规模化储能参与电力现货市场的商业模式

doi:10.16183/j.cnki.jsjtu.2022.187

摘要/Abstract

摘要：

以规模化储能为研究对象,在电力市场放开背景下,开展其参与电力现货市场的商业模式研究.首先,从国内外典型市场出清机制出发,分析日前市场及实时市场的出清方式、出清计算等过程,提出适应规模化储能参与现货市场的联合出清机制,包括投标方式、计费方式和出清方式等.其次,为充分发掘规模化储能的市场价值与其他附加价值,增强集群效应并解决储能容量闲置问题,提出适应规模化储能参与现货市场的商业模式,包括独立式(投资主体单一、服务模式单一),联盟式(投资主体多样、服务模式单一),共享式(投资主体多样、服务模式多样),并分析市场交易链中存在的博弈关系,量化电能价值、辅助服务价值以及其他附加价值.在此基础上,基于主从博弈构建不同商业模式下储能参与现货联合市场的双层出清模型范式.上层模型以储能为领导者、以储能收益最大化为目标参与市场竞争,下层模型以调度和交易中心为跟随者、以社会福利最大化为目标进行联合出清;最后,基于改进的IEEE30节点系统,以典型交易场景为例验证所提参与商业模式的有效性和可行性.

关键词: 规模化储能, 现货市场, 出清机制, 商业模式, 博弈论

Abstract:

In this paper, large-scale energy storage system(ESS) is taken as the research object to conduct study of business models on the participation of ESS in electricity spot market with liberalization. First, based on the typical market clearing mechanism at home and abroad, the clearing method, clearing calculation process and so on in day-ahead market and real-time balance market are analyzed, and a joint clearing mechanism suitable for large-scale ESS to participate in the spot market is proposed, including bidding method, billing method and clearing method, etc. Then, in order to fully explore the market value and other added value of large-scale ESS, to enhance cluster effect and to solve the problem of idle ESS capacity, business models suitable for large-scale ESS to participate in the spot market are proposed, including independent (single investment entity, single service model), alliance (diversified investment entities, single service model), and shared (diversified investment entities, diversified service models) models. The game relationship in the market transaction chain is analyzed, of which the electric energy value, the ancillary service value, and other added value are quantified. On this basis, a bilevel clearing model paradigm for ESS to participate in the spot joint market of different business models is constructed based on the master-slave game. In the upper-level model, large-scale ESS is the leader to participate in market competition with the goal of maximizing profits, while the dispatching and trading center in the lower-level model are followers to jointly clear the market with the goal of maximizing social welfare. Finally, the validity and feasibility of the proposed business models are verified by taking typical transaction scenarios as examples based on the improved IEEE30 node system.

Key words: large-scale energy storage system (ESS), spot market, clearing mechanism, business model, game theory

中图分类号:

TM711
TM 732

李迁, 姜欣, 张钧钊, 段世杰, 金阳. 规模化储能参与电力现货市场的商业模式[J]. 上海交通大学学报, 2023, 57(12): 1543-1558.

LI Qian, JIANG Xin, ZHANG Junzhao, DUAN Shijie, JIN Yang. Business Models for Large-Scale Energy Storage Systems to Participate in Electricity Spot Market[J]. Journal of Shanghai Jiao Tong University, 2023, 57(12): 1543-1558.

