Risk-Constrained Self-Scheduling and Forward Contracting of a Thermal Power Producer Under Uncertainty

سال انتشار: 1397
محل انتشار: دوازدهمین همایش بین المللی انرژی
کد COI اختصاصی: IEC12_349
زبان مقاله: انگلیسی
تعداد مشاهده: 480

نویسندگان

Department of Electrical Engineering, Shahid Bahonar University of Kerman,Kerman, Iran

چکیده

Regarding the restructuring in electricity industry and increasing growth of generation companies (Gencos) and investments in this industry, self-scheduling(SS) has become one of major issues in the competitive energy market. The various target markets and diverse choices that these companies confronting are among the challenges that affect process of maximizing profit. Another challenge for these companies is the presence of uncertain parameters in this kind of problems. This paper presents probabilistic-possibilistic self-scheduling (PPSS) of a power producer to participate in energy and spinning reserve markets in the presence of future market contracts. The uncertainty associated by energy and spinning reserve prices as well as forced outages of generating units is modeled via stochastic scenarios. In order to model the uncertain nature of calling units to generate in spinning reserve market a possibilistic approach has been considered to the proposed model. Due to existing uncertainties in the SS problem, a risk aversion model named Conditional Value-at -risk is considered in this problem. The proposed framework is able to diminish the risk associated by joint probabilistic and possibilistic uncertainties.Eventually, pertaining outcomes are properly drawn.

کلیدواژه ها

Self-scheduling, Forward contracting, Uncertainty, Risk-aversion model

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