Optimal hydro scheduling and offering strategies considering price uncertainty and risk management

被引：73
作者：
Catalao, J. P. S. [1 ,2 ]
Pousinho, H. M. I. [1 ,2 ]
Contreras, J. [3 ]
机构：
[1] Univ Beira Interior, Dept Electromech Engn, P-6201001 R Fonte Do Lameiro, Covilha, Portugal
[2] Univ Tecn Lisboa, Ctr Innovat Elect & Energy Engn, IST, P-1049001 Lisbon, Portugal
[3] Univ Castilla La Mancha, ETS Ingn Ind, E-13071 Ciudad Real, Spain
来源：
ENERGY | 2012年 / 37卷 / 01期
关键词：
Hydro scheduling; Pricing; Uncertainty; Risk; UNIT COMMITMENT; ELECTRICITY; SYSTEMS; MARKET; OPTIMIZATION; GENERATION; FLOW;
D O I：
10.1016/j.energy.2011.11.041
中图分类号：
O414.1 [热力学];
学科分类号：
摘要：
Hydro energy represents a priority in the energy policy of Portugal, with the aim of decreasing the dependence on fossil fuels. In this context, optimal hydro scheduling acquires added significance in moving towards a sustainable environment. A mixed-integer nonlinear programming approach is considered to enable optimal hydro scheduling for the short-term time horizon, including the effect of head on power production, start-up costs related to the units, multiple regions of operation, and constraints on discharge variation. As new contributions to the field, market uncertainty is introduced in the model via price scenarios and risk management is included using Conditional Value-at-Risk to limit profit volatility. Moreover, plant scheduling and pool offering by the hydro power producer are simultaneously considered to solve a realistic cascaded hydro system. (C) 2011 Elsevier Ltd. All rights reserved.
引用
收藏
页码：237 / 244
页数：8
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