MARKET BIDDING DECISION MODEL OF LOAD AGGREGATOR BASED ON HYBRID FCC-IGDT

Cheng Yu; Yan Yulu

doi:10.19912/j.0254-0096.tynxb.2025-1045

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Acta Energiae Solaris Sinica ›› 2026, Vol. 47 ›› Issue (7) : 812-820. DOI: 10.19912/j.0254-0096.tynxb.2025-1045

MARKET BIDDING DECISION MODEL OF LOAD AGGREGATOR BASED ON HYBRID FCC-IGDT

Cheng Yu, Yan Yulu

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Abstract

Load aggregators in the day-ahead joint energy-reserve market face uncertainties from external market price volatility and the internal responsiveness of aggregated resources. Accounting for the risk preferences of price-taking aggregators, we optimize bidding strategies for both energy and reserve markets. To support fine-grained management of response behavior and the associated risks to energy-trading and reserve revenues undes dual sources of uncertainty （prices and resource responses）, we integrate fuzzy chance constraint （FCC） with information gap decision theory （IGDT） to develop a risk-constrained hybrid FCC-IGDT bidding model. Simulation results show that the model meets requirements for both revenue robustness and risk sensitivity, enabling risk-management-driven co-optimization of day-ahead energy offers and reserve capacity bids. It also provides mechanisms for early warning and identification of hedging opportunities, thereby enhancing aggregators’ market competitiveness.

Key words

risk management / market research / uncertainty analysis / load aggregator / information gap decision theory / fuzzy chance constraint

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Cheng Yu, Yan Yulu. MARKET BIDDING DECISION MODEL OF LOAD AGGREGATOR BASED ON HYBRID FCC-IGDT[J]. Acta Energiae Solaris Sinica. 2026, 47(7): 812-820 https://doi.org/10.19912/j.0254-0096.tynxb.2025-1045

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