Spot goods electric energy and climbing auxiliary service market combined clearing method

Abstract

The invention discloses a spot goods electric energy and climbing auxiliary service market combined clearing method, which comprises the following steps of: carrying out conventional electric energy unit combined clearing on the current market, and determining the natural climbing capability of a system according to a clearing result; when the natural climbing capacity of the system cannot meet the climbing requirement of the system, clearing a unit combination model considering the climbing capacity constraint; the starting and stopping conditions of the thermal power generating units are adjusted, the overall up-down gradeability of the system is enhanced, and the operation cost of the system is reduced; and after the main energy and the clearing price of the climbing market are determined, the market main body reasonably distributes the self capacity according to the profit maximization target, and the benefit maximization is realized. According to the invention, the gradeability of the system can be effectively enhanced, the operation stability of the system is improved, the consumption of new energy is effectively promoted, and the economic cost of system operation is reduced. Meanwhile, the objective function of maximizing the economic benefits of the power producer is considered, and the power producer can obtain the maximum economic benefits.

Description

Technical Field

[0001] The present invention relates to the field of electric power technology, and in particular to a joint clearing method for spot electric energy and ramp auxiliary service markets. Background Art

[0002] Vigorously promote the large-scale, high-proportion, market-oriented and high-quality development of renewable energy. During this period, wind and solar power generation doubled. Vigorously developing renewable energy power generation is an effective means to cope with the energy crisis and reduce carbon emissions. Nowadays, high-proportion new energy grid connection has become a trend in my country. However, as the proportion of new energy installed capacity increases year by year, the randomness and volatility of new energy have an increasing impact on the real-time supply and demand balance of electricity, and the safety and stability of power system operation are facing major tests.

[0003] At present, traditional auxiliary services such as frequency regulation and standby are difficult to meet the flexibility requirements of the system, and new auxiliary services are urgently needed to maintain the stable operation of the power system. At the same time, power generators need to solve the problem of how to reasonably allocate limited power generation capacity to various markets to obtain maximum economic benefits. Existing literature has proposed different solutions, but there are problems such as low calculation efficiency and high system operation costs, and it is difficult to accurately locate and reasonably compensate for the opportunity cost of thermal power units. Summary of the invention

[0004] The purpose of the present invention is to provide a method for joint clearing of spot electricity and ramp auxiliary service markets. The present invention can effectively enhance the ramping capability of the system, improve the system operation stability, effectively promote the consumption of new energy, and reduce the economic cost of system operation. At the same time, considering the objective function of maximizing the economic benefits of power generators, power generators can also obtain the maximum economic benefits.

[0005] To achieve the above object, the present invention is implemented according to the following technical solutions:

[0006] The present invention comprises the following steps:

[0007] S1: Clear the combination of conventional power units in the day-ahead market and determine the system's natural ramping capacity based on the clearing results;

[0008] S2: When the system's natural ramping capacity cannot meet the system's ramping requirements, the unit commitment model that considers ramping capacity constraints is cleared;

[0009] S3: Adjust the start and stop status of each thermal power unit to enhance the overall up and down ramp capability of the system and reduce the system operating cost;

[0010] S4: After determining the main energy and ramp market clearing prices, market players will rationally allocate their own capacity based on the goal of maximizing profits to achieve maximum benefits.

[0011] The beneficial effects of the present invention are:

