Game Analysis of Energy Bidding for Wind Farms Considering Forecasting Error

Shuang YUAN; Jin ZOU; Peizheng XUAN; Jizhong ZHU; Pingping XIE

doi:10.7500/AEPS20190214006

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Game Analysis of Energy Bidding for Wind Farms Considering Forecasting Error

Engineering Application | 更新时间：2020-07-14

- Game Analysis of Energy Bidding for Wind Farms Considering Forecasting Error
- AUTOMATION OF ELECTRIC POWER SYSSTMS Vol. 44, Issue 1, Pages: 219-225(2020)
- 作者机构：
  
  1. 南方电网科学研究院，广东省广州市 510663
  2. 西南交通大学电气工程学院，四川省成都市 610031
- 作者简介：
- 基金信息：
- DOI：10.7500/AEPS20190214006
  CLC：
- Received：14 February 2019，
  
  Revised：2019-09-10，
  
  Published Online：11 November 2019，
  
  Published：10 January 2020
- 稿件说明：
移动端阅览
邹金,袁爽,禤培正等.考虑预测误差的风电场电量投标博弈分析[J].电力系统自动化,2020,44(01):219-225.

ZOU Jin,YUAN Shuang,XUAN Peizheng,et al.Game Analysis of Energy Bidding for Wind Farms Considering Forecasting Error[J].AUTOMATION OF ELECTRIC POWER SYSSTMS,2020,44(01):219-225.
邹金,袁爽,禤培正等.考虑预测误差的风电场电量投标博弈分析[J].电力系统自动化,2020,44(01):219-225. DOI： 10.7500/AEPS20190214006.

ZOU Jin,YUAN Shuang,XUAN Peizheng,et al.Game Analysis of Energy Bidding for Wind Farms Considering Forecasting Error[J].AUTOMATION OF ELECTRIC POWER SYSSTMS,2020,44(01):219-225. DOI： 10.7500/AEPS20190214006.

摘要

随着电力市场化改革的深入发展，风电等新能源需要逐步与火电等其他传统电源进行竞争，同时风电等新能源出力的不确定性也增加了其在市场上博弈的复杂性。文中针对现货市场中风电场采用电量投标模式下的利益博弈问题，考虑风电出力的不确定性及预测误差，基于日前、日内2级现货市场出清模型，推导了风电场在不同投标组合情形下市场博弈均衡点的解析式，并采用实际风电出力及预测数据进行了仿真验证。对市场均衡下的风电投标结果进行分析，结果表明：在风电场电量投标模式下，风电场的博弈策略与风电出力预测值及预测误差有关，风电场可通过提高预测精度降低其投标收益风险；同时，此投标模式下风电场的投标策略出现了日前电量持留，加剧了风电场的投机行为，增加了市场运行风险。

Abstract

With the in-depth development of power market reform in China

renewable energy sources such as wind power need to compete with traditional power sources such as thermal power

while the uncertainty of renewable energy sources greatly increases their gaming difficulty in the market. By focusing on the benefit gaming problem of wind farms with energy bidding mode and considering the uncertainty and forecasting error of wind power

the analytical formula of the market gaming equilibrium is deduced with different bidding combinations of wind farms based on the day-ahead and intraday two-stage spot market model

and actual wind power output and forecasting data are used for market simulation to verify the formula. The wind power bidding results with market equilibrium are analyzed. The results show that optimal bidding strategy of wind farms with energy bidding mode is related to their wind power forecasting value as well as forecast error

and wind farms can reduce the risk of bidding revenue by improving forecasting accuracy. Meanwhile

the bidding strategy of wind farms appears energy withholding in the day-ahead market

which aggravates the speculative behavior of wind farms and increases the risk of market operation.

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Keywords

references

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