Risk-constrained electricity procurement for a large consumer

作者: A.J. Conejo , M. Carrion

DOI: 10.1049/IP-GTD:20050466

关键词:

摘要: A solution technique is formulated and provided for the electricity procurement problem faced by a large consumer. The objective of this consumer to minimise cost while limiting risk fluctuation due pool price volatility. Electricity sources include pool, bilateral contracts self-production. Uncertainty related prices. realistic case study analysed results presented. Conclusions are duly drawn.

参考文章(24)
R. Tyrrell Rockafellar, Stanislav Uryasev, OPTIMIZATION OF CONDITIONAL VALUE-AT-RISK Journal of Risk. ,vol. 2, pp. 21- 41 ,(2000) , 10.21314/JOR.2000.038
Antonio J. Conejo, Javier Contreras, Rosa Espínola, Miguel A. Plazas, Forecasting electricity prices for a day-ahead pool-based electric energy market International Journal of Forecasting. ,vol. 21, pp. 435- 462 ,(2005) , 10.1016/J.IJFORECAST.2004.12.005
Anthony Brook, David Kendrick, Alexander Meeraus, GAMS, a user's guide ACM SIGNUM Newsletter. ,vol. 23, pp. 10- 11 ,(1988) , 10.1145/58859.58863
A.J. Conejo, J.J. Fernandez-Gonzalez, N. Alguacil, Energy procurement for large consumers in electricity markets IEE Proceedings - Generation, Transmission and Distribution. ,vol. 152, pp. 357- 364 ,(2005) , 10.1049/IP-GTD:20041252
J.M. Arroyo, A.J. Conejo, Optimal response of a thermal unit to an electricity spot market IEEE Transactions on Power Systems. ,vol. 15, pp. 1098- 1104 ,(2000) , 10.1109/59.871739
B. Daryanian, R.E. Bohn, R.D. Tabors, Optimal demand-side response to electricity spot prices for storage-type customers IEEE Transactions on Power Systems. ,vol. 4, pp. 897- 903 ,(1989) , 10.1109/59.32577
J.M. Arroyo, A.J. Conejo, Optimal response of a power generator to energy, AGC, and reserve pool-based markets IEEE Transactions on Power Systems. ,vol. 17, pp. 404- 410 ,(2002) , 10.1109/TPWRS.2002.1007910
A.J. Conejo, J. Contreras, J.M. Arroyo, S. de la Torre, Optimal response of an oligopolistic generating company to a competitive pool-based electric power market IEEE Transactions on Power Systems. ,vol. 17, pp. 424- 430 ,(2002) , 10.1109/TPWRS.2002.1007913
F J Nogales, A J Conejo, Electricity price forecasting through transfer function models Journal of the Operational Research Society. ,vol. 57, pp. 350- 356 ,(2006) , 10.1057/PALGRAVE.JORS.2601995
Ya'an Liu, Xiaohong Guan, Purchase allocation and demand bidding in electric power markets IEEE Transactions on Power Systems. ,vol. 18, pp. 106- 112 ,(2002) , 10.1109/TPWRS.2002.807063