Portfolio management for a wind-storage system based on distributionally robust optimisation considering a flexible ramping product

被引：6
|
作者：
Huang, Chenyang [1 ,2 ]
Ma, Hongyan [1 ,3 ]
Yan, Zheng [1 ]
Chen, Sijie [1 ]
Li, Mingjie [4 ]
机构：
[1] Shanghai Jiao Tong Univ, Key Lab Control Power Transmiss & Convers, Dept Elect Engn, Sch Elect Informat & Elect Engn, Shanghai, Peoples R China
[2] State Grid Corp China, Northeast Branch, Shenyang, Peoples R China
[3] Donghua Univ, Coll Informat Sci & Technol, Shanghai, Peoples R China
[4] State Grid Corp China, Natl Power Dispatching & Control Ctr, Beijing, Peoples R China
来源：
IET RENEWABLE POWER GENERATION | 2020年 / 14卷 / 16期
基金：
国家重点研发计划;
关键词：
profitability; pricing; power markets; optimisation; power generation economics; wind power plants; wind power; distributionally robust optimisation model; wind-storage system; flexible ramping product; WSS; wind farms; battery storages; flexible ramping capability; regulation services; flexible ramping products; power market; portfolio management problem; semidefinite optimisation problem; market price uncertainty; OPTIMAL OPERATION STRATEGY; UNIT COMMITMENT; ENERGY; POWER;
D O I：
10.1049/iet-rpg.2019.0964
中图分类号：
X [环境科学、安全科学];
学科分类号：
08 ; 0830 ;
摘要：
A wind-storage system (WSS) can use the synergy between wind farms and battery storages to mitigate the uncertainty of wind. With the flexible ramping capability of battery storages, a WSS can diversify its portfolio by selling energy, committing regulation services and offering flexible ramping products in a power market. The portfolio management problem of a WSS is studied here. The uncertainties of market prices and wind power are considered. In order to maximise the expected profit in the worst case, a distributionally robust optimisation model is proposed. The model is then reformulated as a solvable semidefinite optimisation problem. Real market data are used in the simulation, which validates the proposed method.
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页码：3192 / 3199
页数：8
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