As the rapid development of wind energy and electricity markets, wind farms (WFs) in mounting numbers join the electricity markets such as spot and regulating markets, etc. The large-scale integration of WFs into the power system may threaten the safe and stable operation of power systems due to the inherent fluctuation nature of wind power, and as a consequence, the WFs may be penalized by the grid operator in the electricity market. In this case, WF owners will take actions to reduce the fluctuation and one of the promising strategies is to integrate battery storage system (BSS) into the WFs. Base on this idea, a novel framework of considering fluctuation penalty (FP) in the Danish spot market which is the electricity market investigated in this study is firstly proposed. The economic feasibility of integrating BSS into a WF in the spot market is analyzed and a bi-level programming is adopted to design the sizing of the BSS based on Return on Investment (ROI). This research also analyzes the impact of various fluctuation penalties and subsidies on the ROI. It is found that the net revenue of integrating BSS into a WF can increase by 15.8% and the FP can reduce by 64.9% in the spot market with the FP.

随着风能和电力市场的飞速发展，越来越多的风电场加入了电力市场，例如现货市场和调节市场等。风电场大规模集成到电力系统中可能会威胁到安全稳定的运行。由于风力固有的波动性，因此，电网运营商可能会在电力市场上对WF进行罚款。在这种情况下，WF所有者将采取措施减少波动，并且有前途的策略之一是将电池存储系统（BSS）集成到WF中。基于这一思想，首先提出了一种考虑丹麦现货市场中波动罚金（FP）的新颖框架，该研究是本研究中研究的电力市场。分析了将BSS集成到现货市场中的WF的经济可行性，并采用双层编程来设计基于投资回报率（ROI）的BSS规模。这项研究还分析了各种波动罚款和补贴对ROI的影响。发现在现货市场中，使用FP可以将BSS集成到WF中的净收入增加15.8％，而FP可以减少64.9％。