Integrated Sales of Wind, Fire and Storage E-Commerce Participates in Medium and Long-Term-Spot Market Coupled Transaction Strategy Optimization Model
摘要
Aiming at the transaction strategy optimization problem of wind, fire and storage integrated sales e-commerce in the electricity market, this paper constructs a stochastic optimization model for participating in medium-to-long-term-spot market coupled transactions. Firstly, the Copula function and K-means clustering algorithm are used to generate a typical scene set representing the uncertainty of wind and solar output and electricity price; Then a sto-chastic programming model with the objective of maximizing the expected return under the constraint of conditional value at risk (CVaR) is established, and the constraints such as unit operation characteristics and market transaction rules are comprehensively considered. Based on the Matlab/YALMIP toolbox and CPLEX solver, the simulation results show that the proposed model can effectively formulate the power generation combination and cross-market power allocation strategies in different scenarios.