In this paper, the model of strategic wind power offering in the day-ahead (DA) market is proposed considering the uncertainties of wind power production, and price forecasting of DA and real-time (RT) market. The wind power deviation in the RT market is settled with the two-price mechanism based on the deviation direction and the relation between the locational marginal prices (LMPs) of DA and RT. Instead of using the point forecasting for the DA and RT LMPs, the uncertainties of LMP forecasting are modeled. In addition, the correlation between the forecasting errors of DA and RT LMP are directly modeled instead of generating the correlated scenarios. Finally, the opitmal offered quantity of wind power in the DA market is derived using the probability theory based on the probabilistic wind power forecasting. The case study using the price data of actual DA and RT from Midcontinent Independent System Operator (MISO) validates the effectiveness of the proposed model. It shows that the correlation of the forecasting errors of DA and RT LMP has a significant impact on the wind power quantity offered by DA and revenue results.

中文翻译：

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战略性风力发电的提前与实时价格相关性分析模型

本文在考虑风电生产的不确定性，DA的价格预测和实时（RT）市场的基础上，提出了日前（DA）市场的战略性风电提供模型。RT市场中的风电偏差是根据偏差方向和DA和RT的地方边际价格（LMP）之间的关系，采用二价机制解决的。代替对DA和RT LMP使用点预测，对LMP预测的不确定性建模。此外，直接模拟DA和RT LMP的预测误差之间的相关性，而不是生成相关方案。最后，基于概率风电功率预测的概率理论，推导了DA市场中风电的最优报价量。使用来自中洲独立系统运营商（MISO）的实际DA和RT的价格数据进行的案例研究验证了该模型的有效性。它表明，DA和RT LMP的预测误差的相关性对DA提供的风电数量和收益结果有重大影响。