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

カテゴリ: 論文誌(論文単位)

グループ名: 【B】電力・エネルギー部門

発行日: 2024/02/01

タイトル(英語): A Study on Optimal Market Bidding Strategy for DER Considering Market Price and Imbalance Risk

著者名: 今井　龍之介（早稲田大学理工学術院），飯野　穣（早稲田大学 スマート社会技術融合研究機構），林　泰弘（早稲田大学理工学術院），宮澤　歩夢（東京ガス（株）），今枝　大和（東京ガス（株））

著者名(英語): Ryunosuke Imai (Faculty of Science and Engineering, Waseda University), Yutaka Iino (Waseda University), Yasuhiro Hayashi (Faculty of Science and Engineering, Waseda University), Ayumu Miyasawa (Tokyo Gas Co., LTD.), Yamato Imaeda (Tokyo Gas Co., LTD.)

キーワード: 需給調整市場，インバランス，入札戦略，SD法，バリュー・アット・リスク，ネットゼロ balancing market，imbalance，bidding strategy，Similar Days method，VaR，Net Zero

要約(英語): 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.

本誌: 電気学会論文誌B（電力・エネルギー部門誌） Vol.144 No.2 （2024） 特集：令和5年電力・エネルギー部門大会

本誌掲載ページ: 68-78 p

原稿種別: 論文／日本語

電子版へのリンク: https://www.jstage.jst.go.jp/article/ieejpes/144/2/144_68/_article/-char/ja/