电力市场环境下考虑可再生能源保障性消纳的电价风险评估

由于以风电、光伏为主的可再生能源出力的不确定性，高比例可再生能源的接入会给电力市场出清电价带来风险。基于此，以可再生能源保障性消纳作为电力市场出清模型边界，提出考虑可再生能源不确定性的市场电价风险评估方法。首先，利用基数约束子模块化场景缩减技术刻画可再生能源出力的不确定性，生成具有代表性的有限场景集合。其次，建立考虑可再生能源保障性消纳的电力市场出清模型并提出节点电价计算方法。然后，提出电价风险评估指标体系，从节点、区域和系统等多个层面评估可再生能源出力不确定性引发的电价风险。最后，通过改进的IEEE30节点算例系统验证所提方法的有效性。分析结果表明，所提方法能够有效评估可再生能源不确定性带来的系统电价风险以及节点电价风险，对可再生能源参与电力市场的相关研究具有一定的参考价值。

Market Price Risk Analysis Under Background of Renewable Energy Assumption Guarantee

Due to the fluctuation of the output of renewable energy mainly composed of wind power and photovoltaic generation, the grid-connection of high proportion renewable energy may bring risk to the clearing price of electricity market. For this reason, taking the guaranteed accommodation of renewable energy as boundary of the clearing models of electricity market, an electricity price risk assessment method considering the uncertainty of renewable energy was proposed. Firstly, the cardinality constrained sub-modularity-based technique was used to describe the uncertainty of renewable energy output, and a representative set of limited scenarios was generated. Secondly, an electricity market clearing model, taking into account the guaranteed accommodation of renewable energy, was established and a computing method of nodal price was put forward. Thirdly, a price risk assessment index system was proposed to assess the price risk caused by renewable energy uncertainty in the levels of node, region and system respectively. Finally, the effectiveness of the proposed method was verified by numerical examples. Analysis results show that using the proposed method both system price risk and nodal price risk brought by the uncertainty of renewable energy can be effectively assessed, and this method is available for reference in the relevant research on renewable energy participating in electricity market.