市場価格とインバランスリスクを考慮したDER の最適市場入札戦略に関する研究

Ryunosuke Imai*, Yutaka Iino, Yasuhiro Hayashi, Ayumu Miyasawa, Yamato Imaeda

*この研究の対応する著者

研究成果: Article査読

抄録

With the massive deployment of variable renewable energy for achieving net-zero, the need for balancing capacity is increasing. This study proposes a market bidding strategy method which is used by an aggregator that manages DERs, to effectively utilize the value of power & energy supply (kWh) and adjustment power (∆ kW) of DER. The proposed method is based on a trade-off between imbalance loss and market profit. First, the weighted learning Similar Days method (SD method) is used to forecast market prices. Second, the imbalance risk is calculated based on the forecasted market prices, demand, and imbalance charges. At last, the bid volume is determined based on multi-factor value at risk (MVaR) constraints. The results of bidding simulations based on actual data such as market prices showed the effectiveness of the proposed method from the perspective of the total profit based on the trade-off of imbalance loss and market profit. We confirmed that the proposed method improves the profit compared to the conventional method.

寄稿の翻訳タイトルA Study on Optimal Market Bidding Strategy for DER Considering Market Price and Imbalance Risk
本文言語Japanese
ページ(範囲)68-78
ページ数11
ジャーナルIEEJ Transactions on Power and Energy
144
2
DOI
出版ステータスPublished - 2024

Keywords

  • Net Zero
  • Similar Days method
  • VaR
  • balancing market
  • bidding strategy
  • imbalance

ASJC Scopus subject areas

  • エネルギー工学および電力技術
  • 電子工学および電気工学

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