Risk-Constrained Combined Bidding Strategy for Arbitrage of a Wind Farm with Power-to-Gas in a Generation Company

被引：0
|
作者：
Liu, Peng [1 ]
Song, Lei [1 ]
She, Xin [2 ]
Feng, Shunqiang [2 ]
Zhang, Ying [2 ]
Wang, Di [3 ]
机构：
[1] State Grid Jilin Elect Power Co Ltd, Econ & Technol Res Inst, Changchun, Peoples R China
[2] State Grid Jilin Elect Power Co Ltd, Planning & Review Ctr Econ & Technol Res Inst, Changchun, Peoples R China
[3] Northeast Elect Power Univ, Dept Elect Engn, Jilin, Jilin, Peoples R China
来源：
2020 IEEE STUDENT CONFERENCE ON ELECTRIC MACHINES AND SYSTEMS (SCEMS 2020) | 2020年
关键词：
combined bidding strategy; power-to-gas; wind power; CVaR; electricity market; ENERGY;
D O I：
10.1109/SCEMS48876.2020.9352325
中图分类号：
TM [电工技术]; TN [电子技术、通信技术];
学科分类号：
0808 ; 0809 ;
摘要：
This paper proposes a risk-constrained combined bidding strategy for wind power producers with P2G facilities. The combination framework of optimizing the profit of a wind farm with P2G is presented, in which wind power participates in day-ahead, real-time and reserve markets and P2G facility participates in day-ahead and reserve markets for arbitrage. The benefits of utilizing P2G facility to sell produced natural gas and provide reserve for wind power are analyzed, and conditional value-at-risk (CVaR) is utilized to quantify the financial risks. The individual and combined bidding strategies are modeled based on stochastic programming to maximize the expected profits of wind power producers, respectively. Numerical results based on real world market data demonstrate that P2G facility in day-ahead energy and reserve markets can increase the profits of wind power producer and reduce the amount of bidden reserve.
引用
收藏
页码：942 / 946
页数：5
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