Stochastic self-scheduling of generation companies in day-ahead multi-auction electricity markets considering uncertainty of units and electricity market prices

被引:17
|
作者
Vatani, Behdad [1 ]
Amjady, Nima [1 ]
Zareipour, Hamidreza [2 ]
机构
[1] Semnan Univ, Dept Elect Engn, Semnan, Iran
[2] Univ Calgary, Schulich Sch Engn, Dept Elect & Comp Engn, Calgary, AB, Canada
关键词
BIDDING STRATEGY; OPTIMAL RESPONSE; THERMAL UNIT;
D O I
10.1049/iet-gtd.2012.0729
中图分类号
TM [电工技术]; TN [电子技术、通信技术];
学科分类号
0808 ; 0809 ;
摘要
This study presents a new stochastic self-scheduling model for generation companies (GENCOs) in day-ahead electricity markets including energy and reserves auctions. The proposed stochastic model takes into account both the uncertainty of predicted market prices and forced outages of generating units. Also, financial risk of GENCOs is formulated through well-known conditional value-at-risk index. The proposed self-scheduling model is tested on the IEEE 118-bus test system and the obtained results are discussed.
引用
收藏
页码:735 / 744
页数:10
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