Conditional risk constraint model of spinning reserve in wind power integrated system

For the influence from the randomness of wind power output to the system operation, a model, which achieves the spinning reserve in wind power integrated system, is studied. With the modeling idea about combining power generation plan and reserve plan, minimizing the total cost of power production and spinning reserve as an objective, conditional value-at-risk is presented in this paper. Under regarding the conditional value at risk of up/down spinning reserve as security constraints, the impact from the randomness of wind power to the system can be quantitated effectively. The CVaR value of up/down spinning reserve in the system is calculated by Monte Carlo simulation and analysis method, a measurement analysis aimed at economic cost and the reserve capacity under different confidence levels and wind power output is carried out. The simulation results verify the feasibility of the proposed method and provide a new reference model for the calculation of spinning reserve capacity in wind power integrated system.