MODELIZAÇÃO DE INCERTEZAS NOS CUSTOS DE PROD. E NAS POT. PRODUZIDAS E DE CARGA EM MECANISMOS DE MERCADO E NO CÁLCULO DE PREÇOS MARGINAIS NODAIS EM SISTEMAS ELÉCTRICOS DE ENERGIA

Publications

Computation of nodal marginal prices in the presence of load and generation cost Uncertainties

Publication . Gomes, B.A.; Tomé Saraiva, João; Neves, L.M.P.

Marginal prices have been recognized as the core approach to the economic evaluation of generation and transmission services in an electricity market environment. In this context, this paper presents the New Fuzzy Optimal Power Flow algorithm as a model to addresses the impact of load and generation cost uncertainties in nodal marginal prices. Since loads and generation costs are represented by fuzzy numbers, nodal marginal prices will no longer be represented by deterministic values, but rather by fuzzy membership functions reflecting the specified uncertainties. The paper also presents the algorithm used for the integration of the transmission losses effect on the results. Since the proposed algorithm uses multiparametric programming techniques, it contributes to characterize in a better way the system behavior. Finally, it includes results based on the IEEE 24 bus/38 branch test system to illustrate the proposed approach.

2009-05Conference paper

Restricted access

Impact of load and generation price uncertainties in spot prices

Publication . Gomes, Bruno A.; Saraiva, João T.; Pires Neves, Luís

In this paper it is presented a formulation for the DC Optimal Power Flow problem considering load and generation cost uncertainties and the corresponding solution algorithms. The paper also details the algorithms implemented to allow the integration of losses on the results as well the algorithm developed to compute the nodal marginal price in the presence of such uncertainties. Since loads and generation costs are represented by fuzzy numbers, nodal marginal prices are no longer represented by deterministic values, but instead, by membership functions. To illustrate the application of the proposed algorithms, this paper also includes results based on a small 3 bus system and on the IEEE 24 bus/38 branch test system.

2009-06Conference paper

Open access