[0012] The present invention is a joint clearing method for spot electric energy and ramp-up auxiliary service market. Compared with the prior art, after the thermal power unit participates in the ramp-up auxiliary service market, the dispatching plan of the thermal power unit is adjusted. Under the premise of ensuring the balance of supply and demand of the power system, the flexible adjustment ability of the thermal power unit is enhanced. Although the power purchase cost is increased to a certain extent, the system's wind and solar abandonment and load shedding penalty costs are greatly reduced due to the enhanced ramp-up ability, and the total system operation cost is reduced. In addition, the traditional ramp-up auxiliary service market does not accurately locate the units that generate opportunity costs due to providing ramp-up, and there will be a problem of double compensation. The same capacity of the thermal power unit may be able to make profits in both the electric energy market and the ramp-up auxiliary service market, resulting in an increase in the total system operation cost. The present invention realizes the precise positioning of the units that really have opportunity costs through the virtual bid quantity, effectively avoids double compensation behavior, and reduces the system operation cost on the basis of ensuring the system regulation ability. In addition, each thermal power unit does not need to actively quote when participating in the ramp-up auxiliary service market, and its price is determined according to the opportunity cost of the electric energy market. Therefore, the clearing price of the ramp-up auxiliary service market is generally much lower than the marginal clearing price of the electric energy market. Market players can achieve optimal capacity allocation and maximize their own profits when participating in both the main energy and ramp markets. BRIEF DESCRIPTION OF THE DRAWINGS

[0013] Figure 1 It is the joint clearing flow chart of the present invention;

[0014] Figure 2 Provide load and new energy forecast curves;

[0015] Figure 3 This is the unit output bar chart without considering the ramp market;

[0016] Figure 4 System downhill climbing capability and downhill climbing shortage curve;

[0017] Figure 5 System climbing capacity and climbing shortage curve;

[0018] Figure 6 The main energy-ramp market joint clearing unit output bar chart;

[0019] Figure 7 A bar chart of capacity allocation for each unit in the ramp market. DETAILED DESCRIPTION

[0020] The present invention will be further described below in conjunction with the accompanying drawings and specific embodiments. The illustrative embodiments and descriptions of the present invention are used to explain the present invention but are not intended to limit the present invention.

[0021] like Figure 1 As shown: The present invention comprises the following steps:

[0022] S1: Clear the combination of conventional power units in the day-ahead market and determine the system's natural ramping capacity based on the clearing results;

[0023] S2: When the system's natural ramping capacity cannot meet the system's ramping requirements, the unit commitment model that considers ramping capacity constraints is cleared;

[0024] S3: Adjust the start and stop status of each thermal power unit to enhance the overall up and down ramp capability of the system and reduce the system operating cost;

[0025] S4: After determining the main energy and ramp market clearing prices, market players will rationally allocate their own capacity based on the goal of maximizing profits to achieve maximum benefits.

[0026] Example:

[0027] The present invention mainly includes two stages. Stage one is the combination clearing of conventional electric energy units in the day-ahead market, followed by economic dispatch clearing. The natural climbing capacity of the system is determined based on the clearing results. If the natural climbing capacity of the system cannot meet the system climbing demand, stage two is entered. Stage two is a unit combination model that considers the climbing capacity constraint. The start and stop conditions of each thermal power unit in stage one are adjusted to enhance the overall up and down climbing capacity of the system and greatly reduce the system operation cost. After determining the clearing price of electric energy and the climbing market, market players reasonably allocate their own capacity under the goal of maximizing profits, thereby achieving maximum benefits.

[0028] Phase 1: The first phase is a day-ahead market model that does not consider ramp capacity constraints and uses the conventional SCUC model to clear the electricity market.

[0029]

[0030] Where N f is the total number of thermal power units in the system; C i,t is the electricity energy quotation of unit i at time t; is the output of thermal power unit i at time t; N w is the total number of new energy units; and are the predicted output and actual output of renewable energy unit j at time t respectively; α1 is the penalty factor for wind and solar power abandonment; is the startup cost of unit i; is the downtime cost of unit i.

