摘要

With the development and grid-connection of renewable energy sources such as wind power, there are more and more uncertainties in power systems, and large-scale wind power has brought many challenges to the security and stability the systems. These uncertainties have to be eliminated by means of upward or downward regulations of conventional generators and charging/discharging services of energy storage devices. Based on the analysis of the influence of wind power uncertainties on the day-ahead electricity market, this article proposes a robust clearing model for the day-ahead electricity market considering the wind power penetration, which can help to complete the dispatch of power system. Compared with the traditional models, the proposed model is a multi-objective model, which considers both the lowest operating cost and the least wind power curtailment of power system. Moreover, the obtained dual multipliers lambda corresponding to the power balance constraints reflect the marginal cost of the power production in a certain period, that is, the locational marginal price (LMP), which can be used as the clearing prices. This robust market clearing model takes into consideration the economic and reliability of the system operation and accommodates as much renewable energy as possible. The simulation of three wind power producers was implemented on the IEEE 30-bus test system, which verified the rationality of the proposed approaches.