图/表 17

图1

图2

图3

图4

图5

图6

图7

表1

表2

图8

表3

图9

图10

表4

图11

图12

图13

参考文献 38

[1]	王义军, 左雪. 锂离子电池荷电状态估算方法及其应用场景综述[J]. 电力系统自动化, 2022, 46(14): 193-207.
	WANG Yijun, ZUO Xue. Review on estimation methods for state of charge of lithium-ion battery and its application scenarios[J]. Automation of Electric Power Systems, 2022, 46(14): 193-207.
[2]	国家发展改革委,国家能源局. 关于加快推动新型储能发展的指导意见[EB/OL]. (2021-07-15)[2022-03-16]. http://www.gov.cn/zhengce/zhengceku/2021-07/24/content_5627088.htm.
	National Development and Reform Commission,National Energy Administration. Guiding opinions on accelerating the development of new energy storage[EB/OL]. (2021-07-15) [2022-03-16]. http://www.gov.cn/zhengce/zhengceku/2021-07/24/content_5627088.ht.
[3]	国家能源局. 国家能源局关于印发《电力辅助服务管理办法》的通知[EB/OL]. (2021-12-21)[2022-03-21]. http://zfxxgk.nea.gov.cn/2021-12/21/c_1310391161.htm.
	National Energy Administration. Notice of the National Energy Administration on the issuance of Measures for the Administration of Auxiliary Services for Electric Power[EB/OL]. (2021-12-21) [2022-03-21]. http://zfxxgk.nea.gov.cn/2021-12/21/c_1310391161.htm.
[4]	KONIDENA R. FERC Order 841 levels the playing field for energy storage[J]. MRS Energy & Sustainability, 2019, 6(1): 1-3.
[5]	周立立, 向月, 延肖何, 等. 差异化市场下储能运营风险效益评估[J]. 太阳能学报, 2022, 43(3): 111-118. doi: 10.19912/j.0254-0096.tynxb.2020-0504
	ZHOU Lili, XIANG Yue, YAN Xiaohe, et al. Risk and benefit evaluation for energy storage under differentiated markets[J]. Acta Energiae Solaris Sinica, 2022, 43(3): 111-118. doi: 10.19912/j.0254-0096.tynxb.2020-0504
[6]	LIU Z J, GUO J C, WU D, et al. Two-phase collaborative optimization and operation strategy for a new distributed energy system that combines multi-energy storage for a nearly zero energy community[J]. Energy Conversion and Management, 2021, 230: 113800. doi: 10.1016/j.enconman.2020.113800 URL
[7]	姜欣, 刘萌, 王天梁, 等. 电网侧储能电站参与现货联合市场的竞价策略[J]. 电网技术, 2021, 45(9): 3398-3408.
	JIANG Xin, LIU Meng, WANG Tianliang, et al. Bidding strategy for grid-side energy power storage stations to participate in the spot joint market[J]. Power System Technology, 2021, 45(9): 3398-3408.
[8]	ZAKERI B, GISSEY G C, DODDS P E, et al. Centralized vs. distributed energy storage benefits for residential users[J]. Energy, 2021, 236: 121443. doi: 10.1016/j.energy.2021.121443 URL
[9]	叶鹏, 刘思奇, 关多娇, 等. 基于自适应均衡技术的分布式储能聚合模型及评估方法[J]. 上海交通大学学报, 2021, 55(12): 1689-1699.
	YE Peng, LIU Siqi, GUAN Duojiao, et al. An aggregation model and evaluation method of distributed energy storage based on adaptive equalization technology[J]. Journal of Shanghai Jiao Tong University, 2021, 55(12): 1689-1699.
[10]	BAEK M K, SHIN B D. Hybrid operation strategy for demand response resources and energy storage system[J]. Journal of Electrical Engineering & Technology, 2022, 17(1): 25-37.
[11]	林阿竹, 柯清辉, 江岳文. 独立储能参与调频辅助服务市场机制设计[J]. 电力自动化设备, 2022, 42(12): 26-34.
	LIN Azhu, KE Qinghui, JIANG Yuewen. Market mechanism design of independent energy storage participating in frequency modulation auxiliary service market[J]. Electric Power Automation Equipment, 2022, 42(12): 26-34.
[12]	李林晏, 韩爽, 乔延辉, 等. 面向高比例新能源并网场景的风光-电动车协同调度方法[J]. 上海交通大学学报, 2022, 56(5): 554-563.
	LI Linyan, HAN Shuang, QIAO Yanhui, et al. Wind-solar-electric vehicles coordination scheduling method for high proportion new energy grid-connected scenarios[J]. Journal of Shanghai Jiao Tong University, 2022, 56(5): 554-563.
[13]	侯慧, 徐焘, 肖振锋, 等. 计及可调控负荷的发用电一体化综合优化调度[J]. 电网技术, 2020, 44(11): 4294-4304.
	HOU Hui, XU Tao, XIAO Zhenfeng, et al. Generation and load integrated optimal scheduling considering adjustable load[J]. Power System Technology: 2020, 44(11): 4294-4304.
[14]	肖云鹏, 张兰, 张轩, 等. 包含独立储能的现货电能量与调频辅助服务市场出清协调机制[J]. 中国电机工程学报, 2020, 40(Sup.1): 167-180.
	XIAO Yunpeng, ZHANG Lan, ZHANG Xuan, et al. The coordinated market clearing mechanism for spot electric energy and regulating ancillary service incorporating independent energy storage resources[J]. Proceedings of the CSEE: 2020, 40(Sup.1): 167-180.
[15]	GRIGORYAN G, COLLINS A J. Game theory for systems engineering: A survey[J]. International Journal of System of Systems Engineering, 2021, 11(2): 121. doi: 10.1504/IJSSE.2021.116044 URL
[16]	HUANG Q S, XU Y J, COURCOUBETIS C A. Strategic storage operation in wholesale electricity markets: A networked cournot game analysis[J]. IEEE Transactions on Network Science & Engineering, 2021, 8(2): 1789-1801.
[17]	周步祥, 曹强, 臧天磊, 等. 基于区块链的微电网双层博弈电力交易优化决策[J]. 电力自动化设备, 2022, 42(9): 35-42.
	ZHOU Buxiang, CAO Qiang, ZANG Tianlei, et al. Electricity trading optimization decision for microgrid based on blockchain and two-level game[J]. Electric Power Automation Equipment, 2022, 42(9): 35-42.
[18]	GAO Q, ZHANG X D, YANG M X, et al. Fuzzy decision-based optimal energy dispatch for integrated energy systems with energy storage[J]. Frontiers in Energy Research, 2021, 9: 809024. doi: 10.3389/fenrg.2021.809024 URL
[19]	国家能源局山东监管办公室, 山东省发展和改革委员会, 山东省能源局. 关于印发《山东省电力现货市场交易规则(试行)》《山东省电力中长期交易规则(试行)》《山东省电力零售市场交易规则(试行)》的通知[EB/OL]. (2020-06-16)[2022-03-21]. http://sdb.nea.gov.cn/tzgg/content_1451.
