Price-Maker Strategies of a Hydro Producer in a Day-ahead Electricity Market

• Tipo: Artigo em Livro de Atas de Conferência Internacional
• Data: 2012

Autores

Pousinho, HMI (Autor) Outra; Catalao, JPS (Autor) Outra; Contreras, J (Autor) Outra

Ata de Conferência Internacional

Título: 2012 16TH IEEE MEDITERRANEAN ELECTROTECHNICAL CONFERENCE (MELECON)

Páginas: 249-252

16th IEEE Mediterranean Electrotechnical Conference (MELECON)

Hammamet, TUNISIA, MAR 25-28, 2012

Indexação

ISI Web of Knowledge - 2 Citações

Scopus - 2 Citações

Outras Informações

ID Authenticus: P-002-F9W

DOI: 10.1109/melcon.2012.6196425

Abstract (EN): In this paper, a stochastic mixed-integer linear programming approach is proposed to find the optimal operations planning of a hydro producer acting as a risk-neutral price-maker trading in the day-ahead market based on a pool. The proposed approach optimizes a set of scenarios using as decision variables the amount of power supplied by each generation unit facing the 24-hours residual demand curves of each scenario. The supply competitive curves are built and the optimal bidding strategy is developed in the day-ahead market, in order to maximize the expected profit of the price-maker hydro producer. Results from a real-world case study are presented. Finally, conclusions are duly drawn.

Idioma: Inglês

Tipo (Avaliação Docente): Científica

Nº de páginas: 4