Multi-market P2P trading of cooling–heating-power-hydrogen integrated energy systems: An equilibrium-heuristic online prediction optimization approach

In this paper, an equilibrium-heuristic online prediction optimization approach is proposed for multi-market peer-to-peer (P2P) electricity–hydrogen trading of integrated energy systems (IESs) with uncertainties. First, the IES, consisting of a hydrogen energy storage subsystem and a combined cooling, heating, and power subsystem, is constructed in the distribution network to improve energy utilization and market efficiency. Then, a bi-level optimization model for IESs, participating in the P2P electricity–hydrogen energy trading, the real-time electricity, and the ancillary service markets, is proposed, in which the top-level model can be formulated as a P2P electricity–hydrogen trading pricing model through the social welfare maximization problem, and the lower-level model is used to maximize the IES operating profit. To effectively solve the bi-level model, the game equilibrium-based ADMM distributed algorithm is used to obtain the P2P trading volume and prices of the top-level model, and a new hybrid heuristic algorithm, called hybrid sand cat swarm optimization and improved honey badger algorithm (SCIHB), is proposed to solve the lower level model. SCIHB utilizes a hybrid mechanism and an adaptive learning rate parameter to balance local exploitation and global exploration. Furthermore, a new online learning probabilistic prediction method based on the hidden Markov model and wavelet transform is introduced to describe the uncertainties of wind power, electricity prices, and frequency regulation prices. Finally, case studies are conducted on an IEEE 33-bus test system, and the numerical results verify the effectiveness of the proposed P2P trading model and solution approach. [Display omitted] •Designed a new cooling-heating-power-hydrogen integrated energy systems (IESs).•Developed a novel multi-market P2P trading model for IESs considering uncertainties.•Game equilibrium-based ADMM is employed to obtain the P2P trading volume and prices.•The operating profit of P2P trading is improved by the proposed heuristic method.•A new online learning model for efficient prediction of uncertainties in P2P trading.