Optimal Offering Model Of A Wind Power Producer For Multi-stage Trading In Electricity Market

With the continuous development of wind power technology,the cost of wind power generation is gradually decreasing,and the scale of wind power installation is gradually increasing,wind power suppliers have begun to enter the power competition market.Under the background of the implementation of the quota system and the green certificate trading system,the optimal trading strategy of wind power providers in the electricity spot market and the green certificate trading market is a problem worthy of study.This thesis proposes a decision model and solution for the optimal decision-making problem in the multi-stage trading of wind power producers participating in the power market competition.This thesis studies the optimal contract power bidding strategy in the day-ahead electricity market and generating strategy in the delivery period of a single wind power producer in the context of the multi-stage trading mechanism that the wind power producers participate in the day-ahead electricity market and green certificates trading market and are subject to imbalanced power penalties through the balancing mechanism.The decisions of the wind power producers are mainly affected by the uncertainty of wind power output and the uncertainty of electricity market prices.This thesis considers the wind power supplier's strategic power generation behavior(allowing wind power producers to reduce power generation),and not only considers the penalty cost of insufficient power generation,but also considers the penalty cost of excessive power generation.In addition,this thesis also considers the risk control of wind power producers,and studies the different decision-making behaviors of wind power producers with different risk avoidance levels.The thesis formulates a risk-constrained multi-stage optimal trading decision model in which individual wind power producers participate in the spot market competition and green certificates market trading.The conditional value at risk is used to measure the risk of wind power producer,and the methodology of scenarios is used to formulate and solve the model.Then,the multi-stage stochastic programming problem is transformed into a linear integer programming problem.Finally,using real-world wind power output data and market price data,the numerical analysis is used to simulate and solve the optimal decision-making problem,verify the validity of the model,analyze the impact of the penalty coefficient,risk aversion coefficient,green energy quota and other factors on wind power producer decision-making,and analyze the impact of the green certificate market transaction on wind power producer decision-making.