Energy Trading Strategy of Distributed Energy Resources Aggregator in Day-Ahead Market Considering Risk Preference Behaviors

Distributed energy resources aggregators (DERAs) are permitted to participate in regional wholesale markets many counties. At present, new market players such as China’s power transactions. However, studies related trading strategy have mostly focused on centralized wind and PV generation units. Few been conducted the decision-making strategies for DERAs market. This paper proposes an auxiliary model distributed systems day-ahead with more reasonable strategies. Firstly, Gaussian mixture (GMM) is used deal uncertainties of photovoltaic (PV) output system. Secondly, information gap decision theory (IGDT) uncertainty price fluctuations spot electricity Thirdly, according different risk preferences facing fluctuation, robust opportunity constructed, respectively. Finally, irrational behavior DERAs’ perception “gain” “loss” risks two-tier environment, prospect marine predator’s algorithm (MPA) employed obtain a scheme DERA. The analyses show that RDES preference can withstand greater volatility market; they will reduce bidding expectations increase system operating cost improve achievability expected revenue. under inclined sell offset costs proposed provide strategic reference bid level aggregators’ participation trading.