We address potential synergy among flexible demands and how they may earn more collectively than individually by forming a coalition and bidding to the reserve market. We consider frequency-supporting ancillary service markets, particularly the manual Frequency Restoration Reserve (mFRR) market. The coalition of flexible demands provides more reliable mFRR services, where in comparison to individual demands, is penalized less for their potential failure and is paid more for their successful activation. This synergy effect is quantified as a function of the number of homogeneous assets in the coalition. A subsequent payment allocation mechanism using Shapley values is proposed to distribute the total earnings of the coalition among demands, while incentivizing them to remain in the coalition. For our numerical study, we use real price data from the Danish mFRR market in 2022.
翻译:本文研究了灵活性需求间的潜在协同效应,以及通过组建联盟投标备用市场实现集体收益高于个体收益的机制。我们聚焦于频率支撑辅助服务市场,特别是手动频率恢复备用(mFRR)市场。由灵活性需求构成的联盟能提供更可靠的mFRR服务,相较于单个需求方,其潜在失效所受惩罚更轻,成功激活所获报酬更高。这种协同效应被量化为联盟中同质资产数量的函数。随后提出基于夏普利值(Shapley value)的收益分配机制,将联盟总收益在各需求方之间进行分配,同时激励其保持联盟合作。在数值研究中,我们采用了丹麦mFRR市场2022年的实际价格数据。