Price-taker bidding strategy under price uncertainty

被引：227

作者：

Conejo, AJ ^{[1
]}

Nogales, FJ ^{[1
]}

Arroyo, JM ^{[1
]}

机构：

[1] Univ Castilla La Mancha, ETSI Ind, E-13071 Ciudad Real, Spain

来源：

IEEE TRANSACTIONS ON POWER SYSTEMS | 2002年 / 17卷 / 04期

关键词：

bidding strategy; forecasting; MILP; pool-based electricity market; price-taker producer; self-scheduling;

D O I：

10.1109/TPWRS.2002.804948

中图分类号：

TM [电工技术]; TN [电子技术、通信技术];

学科分类号：

0808 ; 0809 ;

摘要：

This paper provides a framework to obtain the optimal bidding strategy of a price-taker producer. An appropriate forecasting tool is used to estimate the probability density functions of next-day hourly market-clearing prices. This probabilistic information is used to formulate a self-scheduling profit maximization problem that is solved taking advantage of its particular structure. The solution of this problem allows deriving a simple yet informed bidding rule. Results from a realistic case study are discussed in detail.

引用

页码：1081 / 1088

页数：8

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