	Shandong Regulatory Office of National Energy Administration,Development and Reform Commission of Shandong Province,Shandong Energy Administration. Notice on the issuance of Trading Rules of Shandong Electricity Spot Market (Trial), Medium and Long-Term Trading Rules for Electricity in Shandong Province (Trial), and Trading Rules of Shandong Electricity Retail Market (Trial)[EB/OL]. (2020-06-16) [2022-03-21]. http://sdb.nea.gov.cn/tzgg/content_1451.
[20]	马辉, 陈雨果, 陈晔, 等. 南方(以广东起步)电力现货市场机制设计[J]. 南方电网技术, 2018, 12(12): 42-48.
	MA Hui, CHEN Yuguo, CHEN Ye, et al. Mechanism design of Southern China (starting from Guangdong Province) electric spot market[J]. Southern Power System Technology, 2018, 12(12): 42-48.
[21]	PJM. PJM Manual 11: Energy & ancillary services market operations[EB/OL]. (2014-09-08)[2022-03-26]. https://www.docin.com/p-1700968651.html.
[22]	ERCOT. Market rule 1: Standard market design[EB/OL]. (2016-05-14)[2022-03-26]. https://www.nga.org/electricity-markets/.
[23]	MISO. Business practices manual. Energy and operating reserve markets[EB/OL]. (2016-07-23)[2022-03-26]. https://www.misoenergy.org/legal/business-practice-manuals/, 2016.
[24]	HOGAN W W, POPE S L. PJM reserve markets: Operating reserve demand curve enhancements[R]. Boston, USA: Harvard University & FTI Consulting Inc, 2019.
[25]	陈中飞, 荆朝霞, 陈达鹏, 等. 美国调频辅助服务市场的定价机制分析[J]. 电力系统自动化, 2018, 42(12): 1-10.
	CHEN Zhongfei, JING Zhaoxia, CHEN Dapeng, et al. Analysis on pricing mechanism in frequency regulation ancillary service market of United States[J]. Automation of Electric Power Systems, 2018, 42(12): 1-10.
[26]	郝旭东, 孙伟, 程定一, 等. 基于Q强化学习的综合能源服务商现货市场申报策略研究[J]. 电力建设, 2020, 41(9): 132-138. doi: 10.12204/j.issn.1000-7229.2020.09.015
	HAO Xudong, SUN Wei, CHENG Dingyi, et al. A novel declaration strategy for integrated energy servicer based on Q-learning algorithm in power spot market[J]. Electric Power Construction, 2020, 41(9): 132-138. doi: 10.12204/j.issn.1000-7229.2020.09.015
[27]	HUANG Q S, XU Y J, WANG T, et al. Market mechanisms for cooperative operation of price-maker energy storage in a power network[J]. IEEE Transactions on Power Systems, 2018, 33(3): 3013-3028. doi: 10.1109/TPWRS.2017.2762350 URL
[28]	李振坤, 魏砚军, 张智泉, 等. 有源配电网黑启动恢复供电辅助服务市场机制研究[J]. 中国电机工程学报, 2022, 42(18): 6641-6655.
	LI Zhenkun, WEI Yanjun, ZHANG Zhiquan, et al. Research on market mechanism of black start restoration auxilliary service in distribution network[J]. Proceedings of the CSEE, 2022, 42(18): 6641-6655.
[29]	任保平. 新时代中国经济从高速增长转向高质量发展: 理论阐释与实践取向[J]. 学术月刊, 2018, 50(3): 66-74.
	REN Baoping. Theoretical interpretation and practical orientation of China’s economy from high speed growth to high quality development in new era[J]. Academic Monthly, 2018, 50(3): 66-74.
[30]	陈启鑫, 房曦晨, 郭鸿业, 等. 储能参与电力市场机制: 现状与展望[J]. 电力系统自动化, 2021, 45(16): 14-28.
	CHEN Qixin, FANG Xichen, GUO Hongye, et al. Participation mechanism of energy storage in electricity market: Status quo and prospect[J]. Automation of Electric Power Systems, 2021, 45(16): 14-28.
[31]	邱伟强, 王茂春, 林振智, 等. “双碳”目标下面向新能源消纳场景的共享储能综合评价[J]. 电力自动化设备, 2021, 41(10): 244-255.
	QIU Weiqiang, WANG Maochun, LIN Zhenzhi, et al. Comprehensive evaluation of shared energy storage towards new energy accommodation scenario under targets of carbon emission peak and carbon neutrality[J]. Electric Power Automation Equipment, 2021, 41(10): 244-255.
[32]	李鹏, 马溪原, 郭祚刚, 等. 基于双层优化的综合能源服务商博弈策略[J]. 电网技术, 2021, 45(2): 460-473.
	LI Peng, MA Xiyuan, GUO Zuogang, et al. Game strategy of integrated energy service providers based on bi-level optimization[J]. Power System Technology, 2021, 45(2): 460-473.
[33]	陆承宇, 江婷, 邓晖, 等. 基于合作博弈的含清洁能源发电商参与现货市场竞价策略及收益分配[J]. 电力建设, 2020, 41(12): 150-158.
	LU Chengyu, JIANG Ting, DENG Hui, et al. Bidding strategy and profit distribution of power generation company with clean energy in spot market based on cooperative game theory[J]. Electric Power Construction, 2020, 41(12): 150-158.
[34]	刘连光, 潘明明, 田世明, 等. 考虑源网荷多元主体的售电竞争非合作博弈方法[J]. 中国电机工程学报, 2017, 37(6): 1618-1626.
	LIU Lianguang, PAN Mingming, TIAN Shiming, et al. A non-cooperative game analysis of an competitive electricity retail considering multiple subjects of source-grid-load[J]. Proceedings of the CSEE, 2017, 37(6): 1618-1626.
[35]	秦婷, 刘怀东, 王锦桥, 等. 基于讨价还价博弈理论的分布式能源合作收益分配模型[J]. 电力自动化设备, 2019, 39(1): 134-140.
	QIN Ting, LIU Huaidong, WANG Jinqiao, et al. Profit allocation model of cooperative distributed energy resources based on bargaining game theory[J]. Electric Power Automation Equipment, 2019, 39(1): 134-140.
[36]	冯忠楠, 文汀, 林湘宁, 等. 兼顾全局效益最优与利益分配公平的独立海岛群能量生产输运模式研究[J]. 中国电机工程学报, 2021, 41(17): 5923-5936.
	FENG Zhongnan, WEN Ting, LIN Xiangning, et al. Research on energy production and transportation mode for independent islands considering optimal global benefit and its fair distribution[J]. Proceedings of the CSEE, 2021, 41(17): 5923-5936.
[37]	ŠEPETANC K, PANDŽIĆ H. A cluster-based operation model of aggregated battery swapping stations[J]. IEEE Transactions on Power Systems, 2020, 35(1): 249-260. doi: 10.1109/TPWRS.59 URL
[38]	RAWAT T, NIAZI K R, GUPTA N, et al. A linearized multi-objective Bi-level approach for operation of smart distribution systems encompassing demand response[J]. Energy, 2022, 238: 121991. doi: 10.1016/j.energy.2021.121991 URL

