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电热联合双向拍卖市场下多能产消者的最优竞价策略OA

Research on the Optimal Bidding Strategy of Multi-energy Prosumers in the Electricity-heat Combination Double Auction Market

中文摘要英文摘要

随着社区能源系统中多能产消者的迅速增加,高效的能源管理模式变得格外重要.为此,该文设计了一种电热联合双向拍卖市场,并提出一种基于竞价空间和条件风险价值的多能产消者最优竞价策略.首先,根据社区能源系统的架构,设计了市场的竞价规则、出清机制和信息披露方法.其次,构建多能产消者电热耦合-供能成本模型和市场出清价格预测模型,并在此基础上得到多能产消者的"竞价空间".通过分析竞价空间,确定了多能产消者的最优报量和合理报价区间.接着,考虑到电热联合双向拍卖市场下的新型竞价风险,提出一种基于条件风险价值的报价模型,该模型可在合理报价区间内确定最优报价.最优报量和最优报价共同组成了多能产消者的最优竞价策略.最后,以某社区能源系统为例进行仿真验证,结果表明:所提双向拍卖市场和竞价策略能够使社区能源系统的经济效益提升 15.4%.同时,与"成本加成法"和"预测出清法"相比,所提竞价策略更具市场竞争力.

With the proliferation of multi-energy prosumers(MEPs)in the community energy system,the efficient energy management model becomes particularly important.Therefore,this paper designs an electricity-heat combination double auction market,and proposes an optimal bidding strategy based on bidding space and conditional value at risk for MEPs.First,according to the community energy system framework,it introduces the bidding rules,clearing mechanism and information disclosure method of the electricity-heat combination market.Then,the MEP's energy supply cost model and the market clearing price prediction model are established,which constitute the bidding space of MEP.By analyzing the bidding space,it determines the optimal bidding quantity and the reasonable bidding price range.Considering the new bidding risk of the electricity-heat combination double auction market,an optimal bidding price model is proposed based on the conditional value at risk,which helps decide the most optimal price within the given bidding price range.The optimal quantity and the optimal price together constitute the optimal bidding strategy of MEP.Finally,taking a community energy system as an example,the simulation results show that the proposed electricity-heat combination double auction market and the proposed optimal bidding strategy can increase the economic benefit of the community energy system by 15.4%.Compared with"cost-plus method"and"MCP prediction method",the proposed bidding strategy has stronger market competitiveness.

符杨;单杰;李振坤

教育部海上风电技术工程研究中心(上海电力大学),上海市 杨浦区 200090教育部海上风电技术工程研究中心(上海电力大学),上海市 杨浦区 200090教育部海上风电技术工程研究中心(上海电力大学),上海市 杨浦区 200090

信息技术与安全科学

社区能源系统多能产消者双向拍卖竞价策略条件风险价值

community energy systemmulti-energy prosumerdouble auctionbidding strategyconditional value at risk

《中国电机工程学报》 2026 (6)

2446-2458,中插22,14

国家自然科学基金项目(U2066214). Project Supported by National Natural Science Foundation of China(U2066214).

10.13334/j.0258-8013.pcsee.242341

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