摘要
In this paper,the model of strategic wind power offering in the day-ahead(DA)market is proposed considering the uncertainties of wind power production,and price forecasting of DA and real-time(RT)market.The wind power deviation in the RT market is settled with the two-price mechanism based on the deviation direction and the relation between the locational marginal prices(LMPs)of DA and RT.Instead of using the point forecasting for the DA and RT LMPs,the uncertainties of LMP forecasting are modeled.In addition,the correlation between the forecasting errors of DA and RT LMP are directly modeled instead of generating the correlated scenarios.Finally,the opitmal offered quantity of wind power in the DA market is derived using the probability theory based on the probabilistic wind power forecasting.The case study using the price data of actual DA and RT from Midcontinent Independent System Operator(MISO)validates the effectiveness of the proposed model.It shows that the correlation of the forecasting errors of DA and RT LMP has a significant impact on the wind power quantity offered by DA and revenue results.
作者简介
corresponding author:Xin Fang received his B.S.degree from Huazhong University of Science and Technology,Wuhan,China,in 2009,M.S.degree from China Electric Power Research Institute,Beijing,China,in 2012,and Ph.D.degree from the University of Tennessee,Knoxville,USA,in 2016.He is currently with the National Renewable Energy Laboratory(NREL).His research interests include electricity market,power system planning and optimization,renewable energy integration,and demand response.e-mail:xin.fang@nrel.gov;Mingjian Cui received the B.E.and Ph.D.degrees from Wuhan University,Wuhan,China,all in the electrical engineering and automation,in 2010 and 2015,respectively.He is currently a Research Assistant Professor at Southern Methodist University,Dallas,USA.His research interests include renewable energy,smart grid,and machine learning.e-mail:mingjiancui@smu.edu
