Optimal Bidding Strategy of Wind–Hydrogen Integrated Energy Systems in Energy and Ramping Service Market

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Abstract

With the increasing penetration of wind power, flexible ramping resources are becoming increasingly critical in power systems. Hydrogen energy storage (HES), due to its system-level energy regulation capability, can be deeply integrated with wind farms to form a wind–hydrogen integrated energy system (WH-IES), enabling the system to provide flexible ramping products (FRPs). Based on this, this paper investigates an optimal bidding strategy for a WH-IES participating in both the energy and ramping markets. To accurately characterize the internal operations and market interactions of the system, a physical model incorporating the dynamic hydrogen production efficiency of proton exchange membrane electrolyzers (PEMELs) is developed. Meanwhile, the prosumer identity of the WH-IES in the ramping market is systematically modeled, explicitly capturing the ramping demand induced by wind power fluctuations and the ramping capability provided by the hydrogen storage system, as well as their impact on the market response of the WH-IES. On this basis, a bi-level bidding strategy is established to simulate the strategic interaction between the WH-IES and the electricity market, and the problem is reformulated as a mathematical program with equilibrium constraints using Karush–Kuhn–Tucker conditions and strong duality theory for efficient solution. Case studies on a modified IEEE 6-bus system demonstrate that the proposed strategy effectively captures market interactions, and considering both the dynamic efficiency of PEMELs and the dual identity in the ramping market significantly enhances system profitability and market stability, providing a theoretical reference for the market-oriented operation of large-scale WH-IES.

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