scholarly journals Pan-European CVaR-Constrained Stochastic Unit Commitment in Day-Ahead and Intraday Electricity Markets

Energies ◽  
2020 ◽  
Vol 13 (9) ◽  
pp. 2339
Author(s):  
Moritz Nobis ◽  
Carlo Schmitt ◽  
Ralf Schemm ◽  
Armin Schnettler
Keyword(s):  
Power Systems ◽  
Electricity Markets ◽  
Large Scale ◽  
Benders Decomposition ◽  
Unit Commitment ◽  
Energy System ◽  
Optimization Approach ◽  
Phase Out ◽  
Forecasting Errors ◽  
Intraday Market

The fundamental modeling of energy systems through individual unit commitment decisions is crucial for energy system planning. However, current large-scale models are not capable of including uncertainties or even risk-averse behavior arising from forecasting errors of variable renewable energies. However, risks associated with uncertain forecasting errors have become increasingly relevant within the process of decarbonization. The intraday market serves to compensate for these forecasting errors. Thus, the uncertainty of forecasting errors results in uncertain intraday prices and quantities. Therefore, this paper proposes a two-stage risk-constrained stochastic optimization approach to fundamentally model unit commitment decisions facing an uncertain intraday market. By the nesting of Lagrangian relaxation and an extended Benders decomposition, this model can be applied to large-scale, e.g., pan-European, power systems. The approach is applied to scenarios for 2023—considering a full nuclear phase-out in Germany—and 2035—considering a full coal phase-out in Germany. First, the influence of the risk factors is evaluated. Furthermore, an evaluation of the market prices shows an increase in price levels as well as an increasing day-ahead-intraday spread in 2023 and in 2035. Finally, it is shown that intraday cross-border trading has a significant influence on trading volumes and prices and ensures a more efficient allocation of resources.

scholarly journals Comparative Assessment of Priority Listing and Mixed Integer Linear Programming Unit Commitment Methods for Non-Interconnected Island Systems

Energies ◽  
2019 ◽  
Vol 12 (4) ◽  
pp. 657 ◽  
Author(s):  
Georgios Psarros ◽  
Stavros Papathanassiou
Keyword(s):  
Linear Programming ◽  
Power Systems ◽  
Integer Linear Programming ◽  
Mixed Integer Linear Programming ◽  
Unit Commitment ◽  
Renewable Energy Sources ◽  
Optimization Techniques ◽  
Mixed Integer ◽  
Optimization Approach ◽  
Droop Characteristic

The generation management concept for non-interconnected island (NII) systems is traditionally based on simple, semi-empirical operating rules dating back to the era before the massive deployment of renewable energy sources (RES), which do not achieve maximum RES penetration, optimal dispatch of thermal units and satisfaction of system security criteria. Nowadays, more advanced unit commitment (UC) and economic-dispatch (ED) approaches based on optimization techniques are gradually introduced to safeguard system operation against severe disturbances, to prioritize RES participation and to optimize dispatch of the thermal generation fleet. The main objective of this paper is to comparatively assess the traditionally applied priority listing (PL) UC method and a more sophisticated mixed integer linear programming (MILP) UC optimization approach, dedicated to NII power systems. Additionally, to facilitate the comparison of the UC approaches and quantify their impact on systems security, a first attempt is made to relate the primary reserves capability of each unit to the maximum acceptable frequency deviation at steady state conditions after a severe disturbance and the droop characteristic of the unit’s speed governor. The fundamental differences between the two approaches are presented and discussed, while daily and annual simulations are performed and the results obtained are further analyzed.

scholarly journals Day-ahead Market Modelling of Large-scale Highly-renewable Multi-energy Systems: Analysis of the North Sea Region Towards 2050

2020 ◽  
Author(s):  
Juan Gea Bermúdez ◽  
Kaushik Das ◽  
Hardi Koduvere ◽  
Matti Juhani Koivisto
Keyword(s):  
North Sea ◽  
Large Scale ◽  
Unit Commitment ◽  
District Heating ◽  
Energy Systems ◽  
Energy System ◽  
Computational Time ◽  
Integer Variables ◽  
The North ◽  
The North Sea

