This paper addresses the secure and economic operation problem of integrated electricity and natural gas system (IEGS), considering its participation in the power system's frequency regulation (FR). IEGS can make profits by participating in the Frequency Regulation Auxiliary Service Market (FRASM) through the power reserve (PR) of the gas turbine (GT). However, the time required for FR is uncertain, which poses a challenge for its safe operation. We establish a robust model to balance security and the economy. Since the gas network is described by highly nonlinear partial differential equations that hinder the solution, we linearized the gas network by the difference method. Then the solution is obtained through a two-stage robust optimization algorithm. Our proposed model introduces the dynamic security concept into the IEGS operation optimization when participating in FRASM for the first time. The simulation results verify the effectiveness and necessity of the proposed model and algorithm.

Energy management,Frequency regulation auxiliary service market,Gas system dynamic,Integrated energy system,Robust optimization