[0031] st

[0032]

[0033] P l,min ≤P l,t ≤P l,max (7)

[0034]

[0035]

[0036] Where N l is the total number of system nodes; P t load is the load demand of the system at time t; P i max and P i min are the maximum and minimum output of unit i respectively; N f is the total number of thermal power units; hp and hd are positive and negative reserve coefficients respectively; and are the up and down climbing rates of unit i respectively; P l,max and P l,min are the power flow transmission limits of branch l respectively; and are the shutdown and startup costs of unit i at time t; J and H i are the shutdown and startup costs of the unit respectively; u i,t is the start-up and shutdown state of unit i at time t, which is a 0-1 variable; TO and TS are the minimum start-up and shutdown times, respectively. Formula (2) is the system power balance constraint; Formula (3) is the upper and lower limit constraints of the unit output; Formulas (4) and (5) are the positive and negative reserve constraints, respectively; Formula (6) is the unit climbing and sliding constraints; Formula (7) is the line flow constraint; Formulas (8) and (9) are the unit start-up and shutdown cost constraints; Formula (10) is the minimum start-up and shutdown constraint of the unit.

[0037] The natural climbing capacity of the system can be calculated based on the system's first-stage clearing results. The calculation formula is as follows:

[0038]

[0039] In the formula, are the natural climbing and descending capabilities of unit i at time t; P i max , P i min are the maximum output and minimum output of unit i respectively; is the ramp rate of unit i; is the output of unit i at time t; Δt is the time step of a single period.

[0040] The system ramp demand mainly includes two parts: deterministic ramp demand and uncertain ramp demand. The calculation formula is as follows:

[0041]

[0042] In the formula, and They are the up-climbing and down-climbing requirements of the system at time t respectively; and P t load are the load forecast values ​​of the system at time t+1 and time t respectively; and P t e are the predicted outputs of new energy at time t+1 and time t respectively; ω t+1 is the maximum forecast deviation of new energy at time t+1; T is the total number of clearing periods.

[0043] Combining the above formulas (11)-(15), the ramp shortage of the system in each period can be determined, as shown in the following formula:

[0044]

[0045] In the formula are the up-slope shortage and down-slope shortage of the system in period t respectively; N f is the number of thermal power units.

[0046] The maximum capacity that a thermal power unit can reserve to participate in the ramp assistance service market is the virtual quotation, as shown in the following formula:

[0047]

[0048] In the formula, is the virtual uphill reporting quantity of unit i at time t; It is the virtual down-slope reporting quantity of unit i at time t.

[0049] The price of thermal power units participating in the ramp auxiliary service market is determined according to their opportunity cost, that is, the profit lost by the unit in the electric energy market due to reserving part of the capacity. The virtual quotation calculation formula of each thermal power unit is as follows:

[0050]

[0051] In the formula, is the virtual quotation of thermal power units, λ 1,t is the marginal electricity price of the system energy market in period t, is the market quotation of electric energy of thermal power units, and I is the set of all generators involved.

[0052] Phase II: The second phase is a joint clearing model of the electric energy market and the ramp auxiliary service market. Based on the calculation results of the first phase, the inherent ramping capacity of the system can be determined. When there is a period of time when the inherent ramping capacity of the system cannot meet the ramping demand, the ramp auxiliary service market is opened and the second phase is entered. At this time, the increase in the output of the thermal power unit is introduced. Output reduction of thermal power units In the Phase 1 model Replace with A ramp-electricity joint clearing model is established.

[0053]

[0054] In the formula, is the opportunity cost of thermal power unit i; and are the winning bids of the virtual quotation of up-ramp and down-ramp of thermal power unit i at time t; α1 and α2 are the compensation factors for wind and solar power abandonment and demand-side response, respectively; and They are the system’s wind and solar power abandonment amount and the demand-side response amount respectively.

[0055] In addition to the first-stage constraints, additional constraints include:

[0056] st

[0057]

[0058] u1+u2=1 (26)

[0059]

[0060] in, and They are the up-climbing and down-climbing requirements of the system at time t respectively; and P t load are the load forecast values ​​of the system at time t+1 and time t respectively; and P t e are the predicted outputs of new energy at time t+1 and time t respectively; ω t+1 is the maximum forecast deviation of new energy at time t+1; T is the total number of clearing periods.