机组	机组	P_max	P_min	A/(元·MW^-2)	B/(元·MW^-1)	C/元	R_g_max	乘子	位置
基荷机组	G1	157	45	0.09	181.64	3933.99	25	6	1
	G2	100	35	0.11	183.53	3628.17	40	6	2
调峰机组	G3	60	15	0.19	31.71	5249.99	20	6	5
	G4	80	20	0.16	33.09	6217.66	25	6	8
	G5	40	10	0.53	36.23	8292.85	10	6	11
	G6	40	10	0.76	30.25	6783.30	10	6	13
ESS	S1	30	-30				30	12	4
	S2	20	-20				20	10	10

t	V_sys	t	V_sys	t	V_sys
1:00	4.0	9:00	2.8	17:00	2.9
2:00	4.2	10:00	2.4	18:00	3.1
3:00	4.5	11:00	2.1	19:00	3.2
4:00	4.3	12:00	1.6	20:00	3.3
5:00	4.0	13:00	1.5	21:00	3.5
6:00	3.9	14:00	1.8	22:00	3.5
7:00	3.2	15:00	2.3	23:00	3.7
8:00	3.0	16:00	2.7	24:00	3.9

机组	能量市场收益	上调频市场收益	下调频市场收益	总收益
S1	5091.93	12476.29	9640.33	27208.55
S2	2869.14	8997.30	6112.04	17978.48

机组	能量市场收益	调频容量市场收益	调频里程市场收益	总收益
S1	4065.45	28231.19	14720.18	47016.81
S2	3365.83	17066.56	3742.11	24870.87