Multi-Agent Energy Markets with High Levels of Renewable Generation: A Case-Study on Forecast Uncertainty and Market Closing Time

被引：8

作者：

Algarvio, Hugo ^{[1
,2
]}

Couto, Antonio ^{[2
]}

Lopes, Fernando ^{[2
]}

Estanqueiro, Ana ^{[2
]}

Santana, Joao ^{[1
]}

机构：

[1] Univ Lisbon, INESC ID, Inst Super Tecn, Lisbon, Portugal

[2] LNEG Natl Res Inst, Est Paco Lumiar 22, Lisbon, Portugal

来源：

DISTRIBUTED COMPUTING AND ARTIFICIAL INTELLIGENCE, (DCAI 2016) | 2016年 / 474卷

关键词：

Software agents; Agent-based simulation; Electricity markets; Renewable generation; Wind power forecasting;

D O I：

10.1007/978-3-319-40162-1_37

中图分类号：

TP18 [人工智能理论];

学科分类号：

081104 ; 0812 ; 0835 ; 1405 ;

摘要：

This article uses an agent-based system to analyze the potential impacts of variable generation onwholesale electricity markets. Specifically, the article presents some important features of the agent-based system, introduces a method to forecast wind power, and describes a case study to analyze the impact of both wind forecast errors and high levels of wind generation on the outcomes of the day-ahead market. The case study involved two simulations: a base case, where the market closes at 12: 00 noon and the bids of a wind producer agent are based on a forecast performed 12 to 36 hours ahead, and an updated forecast case, where the market closes at 6: 00 p.m. and the bids of the wind producer agent are based on an updated forecast. The results indicate that wind power forecast uncertainty may indeed influence market prices, highlighting the importance of adaptations to the market closing time.

引用

页码：339 / 347

页数：9