Due to the fast development of distributed energy resources and demand-side response management, agents in electricity markets are becoming more proactive, which boosts the development of peer-to-peer (P2P) market mechanisms. However, to our knowledge, none of the existing works considers clearing both energy and reserve via a P2P market mechanism in order to compensate for the uncertainty originating from renewable generation and allocate the reserve cost induced by uncertainty fairly. In this article, a novel P2P joint energy and reserve market is proposed, where each agent can negotiate with neighboring agents to determine the quantities and prices of traded energy and reserve. We model the renewable generation uncertainty by versatile distribution and determine the required reserve based on a chance-constrained optimization approach. Then, a fully decentralized P2P market based on consensus alternating direction method of multipliers (ADMM) theory is proposed. In addition, to further lower the social cost, we exploit the correlation and complementarity among uncertainties and design a renewable community-based market, where all renewable agents share uncertainty information to community manager for calculating total required reserve. Finally, simulation results show the convergence performance, fairness and scalability of our market mechanism.

中文翻译：

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考虑可再生能源发电不确定性的机会约束点对点联合能源和储备市场

由于分布式能源的快速发展和需求方的响应管理，电力市场中的代理商变得更加主动，这促进了对等（P2P）市场机制的发展。然而，据我们所知，现有的工作都没有考虑通过P2P市场机制同时清算能源和储备，以补偿可再生能源产生的不确定性并公平地分配由不确定性引起的储备成本。在本文中，提出了一种新颖的P2P联合能源和储备市场，其中每个代理商都可以与相邻代理商进行协商以确定交易的能源和储备的数量和价格。我们通过通用分布对可再生能源发电的不确定性进行建模，并根据机会受限的优化方法确定所需的储量。然后，提出了一种基于共识乘数交替方向法（ADMM）的完全去中心化的P2P市场。此外，为了进一步降低社会成本，我们利用不确定性之间的相关性和互补性，设计了一个基于社区的可再生能源市场，其中所有可再生能源代理商将不确定性信息共享给社区经理，以计算总需求准备金。最后，仿真结果显示了我们市场机制的收敛性能，公平性和可扩展性。所有可再生代理将不确定性信息共享给社区经理，以计算所需的总储备。最后，仿真结果显示了我们市场机制的收敛性能，公平性和可扩展性。所有可再生代理将不确定性信息共享给社区经理，以计算所需的总储备。最后，仿真结果显示了我们市场机制的收敛性能，公平性和可扩展性。