arXivDaily arXiv每日学术速递 周一至周五更新
arXiv 2007.15115eess.SYcs.SYmath.OC
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电力市场中促进储能参与的保险合同设计

An Insurance Contract Design to Boost Storage Participation in the Electricity Market

Nayara Aguiar, Vijay Gupta

摘要:

在间歇性可再生能源发电量不断增加的情况下,储能技术是提高电网灵活性的关键。我们提出了一个保险合同,适当补偿储能系统提供的灵活性。这样的合同为这些系统提供了更广泛的市场机会,同时也激励了电网中更高的可再生能源渗透率。我们考虑了一个提前一天的市场,其中包括可再生能源和储能所有者在内的发电商将在下一个运营日进行投标。由于生产的不确定性,可再生能源发电机可能无法满足其提前一天的生产计划,因此会受到处罚。作为对这些处罚的对冲,我们提出了一个可再生能源生产商和存储所有者之间的保险合同,其中存储储备一些能源,以备可再生能源短缺时使用。我们表明,这样的合同激励可再生能源的球员出价更高,从而增加可再生能源参与电力组合。它还为存储所有者提供了额外的收入来源,这些存储所有者在日前市场上可能无法通过纯粹基于仲裁的策略获利。此外,我们证明了这份合同对双方都有经济效益。我们通过两个案例研究来验证我们的分析。

英文摘要:

Energy storage technologies are key to improving grid flexibility in the presence of increasing amounts of intermittent renewable generation. We propose an insurance contract that suitably compensates energy storage systems for providing flexibility. Such a contract provides a wider range of market opportunities for these systems while also incentivizing higher renewable penetration in the grid. We consider a day-ahead market in which generators, including renewables and storage owners, bid to be scheduled for the next operating day. Due to production uncertainty, renewable generators may be unable to meet their day-ahead production schedule, and thus be subject to a penalty. As a hedge against these penalties, we propose an insurance contract between a renewable producer and a storage owner, in which the storage reserves some energy to be used in case of renewable shortfalls. We show that such a contract incentivizes the renewable player to bid higher, thus increasing renewable participation in the electricity mix. It also provides an extra source of revenue for storage owners that may not be profitable with a purely arbitrage-based strategy in the day-ahead market. Further, we prove this contract is economically beneficial for both players. We validate our analysis through two case studies.

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