Simultaneous bidding in day-ahead auctions for spot energy and power systems reserve

被引：27

作者：

Swider, Derk J. ^{[1
]}

机构：

[1] Univ Stuttgart, Inst Energy Econ & Rat Use Energy, D-70565 Stuttgart, Germany

来源：

INTERNATIONAL JOURNAL OF ELECTRICAL POWER & ENERGY SYSTEMS | 2007年 / 29卷 / 06期

关键词：

market distribution function; non-linear optimization; pay-as-bid auction; reserve market; simultaneous bidding; spot market; uniform auction;

D O I：

10.1016/j.ijepes.2006.11.005

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：

In this paper a novel approach for simultaneous bidding in day-ahead auctions for spot energy and power systems reserve is presented. For the spot market a relatively simple method is considered as a competitive market is assumed. For the reserve market the bidder is considered to behave strategically and the behavior of the competitors is summarized in a joint probability distribution of the market price. This results in a method for simultaneous bidding, where the bidding prices and capacities on the spot and reserve markets are calculated by maximizing a stochastic non-linear objective function of expected profit. (c) 2006 Elsevier Ltd. All rights reserved.

引用

页码：470 / 479

页数：10

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