Modelo de Pré-Despacho Hidrotérmico Combinado Pool/Bilateral para Mercados de Energia do Dia Seguinte (Combined Pool/Bilateral Short-Term Hydrothermal Scheduling Model for Day-Ahead Energy Markets)

Alessandro Lopes da Silva (alessandrolopessilva@uol.com.br), Paulo Sérgio da Silva (pss@feb.unesp.br), Júlio Cesar Breda (vandenbreda@yahoo.com.br), Leonardo Nepomuceno (leo@feb.unesp.br)


Unesp ‑ Univ Estadual Paulista
This paper appears in: Revista IEEE América Latina

Publication Date: Sept. 2012
Volume: 10,   Issue: 5 
ISSN: 1548-0992


Abstract:
This paper proposes a combined pool/bilateral short term hydrothermal scheduling model (PDC) for the context of the day-ahead energy markets. Some innovative aspects are introduced in the model, such as: i) the hydraulic generation is optimized through the opportunity cost function proposed; ii) there is no decoupling between physical and commercial dispatches, as is the case today in Brazil; iii) interrelationships between pool and bilateral markets are represented through a single optimization problem; iv) risk exposures related to future deficits are intrinsically mitigated; v) the model calculates spot prices in an hourly basis and the results show a coherent correlation between hydrological conditions and calculated prices. The proposed PDC model is solved by a primal-dual interior point method and is evaluated by simulations involving a test system. The results are focused on sensitivity analyses involving the parameters of the model, in such a way to emphasize its main modeling aspects. The results show that the proposed PDC provides a conceptual means for short term price formation for hydrothermal systems.

Index Terms:
Short-term Generation Scheduling, Energy Markets   


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