分布式储能电站聚合参与两阶段能量市场的个体效益驱动投标策略

韩自奋, 马喜平, 马寅, 夏元兴, 王珂

分布式能源 ›› 2026, Vol. 11 ›› Issue (2) : 116-128.

PDF(1279 KB)
PDF(1279 KB)
分布式能源 ›› 2026, Vol. 11 ›› Issue (2) : 116-128. DOI: 10.16513/j.2096-2185.DE.26110133
调度优化与市场机制

分布式储能电站聚合参与两阶段能量市场的个体效益驱动投标策略

作者信息 +

Individual Benefit-Driven Bidding Strategy for Distributed Energy Storage Power Stations Aggregating Participation in Two-Stage Energy Markets

Author information +
文章历史 +

摘要

针对分布式储能聚合参与电能量市场时个体效益保障不足、聚合可行域与运行目标不匹配、两阶段投标策略耦合性弱等问题,提出一种计及个体效益驱动的储能聚合方法及其两阶段市场投标策略。首先,基于卡罗需-库恩-塔克(Karush-Kuhn-Tucker,KKT)条件构建计及个体效益约束的储能聚合可行域优化模型,在保障各储能电站收益不低于独立参与市场的前提下实现多主体资源整合。然后,建立储能聚合商参与日前-实时两阶段市场的双层优化模型,在日前阶段刻画策略性报价行为,在实时阶段构建基于日前计划偏差的功率调整机制。基于博弈论分析市场均衡的存在性与唯一性,并提出两阶段市场出清方法。引入Roy Billinton测试系统仿真表明:所提聚合方法使4个聚合商合计收益较闵可夫斯基求和方法提升15.5%,异构性较强的聚合商收益提升达16.7%,两阶段市场合计收益较仅参与日前市场提升19%。该文方法能够在保障个体理性的前提下实现储能资源整合与收益提升,有效耦合日前策略性报价与实时灵活性调整,为分布式储能参与电力市场提供了理论依据与方法支撑。

Abstract

To address the challenges in aggregated participation of distributed energy storage stations in electricity energy markets, including insufficient consideration of individual benefits, misalignment between aggregated feasible regions and operational objectives, and weak coupling of bidding strategies in two-stage markets, this paper proposes an individual benefit-driven aggregation method and a two-stage market bidding strategy for distributed energy storage. Firstly, based on Karush-Kuhn-Tucker (KKT) conditions, an optimization model for the aggregated feasible region incorporating individual benefit constraints is constructed, enabling multi-agent resource integration while ensuring that the revenue of each energy storage station is no less than that achieved through independent market participation. Subsequently, a bi-level optimization model for energy storage aggregators participating in day-ahead and real-time two-stage energy markets is established, characterizing strategic bidding behavior in the day-ahead stage and constructing a power adjustment mechanism based on day-ahead schedule deviations in the real-time stage. Based on game theory, the existence and uniqueness of market equilibrium are analyzed, and a two-stage market clearing method is proposed by transforming the bi-level optimization into a single-level KKT system. Simulation results on the Roy Billinton test system demonstrate that the proposed aggregation method increases the total revenue of four aggregators by 15.5% compared to the Minkowski summation method, with revenue improvements reaching 16.7% for aggregators with higher heterogeneity. The total revenue in the two-stage market is 19.0% higher than that achieved by participating only in the day-ahead market. The proposed method achieves energy storage resource integration and revenue enhancement while ensuring individual rationality, effectively coupling day-ahead strategic bidding with real-time flexibility adjustments, thereby providing theoretical foundations and methodological support for distributed energy storage participation in electricity markets.

关键词

分布式储能 / 储能聚合 / 日前电力市场 / 实时市场 / 投标策略

Key words

distributed energy storage / energy storage aggregation / day-ahead energy market / real-time energy market / bidding strategy

引用本文

导出引用
韩自奋, 马喜平, 马寅, . 分布式储能电站聚合参与两阶段能量市场的个体效益驱动投标策略[J]. 分布式能源, 2026, 11(2): 116-128 https://doi.org/10.16513/j.2096-2185.DE.26110133.
HAN Zifen, MA Xiping, MA Yin, et al. Individual Benefit-Driven Bidding Strategy for Distributed Energy Storage Power Stations Aggregating Participation in Two-Stage Energy Markets[J]. Distributed Energy, 2026, 11(2): 116-128 https://doi.org/10.16513/j.2096-2185.DE.26110133.
中图分类号: TK 02   

