A Single-Settlement, Energy-Only Electric Power Market for Unpredictable and Intermittent Participants

• 成果类型: Article
• 署名作者: Pritchard, Geoffrey; Zakeri, Golbon; Philpott, Andrew
• 署名单位: University of Auckland; University of Auckland
• 刊物名称: OPERATIONS RESEARCH
• ISSN/ISSBN: 0030-364X
• DOI: 10.1287/opre.1090.0800
• 发表日期: 2010
• 页码: 1210-1219
• 关键词: stochastic security

摘要

We discuss a stochastic-programming-based method for scheduling electric power generation subject to uncertainty. Such uncertainty may arise from either imperfect forecasting or moment-to-moment fluctuations, and on either the supply or the demand side. The method gives a system of locational marginal prices that reflect the uncertainty, and these may be used in a market settlement scheme in which payment is for energy only. We show that this scheme is revenue adequate in expectation.