Scheduling of a hydro producer considering head-dependency, price scenarios and risk-aversion

• Tipo: Artigo em Revista Científica Internacional
• Data: 2012

Autores

Pousinho, HMI (Autor) Outra; Mendes, VMF (Autor) Outra; Catalao, JPS (Autor) Outra

Revista

Título: Energy Conversion and Management

Vol. 56

Páginas: 96-103

ISSN: 0196-8904

Editora: Elsevier

Indexação

ISI Web of Knowledge - 16 Citações

Scopus - 22 Citações

Outras Informações

ID Authenticus: P-002-BW1

DOI: 10.1016/j.enconman.2011.11.020

Abstract (EN): In this paper, a mixed-integer quadratic programming approach is proposed for the short-term hydro scheduling problem, considering head-dependency, discontinuous operating regions and discharge ramping constraints. As new contributions to earlier studies, market uncertainty is introduced in the model via price scenarios, and risk aversion is also incorporated by limiting the volatility of the expected profit through the conditional value-at-risk. Our approach has been applied successfully to solve a case Study based on one of the main Portuguese cascaded hydro systems, requiring a negligible computational time.

Idioma: Inglês

Tipo (Avaliação Docente): Científica

Nº de páginas: 8