【摘要】 随着电力市场的不断发展完善，抽水蓄能电站参与电力现货市场将面临复杂的价格机制与交易风险，为了保障抽水蓄能电站收益，提出了考虑电力现货市场风险的抽水蓄能竞价策略优化模型。首先研究了电力市场下抽水蓄能价格机制及交易风险；其次基于条件风险价值量化参与电力现货市场的风险，建立风险-收益匹配机制，并基于电价预测聚类生成典型电价场景，提出了考虑风险因素的抽蓄电站参与现货-辅助服务协同市场的竞价策略；最后结合算例分析了不同风险偏好水平以及电价场景对抽水蓄能电站收益的影响。算例结果表明：该竞价策略能够在不同市场场景下平抑收益波动，有效规避市场价格波动风险，可为抽水蓄能电站参与电能量与辅助服务市场竞价及容量分配策略提供决策支撑，使电站收益更加稳定。更多还原

【Abstract】 With the continuous development and improvement of Chinese electricity market, pumped storage power plants will face complex price mechanisms and transaction risks when participating in the electricity spot market. In order to protect the revenue of pumped storage power station, an optimization model of pumped storage bidding strategy considering the risks of the electricity spot market is proposed. Firstly, the price mechanism and transaction risk of pumped storage in electricity market are studied. Secondly, based on the conditional risk value, the risk of participating in the electricity spot market is quantified, and the risk-return matching mechanism is established. Based on electricity price prediction clustering to generate typical electricity price scenarios, a bidding strategy for pumped storage power stations to participate in spot-auxiliary service collaborative market considering risk factors is proposed. Finally, the influence of different risk preference levels and electricity price scenarios on the revenue of pumped storage power station is analyzed with examples. The results of the example show that the bidding strategy can stabilize the income fluctuation in different market scenarios and effectively avoid the risk of market price fluctuation. It can provide decision support for the pumped storage power station to participate in the bidding and capacity allocation strategy of the electric energy and auxiliary service market, and make the power station income more stable.更多还原