Parametric sensitivity study for wind power trading through stochastic reserve and energy market optimization

被引：1

作者：

Menin, Michel ^{[1
]}

Uzunoglu, Bahri ^{[2
]}

机构：

[1] CDEEE, Ave Independencia Ctr Heroes,Apartado Postal 1428, Santo Domingo, Dominican Rep

[2] Uppsala Univ, Div Elect, Dept Engn Sci, S-62157 Visby, Sweden

来源：

2015 SEVENTH ANNUAL IEEE GREEN TECHNOLOGIES CONFERENCE (GREENTECH) | 2015年

关键词：

Reserve market; energy market; stochastic optimization; wind power; bidding strategy; electricity market; regulation reserve; power system security;

D O I：

10.1109/GREENTECH.2015.37

中图分类号：

TP301 [理论、方法];

学科分类号：

081202 ;

摘要：

Trading optimal wind power in energy and regulation markets offer possibilities for increasing revenues as well as impacting security of the system via additional regulation reserve [1]. The bidding in both energy and regulation markets can be computed through stochastic optimization process of both markets as demonstrated in a previous study by Liang [1]. This paper is furthering the previous study by Liang [1] by analyzing the impact of price ratios between energy and reserve market on the revenues for Swedish market. The parametric study reveals that as long as up-regulation prices are below day-ahead energy, the algorithm will bid in both markets to optimize revenue. When regulation prices surpass or equal to day-ahead energy market price then it only bids energy in the regulation market with the current objective function.

引用

页码：82 / 87

页数：6

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