[0061] Formulas (22) and (23) are the constraints for the bid quantity of the virtual ramp report. In formulas (24)-(26), u1 and u2 are two 0-1 variables. When the upper ramp shortage is greater than the lower ramp shortage, u1 is set to 1, otherwise u2 is set to 1. The bid quantity of the virtual ramp report only represents the reduction of the second-stage clearing output of the unit compared with the first-stage output, that is, it can provide power for replacement, but it may not be converted into the system's ramping capacity. Therefore, formulas (27) and (28) ensure that after thermal power and energy storage participate in the ramping auxiliary service market, the overall system climbing capacity can meet the ramping demand.

[0062] After the above main energy and ramp joint clearing is completed, the main energy clearing price λ 1,t and the climbing market clearing price λ 2,t It has been determined that the power generation entity aims to maximize its own profit. The specific objective function is as follows:

[0063]

[0064] Where P1 is the capacity allocated by the market player in the electric energy market, and P2 is the capacity allocated by the market player in the ramping market; 1,t is the clearing price in the electricity market during period t; 2,t is the clearing price in period t in the ramp market.

[0065] The constraints are as follows:

[0066] P i,1 +P i,2 ≤P i max (30)

[0067]

[0068] Formula (30) indicates that the sum of the allocated capacities in the two markets cannot exceed the maximum generating capacity of the unit; Formula (31) indicates that the capacity allocated in the ramping market cannot exceed the maximum natural ramping capacity of the unit.

[0069] The example uses the IEEE 30-node standard system simulation, including six thermal power units; two wind turbines with a total installed capacity of 35MW; and two photovoltaic units with a total installed capacity of 55MW. The predicted output and load prediction curves of new energy are shown in Figure 2 The parameters of the thermal power unit are shown in Table 1.

[0070] Table 1

[0071]

[0072] First, without considering the system ramp capacity constraint, conventional unit combination optimization and economic dispatch clearing are performed to obtain the output plan of each unit as follows: Figure 3As shown, at this time, the system's natural climbing capacity and system climbing shortage are as follows Figure 4 Figure 5 After determining that there is a ramp shortage in each period of the system, the main energy and ramp markets are jointly cleared, and the output results of each unit are as follows: Figure 6 As shown, the capacity allocation of each unit in the ramp market is as follows Figure 7 As shown in the figure, at this time, more units are started, and the system no longer has insufficient ramping, so the system wind and solar power abandonment and load shedding are all 0. Although the system has more units started, the system startup and shutdown costs and electricity purchase costs have increased, but the wind and solar power abandonment and load shedding penalties have been greatly reduced, and the total system operating cost has been reduced. Table 2 shows the comparison of system costs before and after the addition of the ramping market.

[0073] Table 2

[0074]

[0075] The technical solution of the present invention is not limited to the above-mentioned specific embodiments. All technical variations made according to the technical solution of the present invention fall within the protection scope of the present invention.

Claims

1. A joint clearing method for spot electricity and ramp auxiliary service markets, characterized in that: The following steps are involved: S1: Clear the combination of conventional power units in the day-ahead market and determine the system's natural ramping capacity based on the clearing results; S2: When the system's natural ramping capacity cannot meet the system's ramping requirements, the unit commitment model that considers ramping capacity constraints is cleared; S3: Adjust the start and stop status of each thermal power unit to enhance the overall up and down ramp capability of the system and reduce the system operating cost; S4: After determining the main energy and ramp market clearing prices, market players will rationally allocate their own capacity based on the goal of maximizing profits to achieve maximum benefits.

