期刊
IEEE TRANSACTIONS ON POWER SYSTEMS
卷 36, 期 4, 页码 2815-2828出版社
IEEE-INST ELECTRICAL ELECTRONICS ENGINEERS INC
DOI: 10.1109/TPWRS.2020.3046710
关键词
Real-time systems; Probabilistic logic; Indexes; Energy storage; Capacity planning; Schedules; Programming; Balancing markets; chance-constrained programming; data-driven optimization; energy storage; energy-operating reserve markets
资金
- energy transition funds project 'EPOC 2030-2050'
This study proposes a data-driven probabilistic characterization method to improve the conservative policies of merchant ESS in reserving energy capacity in day-ahead schedules. By enforcing a tailored probabilistic guarantee on the availability of scheduled reserve capacity via chance constrained programming, profit-maximizing participation in energy, reserve, and balancing markets is enabled.
Energy storage systems (ESS) may provide the required flexibility to cost-effectively integrate weather-dependent renewable generation, in particular by offering operating reserves. However, since the real-time deployment of these services is uncertain, ensuring their availability requires merchant ESS to fully reserve the associated energy capacity in their day-ahead schedule. To improve such conservative policies, we propose a data-driven probabilistic characterization of the real-time balancing stage to inform the day-ahead scheduling problem of an ESS owner. This distributional information is used to enforce a tailored probabilistic guarantee on the availability of the scheduled reserve capacity via chance constrained programming, which allows a profit-maximizing participation in energy, reserve and balancing markets. The merit order-based competition with rival resources in reserve capacity and balancing markets is captured via a bi-level model, which is reformulated as a computationally efficient mixed-integer linear problem. Results show that a merchant ESS owner may leverage the competition effect to avoid violations of its energy capacity limits, and that the proposed risk-aware method allows sourcing more reserve capacity, and thus more value, from storage, without jeopardizing the real-time reliability of the power system.
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