Day-Ahead Market Energy-Reserve Joint Clearing Model Considering Real-Time Market Balancing Cost under Participation of Wind Power Generation

doi:10.11930/j.issn.1004-9649.202005128

Abstract

Abstract: The uncertainty of wind power generation has posed a challenge to day-ahead electricity market clearing. A novel day-ahead energy-reserve joint clearing model considering the participation of wind power is proposed in this paper. The multi-scenario technique is adopted to describe the uncertainty of wind power output, which is the base of clearing model calculation. The proposed model can mitigate the operation pressure of the real-time market and ensure the stability of system by introducing the reserve clearing cost and the balancing cost of the real-time market. At the same time, the model considers the penalty cost of wind curtailment and load loss to ensure the full utilization of wind power resources and the stability of power system. A case study of an improved IEEE30 system shows that the proposed model can fully utilize wind power resources, effectively reduce the cost of power generation in day-ahead market, as well as reduce the risk of wind curtailment and load loss, and it may have good practical application prospect for the power system with high permeability of wind power generation.

Key words: uncertainty of wind power generation, day-ahead electricity market clearing, multi-scenario technique, energy and reserve clearing joint model, real-time market balancing cost, wind curtailment, load loss

WANG Zhicheng, WANG Xiuli, WANG Shuai. Day-Ahead Market Energy-Reserve Joint Clearing Model Considering Real-Time Market Balancing Cost under Participation of Wind Power Generation[J]. Electric Power, 2020, 53(9): 19-27.

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URL: https://www.electricpower.com.cn/EN/10.11930/j.issn.1004-9649.202005128

https://www.electricpower.com.cn/EN/Y2020/V53/I9/19

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