2. The joint clearing method for spot electricity and ramp auxiliary service market according to claim 1 is characterized by: The step S1 is: Where N f is the total number of thermal power units in the system; C i,t is the electricity energy quotation of unit i at time t; is the output of thermal power unit i at time t; N w is the total number of new energy units; and are the predicted output and actual output of renewable energy unit j at time t respectively; α1 is the penalty factor for wind and solar power abandonment; is the startup cost of unit i; is the shutdown cost of unit i; P l,min ≤P l,t ≤P l,max Where N l is the total number of system nodes; is the load demand of the system at time t; and are the maximum and minimum output of unit i respectively; N f is the total number of thermal power units; hp and hd are positive and negative reserve coefficients respectively; and are the up and down climbing rates of unit i respectively; P l,max and P l,min are the power flow transmission limits of branch l respectively; and are the shutdown and startup costs of unit i at time t; J and H i are the shutdown and startup costs of the unit respectively; u i,t is the start-up and shutdown status of unit i at time t, which is a 0-1 variable; TO and TS are the minimum start-up and shutdown times, respectively; The natural climbing capacity of the system is calculated based on the system's first-stage clearing results. The calculation formula is as follows: In the formula, are the natural up-slope and down-slope capabilities of unit i at time t respectively; are the maximum output and minimum output of unit i respectively; is the ramp rate of unit i; is the output of unit i at time t; Δt is the time step of a single period.

3. The joint clearing method for spot electricity and ramp auxiliary service market according to claim 2 is characterized by: The system climbing demand in step S2 mainly includes two parts: deterministic climbing demand and uncertain climbing demand. The calculation formula is as follows: In the formula, and They are the up-climbing and down-climbing requirements of the system at time t respectively; and are the load forecast values ​​of the system at time t+1 and time t respectively; and are the predicted outputs of new energy at time t+1 and time t respectively; ω t+1 is the maximum forecast deviation of new energy at time t+1; T is the total number of clearing periods; Determine the system ramp shortage in each period, as shown in the following formula: In the formula are the up-slope shortage and down-slope shortage of the system in period t respectively; N f is the number of thermal power units; The maximum capacity that a thermal power unit can reserve to participate in the ramp assistance service market is the virtual quotation, as shown in the following formula: In the formula, is the virtual uphill reporting quantity of unit i at time t; is the virtual down-slope reporting quantity of unit i at time t; The calculation formula for the virtual quotation of each thermal power unit is as follows: In the formula, is the virtual quotation of thermal power units, λ 1,t is the marginal electricity price of the system energy market in period t, is the market quotation of electric energy of thermal power units, and I is the set of all generators involved; Increased output from thermal power units Output reduction of thermal power units In the Phase 1 model Replace with Establish a ramp-electricity energy joint clearing model; In the formula, is the opportunity cost of thermal power unit i; and are the winning bids of the virtual quotation of up-ramp and down-ramp of thermal power unit i at time t; α1 and α2 are the compensation factors for wind and solar power abandonment and demand-side response, respectively; and They are the amount of wind and solar power abandoned by the system and the amount of demand-side response; Adding constraints includes: u1+u2=1 in, and They are the up-climbing and down-climbing requirements of the system at time t respectively; and are the load forecast values ​​of the system at time t+1 and time t respectively; and are the predicted outputs of new energy at time t+1 and time t respectively; ω t+1 is the maximum forecast deviation of new energy at time t+1; T is the total number of clearing periods.

4. The joint clearing method for spot electricity and ramp auxiliary service market according to claim 3 is characterized by: In step S4, after the main energy and ramp clearing are completed, the main energy clearing price λ 1,t and the climbing market clearing price λ 2,t It has been determined that the power generation entity aims to maximize its own profit. The specific objective function is as follows: Where P1 is the capacity allocated by the market player in the electric energy market, and P2 is the capacity allocated by the market player in the ramping market; 1,t is the clearing price in the electricity market during period t; 2,t is the clearing price in the ramp market during period t; The constraints are as follows: The above constraints indicate that the sum of the capacities allocated in the two markets cannot exceed the maximum generating capacity of the unit and the capacity allocated in the ramping market cannot exceed the maximum natural ramping capacity of the unit.

Images