Risk Sharing Method of Robust Optimization Model Considering the Uncertainty of Renewable Energy Output in Electricity Market

With the increasing penetration of renewable energy, more attention has been paid to the renewable energy clearing method in electricity market. Firstly, this paper deduces the robust counterpart of box robust optimization. Secondly, the box robust optimization model is proposed to deal with the uncertainty of renewable energy. Finally, in the simulation analysis, through the comparison of calculation efficiency and the comparison of different system scale and different penetration rates of renewable energy, it is verified that the proposed risk factor allocation method has a good effect in large-scale systems and has little impact on the calculation efficiency of the model.