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Pregled bibliografske jedinice broj: 693793

Pricing Energy and Ancillary Services in a Day- Ahead Market for a Price-Taker Hydro Generating Company Using a Risk-Constrained Approach


Ilak, Perica; Krajcar, Slavko; Rajšl, Ivan; Delimar, Marko
Pricing Energy and Ancillary Services in a Day- Ahead Market for a Price-Taker Hydro Generating Company Using a Risk-Constrained Approach // Energies, 7 (2014), 4; 2317-2342 doi:10.3390/en7042317 (međunarodna recenzija, članak, znanstveni)


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Naslov
Pricing Energy and Ancillary Services in a Day- Ahead Market for a Price-Taker Hydro Generating Company Using a Risk-Constrained Approach

Autori
Ilak, Perica ; Krajcar, Slavko ; Rajšl, Ivan ; Delimar, Marko

Izvornik
Energies (1996-1073) 7 (2014), 4; 2317-2342

Vrsta, podvrsta i kategorija rada
Radovi u časopisima, članak, znanstveni

Ključne riječi
hydropower plant; opportunity cost; water shadow price; day-ahead market; risk-aversion; conditional value at risk; ancillary services

Sažetak
This paper analyzes a price-taker hydro generating company which participates simultaneously in day- ahead energy and ancillary services markets. An approach for deriving marginal cost curves for energy and ancillary services is proposed, taking into consideration price uncertainty and opportunity cost of water, which can later be used to determine hourly bid curves. The proposed approach combines an hourly conditional value-at- risk, probability of occurrence of automatic generation control states and an opportunity cost of water to determine energy and ancillary services marginal cost curves. The proposed approach is in a linear constraint form and is easy to implement in optimization problems. A stochastic model of the hydro-economic river basin is presented, based on the actual Vinodol hydropower system in Croatia, with a complex three-dimensional relationship between the power produced, the discharged water, and the head of associated reservoir.

Izvorni jezik
Engleski

Znanstvena područja
Matematika, Elektrotehnika, Ekonomija



POVEZANOST RADA


Projekti:
ACROSS
036-0361590-1591 - Razvoj alata za analizu tržišta električne energije (Krajcar, Slavko, MZOS ) ( POIROT)

Ustanove:
Fakultet elektrotehnike i računarstva, Zagreb

Profili:

Avatar Url Ivan Rajšl (autor)

Avatar Url Perica Ilak (autor)

Avatar Url Slavko Krajcar (autor)

Avatar Url Marko Delimar (autor)

Citiraj ovu publikaciju

Ilak, Perica; Krajcar, Slavko; Rajšl, Ivan; Delimar, Marko
Pricing Energy and Ancillary Services in a Day- Ahead Market for a Price-Taker Hydro Generating Company Using a Risk-Constrained Approach // Energies, 7 (2014), 4; 2317-2342 doi:10.3390/en7042317 (međunarodna recenzija, članak, znanstveni)
Ilak, P., Krajcar, S., Rajšl, I. & Delimar, M. (2014) Pricing Energy and Ancillary Services in a Day- Ahead Market for a Price-Taker Hydro Generating Company Using a Risk-Constrained Approach. Energies, 7 (4), 2317-2342 doi:10.3390/en7042317.
@article{article, year = {2014}, pages = {2317-2342}, DOI = {10.3390/en7042317}, keywords = {hydropower plant, opportunity cost, water shadow price, day-ahead market, risk-aversion, conditional value at risk, ancillary services}, journal = {Energies}, doi = {10.3390/en7042317}, volume = {7}, number = {4}, issn = {1996-1073}, title = {Pricing Energy and Ancillary Services in a Day- Ahead Market for a Price-Taker Hydro Generating Company Using a Risk-Constrained Approach}, keyword = {hydropower plant, opportunity cost, water shadow price, day-ahead market, risk-aversion, conditional value at risk, ancillary services} }
@article{article, year = {2014}, pages = {2317-2342}, DOI = {10.3390/en7042317}, keywords = {hydropower plant, opportunity cost, water shadow price, day-ahead market, risk-aversion, conditional value at risk, ancillary services}, journal = {Energies}, doi = {10.3390/en7042317}, volume = {7}, number = {4}, issn = {1996-1073}, title = {Pricing Energy and Ancillary Services in a Day- Ahead Market for a Price-Taker Hydro Generating Company Using a Risk-Constrained Approach}, keyword = {hydropower plant, opportunity cost, water shadow price, day-ahead market, risk-aversion, conditional value at risk, ancillary services} }

Časopis indeksira:


  • Current Contents Connect (CCC)
  • Web of Science Core Collection (WoSCC)
    • Science Citation Index Expanded (SCI-EXP)
    • SCI-EXP, SSCI i/ili A&HCI
  • Scopus


Uključenost u ostale bibliografske baze podataka:


  • CAB Abstracts
  • CA Search (Chemical Abstracts)
  • Compendex (EI Village)
  • INSPEC
  • Journal Citation Report
  • RePEc
  • SciSearch
  • Scopus


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