Artículos de revistas
Weekly Self-Scheduling, Forward Contracting, and Offering Strategy for a Producer
Fecha
2010-05-01Registro en:
IEEE Transactions on Power Systems. Piscataway: IEEE-Inst Electrical Electronics Engineers Inc, v. 25, n. 2, p. 657-666, 2010.
0885-8950
10.1109/TPWRS.2009.2032658
WOS:000285051800008
Autor
Universidade Estadual Paulista (Unesp)
Univ Castilla La Mancha
Institución
Resumen
Within a weekly market horizon, this paper considers a power producer that sells its energy both in the pool and through weekly forward contracts. The paper provides a methodology that allows the producer to derive the self-scheduling of its production units, to select weekly forward contracts, and to obtain the offering strategy for Monday's pool. The proposed technique is based on stochastic programming and allows the producer to maximize its expected profit while controlling the risk of profit variability. A comprehensive case study is used to illustrate the characteristics of the proposed methodology. Appropriate conclusions are finally drawn.