Risk-constrained dynamic self-scheduling of a pumped-storage plant in the energy and ancillary service markets

被引:46
作者
Kazempour, S. Jalal [1 ]
Moghaddam, M. Parsa [1 ]
Haghifam, M. R. [1 ]
Yousefi, G. R. [1 ]
机构
[1] TMU, Dept Elect Engn, Tehran, Iran
关键词
Pumped-storage plant; Day-ahead (DA) market; Self-scheduling (SS); Dynamic self-scheduling (DSS) framework; Risk; ELECTRICITY MARKET; OPTIMAL RESPONSE; POWER PRODUCER; PRICE;
D O I
10.1016/j.enconman.2009.01.006
中图分类号
O414.1 [热力学];
学科分类号
摘要
This work addresses a new framework for self-scheduling of an individual price-taker pumped-storage plant in a day-ahead (DA) market. The goal is achieving the best trade-off between the expected profit and the risks when the plant participates in DA energy, spinning reserve and regulation markets. In this paper, a set of uncertainties including price forecasting errors and also the uncertainty of power delivery requests in the ancillary service markets are contemplated. Considering these uncertainties, a new approach is proposed which is called dynamic self-scheduling (DSS). This risk-constrained dynamic self-scheduling problem is therefore formulated and solved as a mixed integer programming (MIP) problem. Numerical results for a case study are discussed. (c) 2009 Elsevier Ltd. All rights reserved.
引用
收藏
页码:1368 / 1375
页数:8
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