参考文献

[1]
田新成, 文艺林, 卢泽汉, 等. 多类型灵活资源的建模与分层式协调控制架构[J]. 分布式能源, 2024, 9(1): 10-18.
TIAN Xincheng , WEN Yilin , LU Zehan , et al. Modeling techniques and a hierarchical coordinated control framework for various-type flexible resources[J]. Distributed Energy, 2024, 9(1): 10-18.
[2]
唐文虎, 聂欣昊, 钱瞳, 等. 面向新型电力系统安全稳定的储能应用技术研究综述与展望[J]. 广东电力, 2024, 37(12): 3-15.
TANG Wenhu , NIE Xinhao , QIAN Tong , et al. Review and prospect on application technologies of energy storage for safety and stability of new power system[J]. Guangdong Electric Power, 2024, 37(12): 3-15.
[3]
张思睿, 夏冬, 谭丁畅. 新型储能参与电力市场交易的技术经济可行域研究[J]. 分布式能源, 2024, 9(1): 64-71.
ZHANG Sirui , XIA Dong , TAN Dingchang . Techno-economic feasible region study on new energy storage participating in electricity market[J]. Distributed Energy, 2024, 9(1): 64-71.
[4]
朱江峰, 裴志刚, 陈晓宇, 等. 考虑风险共担的虚拟电厂日前日内需求响应优化方法[J]. 电力建设, 2026, 47(2): 124-135.
ZHU Jiangfeng , PEI Zhigang , CHEN Xiaoyu , et al. Risk-sharing-considered oriented optimization approach for day-ahead and intra-day demand response in virtual power plants[J]. Electric Power Construction, 2026, 47(2): 124-135.
[5]
曾佑鑫, 李华强, 魏震波, 等. 考虑电-热-气负荷联动的园区多能源云储能服务运营策略[J]. 电力建设, 2026, 47(2): 174-187.
ZENG Youxin , LI Huaqiang , WEI Zhenbo , et al. Operational strategy for multi-energy cloud energy storage in industrial parks considering electricity-heat-gas load coupling[J]. Electric Power Construction, 2026, 47(2): 174-187.
[6]
杜锡力, 刘友波, 廖若愚, 等. 衔接机制电量分配与两个细则考核的存量风储系统两阶段交易策略[J/OL]. 中国电机工程学报, 1-17(2026-01-29)[2026-02-15]. https://link.cnki.net/urlid/11.2107.TM.20260129.1132.004.
DU Xili, LIU Youbo, LIAO Ruoyu, et al. Two-stage trading strategy for existing wind-storage systems based on mechanism electricity allocation via coupling mechanisms and assessment of two rules[J/OL]. Proceedings of the CSEE, 1-17(2026-01-29)[2026-02-15]. https://link.cnki.net/urlid/11.2107.TM.20260129.1132.004.
[7]
孙荣富, 王歌, 闵睿, 等. 面向新型电力系统的虚拟电厂交易机制设计[J/OL]. 电力系统自动化, 1-18(2026-01-23)[2026-02-15]. http://link.cnki.net/urlid/32.1180.TP.20260122.1705.004.
SUN Rongfu, WANG Ge, MIN Rui, et al. Trading mechanism design of virtual power plants for new power system[J/OL]. Automation of Electric Power Systems, 1-18(2026-01-23)[2026-02-15]. http://link.cnki.net/urlid/32.1180.TP.20260122.1705.004.
[8]
ÖZTÜRK E , FAULWASSER T , WORTHMANN K , et al. Alleviating the curse of dimensionality in minkowski sum approximations of storage flexibility[J]. IEEE Transactions on Smart Grid, 2024, 15(6): 5733-5743.
[9]
XIA Y , HUANG Y , LIN T , et al. Capturing opportunity costs of peer-to-peer energy transactions in microgrids via virtual state-of-charge bids[J]. Applied Energy, 2024, 376(PartB): 12.
[10]
ZHENG B S , WEI W , XU Y , et al. Capacity aggregation and online control of clustered energy storage units[J]. IEEE Transactions on Sustainable Energy, 2024, 15(3): 1546-1561.
[11]
CHEN C M , LI Y , QIU W Q , et al. Cooperative-game-based day-ahead scheduling of local integrated energy systems with shared energy storage[J]. IEEE Transactions on Sustainable Energy, 2022, 13(4): 1994-2011.
[12]
EMMANUEL M I , DENHOLM P . A market feedback framework for improved estimates of the arbitrage value of energy storage using price-taker models[J]. Applied Energy, 2022, 310: 118250.
[13]
ARTEAGA J , ZAREIPOUR H . A price-maker/price-taker model for the operation of battery storage systems in electricity markets[J]. IEEE Transactions on Smart Grid, 2019, 10(6): 6912-6920.
[14]
詹祥澎, 杨军, 韩思宁, 等. 考虑电动汽车可调度潜力的充电站两阶段市场投标策略[J]. 电力系统自动化, 2021, 45(10): 86-96.
ZHAN Xiangpeng , YANG Jun , HAN Sining , et al. Two-stage market bidding strategy of charging station considering schedulable potential capacity of electric vehicle[J]. Automation of Electric Power Systems, 2021, 45(10): 86-96.
