Abstract:Large-scalegrid-connectionofwindturbineshasdramaticallyincreasedthedemandforreservepowergenerationcapacity,andtheadditionalreservecostsincurredshouldalsobebornebythewindturbines.However,thecurrentpowermarketmechanismdoesnotreflecttheaboveprinciples,andthereareobviouscross-subsidyproblemsintheallocationofreservecosts.Aimingattheaboveproblems,theuncertaintyofpowerforecastingisrepresentedbyuncertaintyvariance,andaday-aheadeconomicdispatchanduncertaintyclearingmodelbasedondistributionrobustchanceconstrainedoptimizationisconstructed.Furthermore,theuncertainmarginalpricecomposedoftwopartsofgenerationcapacitypriceandtransmissioncapacitypriceisderived,whichcorrespondtothecompensationfortheopportunitycostlossoftraditionalunitsandlinesrespectively,anditistheoreticallyprovedthattheclearingmechanismisinbalance.TheexampleofPJM5-bussystemshowsthatthemodelcaneffectivelypredicttheuncertaintyinthesystem,ensurethesafeandstableoperationofthesystem,andtheclearingpricecaneffectivelyreflecttheimpactoftheuncertaintyonthesystemcostandtheroleoftraditionalgeneratorsinthesystemuncertaintybalance.Keywords:uncertainty;distributionallyrobustchance-constrainedoptimization;clearingmechanism摘要：风电机组的大规模并网使系统的发电容量备用需求激增，由此产生的额外备用成本也理应由风电机组承担。但目前的电力市场机制并没有体现上述原则，在备用成本分摊上存在明显的交叉补贴问题。针对上述问题，以不确定性方差表征功率预测不确定性，构建了基于分布鲁棒机会约束优化的日前经济调度和不确定性出清模型。进一步推导出由发电容量价格和输电容量价格两部分组成的不确定性边际价格，分别对应了对传统机组和对线路的机会成本损失补偿，并理论证明该出清机制收支平衡。通过PJM5节点系统算例证明了该模型可以有效应对系统中的预测不确定性，确保系统的安全稳定运行，出清价格能有效反映不确定性对系统成本的影响和传统机组在系统不确定性平衡中的作用。关键词：不确定性；分布鲁棒机会约束优化；出清机制0引言风电、光伏等新能源具有成本低、零碳排放的优点，但于此同时，由于新能源具有很强的随机性、波动性，导致其出力预测十分困难[1-2]。随着电力系统中新能源的...
