Bidding Strategy of Load Aggregator in Day-Ahead Market Based on Conditional Value-at-Risk

With the progress of zero carbon, more and more renewable energy sources are connected to the grid, and more and more load resources are participating in the grid interaction. The double uncertainties of sources and loads brings new challenges to power grid dispatching. The load aggregator communicates the power grid and distributed resources, playing an important role in the electricity market. First, the paper analyzes sources of uncertainties and the decision-making process in the electricity market of the load aggregator. Secondly, in order to consider uncertainties and resist risks, a bidding optimization model is established based on conditional value-at-risk (CVaR). Finally, due to the characteristics of the large-scale variables of the optimization model, Benders Decomposition is used to solve.