intraday balancing market, and realizes the optimal dispatching of the controllable resources of multiple players within the system with the goal of reducing the system supply-demand imbalance caused by the uncertainty of new energy and load; 2. The trading method of a demand-side resource aggregator considering the clearing of a multi-level spot market according to claim 1, wherein The anticipation and evaluation of the controllable resources of the contracted users of the demand-side resource aggregator n adopt the following formula: wherein, is a 0-1 variable, represents the initial scheduling arrangement of the responsive device i of the subscribed user at time t; is the original energy consumption time point of the adjustable device i of user h during the scheduling period.

3. A trading method for a demand-side resource aggregator considering multi-level spot market clearing according to claim 1, characterized in that, The demand-side resource aggregator participates in the multi-level market bidding of the day-ahead main energy market, the day-ahead reserve market, and the intraday balancing market based on the controllable characteristics of the contracted users. The bidding strategy of the demand-side resource aggregator n for participating in the day-ahead spot market bidding is obtained by the following formula: The constraint conditions are: where, π ω is the distribution probability of the power grid operation scenario ω; are the day-ahead prediction volume of the demand-side resource aggregator for the user's energy demand, the bidding volume of the demand-side resource aggregator in the day-ahead main energy market at time t, and the bidding volume of the demand-side resource aggregator in the intraday balancing market at time t; are respectively the clearing price of the day-ahead main energy market, the clearing price of the day-ahead reserve market, and the penalty price of the intraday imbalance volume predicted by the demand-side resource aggregator n based on historical data; is the bidding volume of the demand-side resource aggregator n for the upward reserve and downward reserve capacities in the day-ahead reserve market; are the maximum capacity and minimum capacity for the demand-side resource aggregator n to participate in the bidding in the day-ahead reserve market; represents the surplus upward power and surplus downward power declared by the demand-side resource aggregator n in the balancing market; is the penalty term.

4. A trading method for a demand-side resource aggregator considering multi-level spot market clearing according to claim 1, characterized in that After the day-ahead market is cleared, the demand-side resource aggregator n obtains the real-time surplus controllable resources of the end-users based on the winning bids in the day-ahead main energy market and the day-ahead reserve market, and participates in the intraday balancing adjustment market based on the surplus controllable resources. Its market participation strategy adopts the following formula: The constraint conditions are: In the formula, is the real-time deviation assessment penalty price of the demand-side resource aggregator n; is the deviation volume of the demand-side resource aggregator n within a day; is the subsidy price for the demand-side resource aggregator n to participate in the grid's upward and downward regulation in the balancing market.

5. A trading method for a demand-side resource aggregator considering multi-level spot market clearing according to claim 1, characterized in that After the bidding of all types of market players in the day-ahead market is completed, the system operator realizes the joint clearing of the day-ahead market with the goal of minimizing the system dispatching cost, and adopts the following formula: In the formula, it is assumed that a total of G thermal power units participate in the day-ahead main energy market and the reserve market bidding. is a multi-segment linear increasing function with multiple output intervals and its bidding price for the thermal power unit g ∈ G in the day-ahead main energy market bidding; is the output curve declared by the thermal power unit g in the day-ahead market; is the subsidy price per unit of reserve for the thermal power unit g in the day-ahead capacity market bidding; are the upward reserve capacity and downward reserve capacity for the thermal power unit g ∈ G in the day-ahead capacity market bidding.

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