论文标题
位置边际价格的大波动
Large Fluctuations in Locational Marginal Prices
论文作者
论文摘要
本文调查了由易变的可再生发电概况引起的批发能源市场的大幅度波动（LMP）。具体而言，我们研究表格的事件$ \ mathbb {p} \ big（\ Mathbf {lmp} \ notin \ prod_ {i = 1}^n [α_i^ - ，α_i^+] \ big），$ $ \boldsymbolα^ - ，\boldsymbolα^+\ in \ mathbb {r}^n $是指定不良价格出现的价格阈值的向量。通过利用电源网格中的供需匹配机制的结构，我们将LMP视为确定性分段仿射，可能是随机输入过程的不连续函数，对不可控制的可再生生成进行建模。我们利用来自大偏差理论的技术来确定极端价格峰值发生的最有可能的方法，并根据其经历价格上涨的可能性来对电网的节点进行排名。我们的结果是在高斯波动的情况下得出的，并在IEEE 14-BUS测试案例上进行了数值验证。
This paper investigates large fluctuations of Locational Marginal Prices (LMPs) in wholesale energy markets caused by volatile renewable generation profiles. Specifically, we study events of the form $\mathbb{P} \Big ( \mathbf{LMP} \notin \prod_{i=1}^n [α_i^-, α_i^+] \Big),$ where $\mathbf{LMP}$ is the vector of LMPs at the $n$ power grid nodes, and $\boldsymbolα^-,\boldsymbolα^+\in\mathbb{R}^n$ are vectors of price thresholds specifying undesirable price occurrences. By exploiting the structure of the supply-demand matching mechanism in power grids, we look at LMPs as deterministic piecewise affine, possibly discontinuous functions of the stochastic input process, modeling uncontrollable renewable generation. We utilize techniques from large deviations theory to identify the most likely ways for extreme price spikes to happen, and to rank the nodes of the power grid in terms of their likelihood of experiencing a price spike. Our results are derived in the case of Gaussian fluctuations and are validated numerically on the IEEE 14-bus test case.
