Chance-constrained energy and multi-type reserves scheduling exploiting flexibility from combined power and heat units and heat pumps

District heating systems can provide considerable flexibility for electric power systems through combined heat and power units and heat pumps. This paper proposes a chance-constrained two-stage energy and multi-type reserves scheduling scheme for integrated electricity and heating systems to handle both wind power forecast errors and the outage of the largest generator. The combined heat and power units and heat pumps not only provide following reserves for offsetting wind power forecast errors under normal conditions, but also provide primary frequency response reserves for arresting system frequency decline after the outage of the largest generator. The primary frequency response reserves from combined heat and power units and heat pumps are optimized satisfying system steady-state frequency requirement while considering the reserve costs. To manage the risk level of load shedding caused by wind power forecast errors, chance constraints are adopted to achieve the trade-off between the sufficiency of following reserves and system economic efficiency. The nonlinear and nonconvex scheduling model is reformulated as a mixed-integer linear program via linearization and convex approximation based on conditional value-at-risk. The effectiveness of the proposed scheduling scheme in improving the system frequency regulation, system economic efficiency, and wind power integration is verified through the case studies on a 6-bus and 6-node integrated electricity and heating system and a regional large-scale test system.