Electricity-Carbon-Reserve Peer-to-peer Trading Model for Multiple Virtual Power Plants Based on Conditional Value-at-Risk

Sichen SHEN; Haiteng HAN; Yizhou ZHOU; Guoqiang SUN; Zhinong WEI; Guowei HU

doi:10.7500/AEPS20220330002

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Electricity-Carbon-Reserve Peer-to-peer Trading Model for Multiple Virtual Power Plants Based on Conditional Value-at-Risk

Special Session on Virtual Power Plant with Enormous Flexible Resources | 更新时间：2025-06-16

- Electricity-Carbon-Reserve Peer-to-peer Trading Model for Multiple Virtual Power Plants Based on Conditional Value-at-Risk
- Automation of Electric Power Systems Vol. 46, Issue 18, Pages: 147-157(2022)
- 作者机构：
  
  1.河海大学能源与电气学院,江苏省南京市 211100
  2.国网江苏省电力有限公司经济技术研究院,江苏省南京市 210008
- 作者简介：
- 基金信息：
  
  National Natural Science Foundation of China(52077060)
- DOI：10.7500/AEPS20220330002
  CLC：
- Received：30 March 2022，
  
  Revised：2022-06-24，
  
  Published Online：25 August 2022，
  
  Published：25 September 2022
- 稿件说明：
移动端阅览
沈思辰,韩海腾,周亦洲等.基于条件风险价值的多虚拟电厂电-碳-备用P2P交易模型[J].电力系统自动化,2022,46(18):147-157.

SHEN Sichen,HAN Haiteng,ZHOU Yizhou,et al.Electricity-Carbon-Reserve Peer-to-peer Trading Model for Multiple Virtual Power Plants Based on Conditional Value-at-Risk[J].Automation of Electric Power Systems,2022,46(18):147-157.
沈思辰,韩海腾,周亦洲等.基于条件风险价值的多虚拟电厂电-碳-备用P2P交易模型[J].电力系统自动化,2022,46(18):147-157. DOI： 10.7500/AEPS20220330002.

SHEN Sichen,HAN Haiteng,ZHOU Yizhou,et al.Electricity-Carbon-Reserve Peer-to-peer Trading Model for Multiple Virtual Power Plants Based on Conditional Value-at-Risk[J].Automation of Electric Power Systems,2022,46(18):147-157. DOI： 10.7500/AEPS20220330002.

摘要

随着海量、分散、多元分布式资源的规模化接入，虚拟电厂(VPP)技术已成为需求侧资源统一管理和高效调控的有效方式。为探索VPP多品种交易新模式，提出一种多VPP电-碳-备用点对点(P2P)交易模型，并采用条件风险价值理论量化新能源随机性带来的潜在风险。首先，建立含光伏机组、燃料电池、储能、中央空调和柔性负荷的VPP聚合模型，并提出多VPP电-碳-备用P2P交易方法，实现多VPP之间电能、碳排放量和备用资源的交互共享。其次，建立基于条件风险价值的VPP交易模型，实现VPP内光伏出力不确定性的风险衡量。然后，采用基于共识的自适应步长交替方向乘子法完成所构模型的高效求解。最后，通过算例验证了多VPP电-碳-备用P2P交易机制能激励VPP参与多种产品共享，增加自身收益及社会效益，所考虑的条件风险价值也为VPP利润和风险的权衡提供了有效的决策参考。

Abstract

With the large-scale access of massive

decentralized and diverse distributed resources

the virtual power plant (VPP) technology has become an effective method of unified management and efficient regulation for demand-side resources. In order to explore a new mode of VPP multi-variety trading

a multi-VPP electricity-carbon-reserve peer-to-peer (P2P) trading model is proposed

and the conditional value-at-risk theory is used to quantify the potential risks brought by the randomness of renewable energy. Firstly

a VPP aggregation model including photovoltaic units

fuel cells

energy storage

central air conditioning and flexible load is established

and a multi-VPP electricity-carbon-reserve P2P trading method is proposed to realize the interactive sharing of energy

carbon emission and reserve resources. Secondly

a VPP trading model based on the conditional value-at-risk is established to realize the risk measurement of photovoltaic output uncertainty in the VPP. Thirdly

the consensus-based adaptive step size alternating direction method of multipliers is used to solve the constructed model efficiently. Finally

through an example

it is verified that the electricity-carbon-reserve P2P trading mechanism for multiple VPPs can encourage VPPs to participate in the sharing of various resources

while increase their own benefits and social welfare. Conditional value-at-risk also provides an effective decision reference for the trade-off of profit and risk in VPP.

关键词

Keywords

references

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