储能得益于其充放电的灵活性可应用于多个电力市场并从中获取相应的效益。然而,储能在获利的同时也要承受来自不同市场的风险,且具有高利润的市场往往伴随着高风险,因此很有必要评估不同市场的风险效益并优化储能应用于不同市场的容量,以期在最小的风险水平下实现效益最大化。提出一种差异化市场下的储能运营风险效益评估方法,考虑能源服务市场、对等交易服务市场、阻塞服务市场等3个储能可参与的市场,并应用投资组合理论建立各个市场下的收益率及风险计算模型及储能容量优化分配模型。研究结果表明提出的模型对于指导储能运营商参与不同市场的风险效益评估及其容量分配有较好的理论及现实指导意义。
Abstract
Energy storage（ES） benefits from its flexibility in charging and discharging can be applied in multiple electricity markets and obtain corresponding benefits. However, although ES can get profits, it also takes the risk of profit changes from different electricity markets. In addition, the market that ES participated with higher profit normally accompanies higher risks. In order to maximize the benefits with the minimum risk level, it is necessary to evaluate the risks and benefits of the markets that ES involved and optimize the capacity allocation of ES in different markets. A method for evaluating the risk and benefit of energy storage operation under differentiated markets is proposed, taking three markets into account, which are energy service market, peer-to-peer service market, and congestion service market. The risk and benefit calculation model of each markets and the optimal capacity allocation model for energy storage operator are designed based on the portfolio theory. The results show that the proposed model has a good theoretical and practical significance for evaluating the risk and profit of energy storage operator and guiding the allocation of its capacity.
关键词
储能 /
电力市场 /
风险分析 /
效益评估 /
容量优化分配
Key words
energy storage /
electricity market /
risk analysis /
benefit evaluation /
capacity share optimization
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基金
新能源电力系统国家重点实验室开放课题（LAPS20011）; 国家自然科学基金（51807127）; 四川省科技计划（2020YFSY0037）
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