Modelling Dynamic Constraints in Electricity Markets and the Costs of Uncertain Wind Output

摘要: Building on models that represent inter-temporal constraints in the optimal production decisions for electricity generation, paper analysis resulting costs and their impact prices during day. We linearise unit commitment problem to facilitate interpretation of shadow prices. Analytic research gives insights a system with one technology numeric implementation provides results German power system. The model is expanded stochastic optimisation recourse. used calculate cost wind uncertainty value updating forecasts.