This paper proposes a mathematical model to simulate Day-ahead markets of large-scale multi-energy systems with high share of renewable energy. Furthermore, it analyses the importance of including unit commitment when performing such analysis. The results of the case study, which is performed for the North Sea region, show the influence of massive renewable penetration in the energy sector and increasing electrification of the district heating sector towards 2050, and how this impacts the role of other energy sources such as thermal and hydro. The penetration of wind and solar is likely to challenge the need for balancing in the system as well as the profitability of thermal units. The degree of influence of the unit commitment approach is found to be dependent on the configuration of the energy system. Overall, including unit commitment constraints with integer variables leads to more realistic behaviour of the units, at the cost of increasing considerably the computational time. Relaxing integer variables reduces significantly the computational time, without highly compromising the accuracy of the results. The proposed model, together with the insights from the study case, can be specially useful for system operators for optimal operational planning.

scholarly journals Evaluating the Potential Contribution of District Heating to the Flexibility of the Future Italian Power System

Energies ◽  
2022 ◽  
Vol 15 (2) ◽  
pp. 584
Author(s):  
Chiara Magni ◽  
Sylvain Quoilin ◽  
Alessia Arteconi
Keyword(s):  
Power Systems ◽  
Power System ◽  
Large Scale ◽  
District Heating ◽  
Energy System ◽  
Heat Pumps ◽  
Electricity Sector ◽  
Potential Contribution ◽  
The Future ◽  
Promising Solution

Flexibility is crucial to enable the penetration of high shares of renewables in the power system while ensuring the security and affordability of the electricity dispatch. In this regard, heat–electricity sector coupling technologies are considered a promising solution for the integration of flexible devices such as thermal storage units and heat pumps. The deployment of these devices would also enable the decarbonization of the heating sector, responsible for around half of the energy consumption in the EU, of which 75% is currently supplied by fossil fuels. This paper investigates in which measure the diffusion of district heating (DH) coupled with thermal energy storage (TES) units can contribute to the overall system flexibility and to the provision of operating reserves for energy systems with high renewable penetration. The deployment of two different DH supply technologies, namely combined heat and power units (CHP) and large-scale heat pumps (P2HT), is modeled and compared in terms of performance. The case study analyzed is the future Italian energy system, which is simulated through the unit commitment and optimal dispatch model Dispa-SET. Results show that DH coupled with heat pumps and CHP units could enable both costs and emissions related to the heat–electricity sector to be reduced by up to 50%. DH systems also proved to be a promising solution to grant the flexibility and resilience of power systems with high shares of renewables by significantly reducing the curtailment of renewables and cost-optimally providing up to 15% of the total upward reserve requirements.

scholarly journals A Novel Strategy to Reduce Computational Burden of the Stochastic Security Constrained Unit Commitment Problem

Energies ◽  
2020 ◽  
Vol 13 (15) ◽  
pp. 3777
Author(s):  
Cristian Camilo Marín-Cano ◽  
Juan Esteban Sierra-Aguilar ◽  
Jesús M. López-Lezama ◽  
Álvaro Jaramillo-Duque ◽  
Juan G. Villegas
Keyword(s):  
Decision Making ◽  
Power Systems ◽  
Large Scale ◽  
Unit Commitment ◽  
Reaction Times ◽  
Mixed Integer ◽  
Feasible Region ◽  
Solution Strategy ◽  
Unit Commitment Problem ◽  
Joint Strategy

The uncertainty related to the massive integration of intermittent energy sources (e.g., wind and solar generation) is one of the biggest challenges for the economic, safe and reliable operation of current power systems. One way to tackle this challenge is through a stochastic security constraint unit commitment (SSCUC) model. However, the SSCUC is a mixed-integer linear programming problem with high computational and dimensional complexity in large-scale power systems. This feature hinders the reaction times required for decision making to ensure a proper operation of the system. As an alternative, this paper presents a joint strategy to efficiently solve a SSCUC model. The solution strategy combines the use of linear sensitivity factors (LSF) to compute power flows in a quick and reliable way and a method, which dynamically identifies and adds as user cuts those active security constraints N − 1 that establish the feasible region of the model. These two components are embedded within a progressive hedging algorithm (PHA), which breaks down the SSCUC problem into computationally more tractable subproblems by relaxing the coupling constraints between scenarios. The numerical results on the IEEE RTS-96 system show that the proposed strategy provides high quality solutions, up to 50 times faster compared to the extensive formulation (EF) of the SSCUC. Additionally, the solution strategy identifies the most affected (overloaded) lines before contingencies, as well as the most critical contingencies in the system. Two metrics that provide valuable information for decision making during transmission system expansion are studied.

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