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

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  • A Study on Optimal Market Bidding Strategy for DER Considering Market Price and Imbalance Risk

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<p>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 (ΔkW) 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.</p>

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