Wind power with energy storage arbitrage in day-ahead market by a stochastic MILP approach

被引：0
作者：
Gomes I.L.R. [1 ,2 ,3 ]
Melicio R. [1 ]
Mendes V.M.F. [1 ,4 ,5 ]
Pousinho H.M.I. [1 ]
机构：
[1] Departamento de Física, Escola de Ciências e Tecnologia, Universidade de Évora, Évora
[2] ICT, Instituto de Ciências da Terra, Universidade de Évora, Évora
[3] IDMEC, Instituto Superior Técnico, Universidade de Lisboa, Lisbon
[4] Department of Electrical Engineering and Automation, Instituto Superior de Engenharia de Lisboa, Lisbon
[5] CISE, Electromechatronic Systems Research Centre, Universidade da Beira Interior, Covilhã
来源：
Logic Journal of the IGPL | 2021年 / 28卷 / 04期
关键词：
Electricity markets; Energy storage; Mixed integer linear programming; Stochastic optimization; Wind power;
D O I：
10.1093/JIGPAL/JZZ054
中图分类号：
学科分类号：
摘要：
This paper is about a support information management system for a wind power (WP) producer having an energy storage system (ESS) and participating in a day-ahead electricity market. Energy storage can play not only a leading role in mitigation of the effect of uncertainty faced by a WP producer, but also allow for conversion of wind energy into electric energy to be stored and then released at favourable hours. This storage provides capability for arbitrage, allowing an increase on profit of a WP producer, but must be supported by a convenient problem formulation. The formulation proposed for the support information management system is based on an approach of stochasticity written as a mixed integer linear programming problem. WP and market prices are considered as stochastic processes represented by a set of scenarios. The charging/discharging of the ESS are considered dependent on scenarios of market prices and on scenarios of WP. The effectiveness of the proposed formulation is tested by comparison of case studies using data from the Iberian Electricity Market. The comparison is in favour of the proposed consideration of stochasticity. © The Author(s) 2019. Published by Oxford University Press. All rights reserved. For permissions, please e-mail: journals.permission@oup.com.
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收藏
页码：570 / 582
页数：12
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