Joint Bidding on Intraday and Frequency Containment Reserve Markets
Yiming Zhang and Wolfgang Ridinger and David Wozabal
随着可再生能源集成增加供应可变性,电池储能系统(BESS)为平衡供需提供了可行的解决方案。 本文提出了一种新的方法来优化电池BESS在多个电力市场的参与。 我们制定了联合竞价策略,将参与主要频率储备市场与盘中市场的持续交易相结合,解决了现存文献中通常孤立地考虑这些市场或简化日内交易的持续性质的空白。 我们的方法利用滚动内在算法的混合整数线性编程实现,用于日内决策和电荷恢复状态,以及学习分类器策略(LCS),该策略决定了市场之间的最佳容量分配。 在一年多的历史德国市场数据中,全面的样本外回测证实了我们的方法:LCS将整体利润提高了4以上
As renewable energy integration increases supply variability, battery energy storage systems (BESS) present a viable solution for balancing supply and demand. This paper proposes a novel approach for optimizing battery BESS participation in multiple electricity markets. We develop a joint bidding strategy that combines participation in the primary frequency reserve market with continuous trading in the intraday market, addressing a gap in the extant literature which typically considers these mar...