Power-to-gas (P2G) technology is an effective way to provide additional flexibility to electricity systems with high penetration of renewable energy. Effective P2G bidding strategies in electricity markets can bring in arbitrage opportunities. This article proposes a coordinated bidding strategy for wind farms and P2G facilities using a cooperative game approach. A coordination framework for optimizing the profit of wind farms and P2G facilities is presented, in which wind power participates in day-ahead, real-time and reserve markets, and the P2G facilities participate in day-ahead and reserve markets for arbitrage. Wind farms strategically purchase reserve to avoid high imbalance penalties. As a coalition, wind farms can provide energy to P2G facilities and receive reserve capacity in return. The coordinated bidding strategy is modeled on stochastic programming to maximize the expected joint profit of wind farms and P2G facilities. Nucleolus and Shapley-value based methods are proposed to allocate profits to each player in the coalition. Numerical results based on real world market data demonstrate that the proposed bidding strategy can increase the profits of both wind farms and P2G facilities. Strategically purchasing reserve can reduce the imbalance penalties of wind farms, and participating in reserve markets of P2G facilities can increase profit.

中文翻译：

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采用合作博弈方法的风电场和电转气设施协调竞价策略


电转气（P2G）技术是为可再生能源高渗透率的电力系统提供额外灵活性的有效方法。电力市场中有效的P2G竞价策略可以带来套利机会。本文提出了一种采用合作博弈方法的风电场和 P2G 设施的协调投标策略。提出了风电参与日前市场、实时市场和储备市场，P2G设施参与日前市场和储备市场进行套利的优化风电场和P2G设施利润的协调框架。风电场战略性地购买储备以避免高额不平衡处罚。作为一个联盟，风电场可以为 P2G 设施提供能源并获得储备容量作为回报。协调投标策略以随机规划为模型，以最大化风电场和 P2G 设施的预期联合利润。提出了基于核仁和沙普利值的方法来将利润分配给联盟中的每个参与者。基于真实世界市场数据的数值结果表明，所提出的投标策略可以增加风电场和 P2G 设施的利润。战略性购买储备可以减少风电场失衡处罚，参与P2G设施储备市场可以增加利润。