风电及其联营体参与电力市场交易策略研究综述及展望OA
Review on Bidding Strategies of Wind Power and Its Aggregators Participating in Electricity Market
在我国新型电力系统和电力现货市场建设取得突破性进展的背景下,风电及其联营体已经成为参与电力市场交易的重要主体之一.特别地,在风电装机占比较高的电力系统中,风电大发时段面临的低现货市场价格风险,以及因出力不确定性带来的中长期交易偏差结算风险等,都会对风电及其联营体的健康运营和可持续发展造成一定影响,给推进新型电力系统的建设带来挑战.在此背景下,如何优化风电及其联营体参与电力市场的交易策略,实现利润最大化,成为现阶段电力市场领域研究的热点问题.为此,该文针对风电及其联营体参与电力市场的交易策略研究开展综述,首先,梳理了风电及其联营体参与国内外电力市场的相关规则,明确了其可参与的市场类型及报价机制等信息;其次,对风电及其联营体参与电力现货、中长期以及辅助服务市场的交易策略进行综述,总结了风储联营体参与各细分市场的通用策略模型;然后,对现有交易策略中计及风电出力和电价不确定性的模型进行总结,对比分析了各模型的适用场景及优劣;最后,结合风电行业和电力市场发展现状,对风电及其联营体交易策略研究方向,以及如何完善我国电力市场机制提出了若干建议.
The randomness of wind power output,its weak regulating capacity,and the uncertainty of market prices make it difficult for wind power to recover costs and secure reasonable returns.For example,in the electricity spot market,given that wind power output has a high coincidence rate,there is an abundance of electricity supply during periods of high wind power generation.Yet,spot market prices are low at such times,exposing wind power to significant revenue risks in spot market transactions.In the medium and long-term market,wind power output is hard to predict accurately.After signing curve contracts,there is also substantial performance risk.In this case,if wind power companies lack guidance from relevant theories and methods to formulate scientific and reasonable electricity market transaction strategies,they will face certain risks to their sustainable operations. Existing research on wind power trading strategies primarily focused on models for wind power and its aggregators in one or two market types.Studies covered combinations with flexible resources like energy storage.Some involved participation in spot markets as price takers or makers.Others focused only on mid-or long-term markets,or on both spot and ancillary service markets.Several reviews also examined coupled transactions in policy-driven markets,such as green certificate and carbon markets.However,no comprehensive review addressed transaction strategies for wind power and its aggregators across electricity markets,including spot and ancillary services.Since electricity market revenue constitutes the main income for wind power projects,and existing studies involve diverse markets,participants,and optimization methods,a systematic analysis was lacking.A thorough review was therefore necessary to clarify current research and identify future directions. To address this need,a systematic review was conducted on transaction strategies for wind power and its aggregators in electricity markets.Transaction strategies typically consist of market bidding curves defined by quantity and price.These curves allow operators to maximize overall power generation profits.Constructing such curves required building and solving a strategic optimization model.The model aimed to maximize generalized profit—considering both income and risk—subject to unit operational constraints and market rules.Modeling tools accounting for uncertainty were employed.Thus,three key factors influenced strategy formation:participating entities,market types,and methods for addressing uncertainty. Based on the above analysis,the study examined three key factors in building transaction strategy models for wind power and its aggregators.The review process first analyzed bidding mechanisms in international and domestic electricity markets to identify eligible market types and related rules.Next,due to strong interactions between market types and participants,a hierarchical framework was established,organizing the review by market type and subdividing by participating entity.Chapter 5 specifically addressed optimization models handling uncertainties in wind power and electricity prices,assessing the strengths,limitations,and suitable applications of each method.Finally,recommendations were proposed regarding strategic decision-making for market participants and improvements to market mechanisms.
张富澳;张粒子;丛野;张洪;韩晓龙
华北电力大学电气与电子工程学院 北京 102206华北电力大学电气与电子工程学院 北京 102206华北电力大学现代电力研究院 北京 102206华北电力大学电气与电子工程学院 北京 102206华北电力大学电气与电子工程学院 北京 102206
信息技术与安全科学
风电及其联营体交易策略现货市场中长期市场辅助服务市场
Wind power and its aggregatorsbidding strategyspot marketmedium and long term marketauxiliary service market
《电工技术学报》 2026 (15)
5017-5042,26
国家重点研发计划资助项目(2022YFB2403200).
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