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Multi-Timescale Coordinated Operation of An Integrated Energy System Considering Multiple Uncertainties

Combined heat and power (CHP) plants as well as wind farms are important units in an integrated energy system (IES), for their high efficiency of generation and low carbon emissions. However, CHP plants and wind farms are facing low profits due to uncertainties of electricity prices and renewable power generation as well as penalty of real-time power imbalance. In this paper, a multi-timescale coordinated operation framework is proposed to dispatch the CHP plant and wind farm in a deregulated day-ahead heat market and a real-time balancing electricity market. In the framework, the portfolio operation strategy that operates the portfolio jointly in the market is applied to increase the real-time operation profits. Multiple uncertainties of heat load, wind power generation, day-ahead electricity price, up- and down-regulation prices are taken into account for the optimal operation. A stochastic optimization method is applied to solve the proposed coordinated operation problem. The simulation results verify that the proposed method can achieve a profitable operation in the markets and a highly robust operation against the multiple uncertainties.