Bidding Strategy of Load Aggregators and Market Equilibrium Analysis for Multi-variety Electricity Market Trading

WANG Peng; HE Huanran; FU Lingxiao; WANG Yanling; DAI Yao

doi:10.7500/AEPS20230313004

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Bidding Strategy of Load Aggregators and Market Equilibrium Analysis for Multi-variety Electricity Market Trading

Special Topic on Construction of Electricity Market System | 更新时间：2025-06-16

- Bidding Strategy of Load Aggregators and Market Equilibrium Analysis for Multi-variety Electricity Market Trading
- Automation of Electric Power Systems Vol. 48, Issue 4, Pages: 111-122(2024)
- 作者机构：
  
  1.华北电力大学电气与电子工程学院，北京市 102206
  2.内蒙古电力营销服务公司，内蒙古自治区呼和浩特市 010010
- 作者简介：
- 基金信息：
  
  Consultation Key Project of Inner Mongolia Power (Group) Co., Ltd(YXYY-YBHT-2023-DFJSZX-0708-0060);National Natural Science Foundation of China(51907063)
- DOI：10.7500/AEPS20230313004
  CLC：
- Received：13 March 2023，
  
  Revised：2023-07-31，
  
  Published Online：25 September 2023，
  
  Published：25 February 2024
- 稿件说明：
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王鹏,贺焕然,伏凌霄等.多品种电力市场交易下负荷聚合商投标策略及市场均衡分析[J].电力系统自动化,2024,48(4):111-122.

WANG Peng,HE Huanran,FU Lingxiao,et al.Bidding Strategy of Load Aggregators and Market Equilibrium Analysis for Multi-variety Electricity Market Trading[J].Automation of Electric Power Systems,2024,48(4):111-122.
王鹏,贺焕然,伏凌霄等.多品种电力市场交易下负荷聚合商投标策略及市场均衡分析[J].电力系统自动化,2024,48(4):111-122. DOI： 10.7500/AEPS20230313004.

WANG Peng,HE Huanran,FU Lingxiao,et al.Bidding Strategy of Load Aggregators and Market Equilibrium Analysis for Multi-variety Electricity Market Trading[J].Automation of Electric Power Systems,2024,48(4):111-122. DOI： 10.7500/AEPS20230313004.

摘要

中国新型电力系统建设正面临灵活资源短缺等问题，亟须发挥负荷侧调节能力。随着电网与负荷双向交互越发频繁，更多负荷聚合商通过整合辖区灵活资源参与市场交易，导致以往由发电侧占主导的市场均衡被打破。为研究多主体负荷聚合商博弈策略，构建了能量-备用电力市场下负荷聚合商双层投标模型，并引入多场景描述非决策者投标不确定性对市场均衡的影响。通过强平稳算法（SSM）将多个双层模型转化为带均衡约束的均衡问题(EPEC)模型，并采用大M法、二进制展开法等线性化方法进行线性化。算例结果验证了模型及求解算法的合理性和有效性，表明基于EPEC模型的负荷聚合商最优投标策略更加契合实际市场规则，有助于系统优化负荷曲线，缓解灵活资源供需紧张。

Abstract

The construction of the new power system in China is facing the challenge of a shortage of flexible resources

and it is urgent to exert the adjustment ability of load side. As the mutual interaction between the power grid and load becomes more frequent

more load aggregators participate in market transactions by integrating jurisdictional flexible resources

resulting in the break of the market equilibrium dominated by the power generation side in the past. In order to study the game strategy of multi-agent load aggregators

a bi-level bidding model of load aggregators under energy-reserve electricity market is constructed

and multiple scenarios are introduced to describe the influence of bidding uncertainty of non-decision makers on the market equilibrium. The multiple bi-level models are transformed into an equilibrium problem with equilibrium constraints (EPEC) model by strong stationary method (SSM)

and linearization methods such as big-M method and binary expansion approach are used for linearization. Results of the case validate the validity and effectiveness of the model and solving algorithm

demonstrating that the EPEC model based optimal bidding strategy of load aggregators is more in line with the actual market rules

which is helpful to optimize the load curve of the system and alleviate the tension between the supply and demand of flexible resources.

关键词

Keywords

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