Electric Power ›› 2020, Vol. 53 ›› Issue (9): 181-188.DOI: 10.11930/j.issn.1004-9649.201902182

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Internal Optimization Stochastic Model of Virtual Power Plant Participating in Gas and Electricity Market

PENG Yuanyuan1, ZHOU Renjun1, ZENG Ziqi2, FENG Jian3, CHENG Yuanlin3, FANG Shaofeng3   

  1. 1. Hunan Province Collaborative Innovation Center of Clean Energy and Smart Grid(Changsha University of Science and Technology), Changsha 410004, China;
    2. Loudi Power Supply Branch, Hunan Province Electric Power Co.Ltd., Loudi 417000, China;
    3. China Energy Engineering Group Hunan Electric Power Design Institute Co., Ltd., Changsha 410007, China
  • Received:2019-02-28 Revised:2019-08-09 Published:2020-09-09
  • Supported by:
    This work is supported by National Natural Science Foundation of China (Multiple Data Fusion and Experimental Economics Driven Modeling and Decision Making Theory of Two Stage Power Market, No.91746118) and Natural Science Foundation of Hunan Province (Research on Characteristic Indexes and New Energy Consumption Modeling and Data-Driven Stochastic Optimization Methods, No.2019JJ40302).

Abstract: The virtual power plant (VPP) generally reduces the impact of uncertainties, but due to the conservative nature of its scheduling schemes, it is difficult for a VPP to obtain the highest economic benefits without considering the internal randomness in the process of participating in the electricity and gas market. In order to fully exploit the economic benefits of VPPs, a stochastic optimization scheduling model is proposed for electric-thermal-gas VPPs with consideration of the uncertainty of electricity price and wind-photovoltaic under gas and electricity market. The objective function of the model is the total benefit of VPPs, which is the difference between the sales of electricity, heat and gas and the cost for electricity to gas conversion, carbon capture, carbon emission and fuel. The superquantile method is introduced to convert the total benefit optimal model of VPPs with multiple random variables into a super-quantile random optimization model. For the convenience of calculation, the model is further processed into a discretization calculation model, and is solved with the spatial particle swarm optimization algorithm. The simulation results show that the VPP obtains the optimal benefits through optimizing the sale schemes of electricity and gas, and with consideration of various random variables in the process of participating in gas and electricity market, the VPP has more opportunities to obtain higher economic benefits after avoiding risks.

Key words: gas and electricity market, electric-thermal-gas virtual power plant, uncertainty, internal optimization, superquantile method, spatial particle swarm optimization algorithm