[15]
GISSEY G C , SUBKHANKULOVA D , DODDS P E , et al. Value of energy storage aggregation to the electricity system[J]. Energy Policy, 2019, 128: 685-696.
[16]
DAHLIN N , JAIN R . Two-stage electricity markets with renewable energy integration: Market mechanisms and equilibrium analysis[J]. IEEE Transactions on Control of Network Systems, 2022, 9(2): 823-834.
[17]
GUAN X H , SUN X H , CAO X Y , et al. Cyber-physical energy system for the energy revolution: A comprehensive solution for system design and operation[J]. Cyber-Physical Energy Systems, 2025, 1(1): 3-13.
[18]
GUAN X P , MA K , FENG Y P , et al. Port cyber-physical energy systems: advances, challenges, and future directions[J]. Cyber-Physical Energy Systems, 2025, 1(1): 14-27.
[19]
HAMIDAN M A , BOROUSAN F . Optimal planning of distributed generation and battery energy storage systems simultaneously in distribution networks for loss reduction and reliability improvement[J]. Journal of Energy Storage, 2022, 46: 103844.
[20]
ZHANG J K , LIU S Y , LI L F , et al. The KKT optimality conditions in a class of generalized convex optimization problems with an interval-valued objective function[J]. Optimization Letters, 2014, 8(2): 607-631.
[21]
AUMANN R J . The core of a cooperative game without side payments[J]. Transactions of the American Mathematical Society, 1961, 98(3): 539-552.
[22]
GAN W , YAN M Y , YAO W , et al. Peer to peer transactive energy for multiple energy hub with the penetration of high-level renewable energy[J]. Applied Energy, 2021, 295: 117027.
[23]
李军徽, 侯涛, 穆钢, 等. 电力市场环境下考虑风电调度和调频极限的储能优化控制[J]. 电工技术学报, 2021, 36(9): 1791-1804.
LI Junhui , HOU Tao , MU Gang , et al. Optimal control strategy for energy storage considering wind farm scheduling plan and modulation frequency limitation under electricity market environment[J]. Transactions of China Electrotechnical Society, 2021, 36(9): 1791-1804.
[24]
陈启鑫, 房曦晨, 郭鸿业, 等. 储能参与电力市场机制: 现状与展望[J]. 电力系统自动化, 2021, 45(16): 14-28.
CHEN Qixin , FANG Xichen , GUO Hongye , et al. Participation mechanism of energy storage in electricity market: Status quo and prospect[J]. Automation of Electric Power Systems, 2021, 45(16): 14-28.
[25]
RENY P J . On the existence of pure and mixed strategy Nash equilibria in discontinuous games[J]. Econometrica, 1999, 67(5): 1029-1056.
[26]
AMIR R , GRILO I . Stackelberg versus Cournot equilibrium[J]. Games and Economic Behavior, 1999, 26(1): 1-21.
[27]
CHEN Y , YI P . Multi-cluster aggregative games: A linearly convergent Nash equilibrium seeking algorithm and its applications in energy management[J]. IEEE Transactions on Network Science and Engineering, 2024, 11(3): 2797-2809.
[28]
李嘉丰, 王莹, 程晓绚, 等. 基于双层优化的微电网系统光储容量配置方法[J]. 分布式能源, 2024, 9(1): 80-88.
LI Jiafeng , WANG Ying , CHENG Xiaoxuan , et al. Configuration method of photovoltaic storage capacity in microgrid system based on bi-layer optimization[J]. Distributed Energy, 2024, 9(1): 80-88.
[29]
谢代钰, 李宏洲, 陈标, 等. 多类型储能参与的调峰模型及其优化调度策略[J]. 分布式能源, 2024, 9(2): 19-29.
XIE Daiyu , LI Hongzhou , CHEN Biao , et al. Multitype energy storage participation peak load regulation model and its optimal scheduling strategy[J]. Distributed Energy, 2024, 9(2): 19-29.
[30]
杨佳奇, 张顺禹, 高飒, 等. 结合电-热-氢储能的综合能源站多时间尺度优化运行[J]. 分布式能源, 2024, 9(2): 48-62.
YANG Jiaqi , ZHANG Shunyu , GAO Sa , et al. Multi-time scale optimal operation of integrated energy station combined with electricity-heat-hydrogen energy storage[J]. Distributed Energy, 2024, 9(2): 48-62.

基金

智能电网国家科技重大专项(2030)(2025ZD0805400)
国家电网公司科技项目(52272225002P)

版权

版权所有©2026《分布式能源》编辑部
PDF(1279 KB)

Accesses

Citation

Detail

段落导航
相关文章

/