Price-Maker Economic Bidding in Two-Settlement Pool-Based Markets: The Case of Time-Shiftable Loads

In this paper, a new scenario-based stochastic optimization framework is proposed for price-maker economic bidding in day-ahead and real-time markets. The presented methodology is general and can be applied to both demand and supply bids. That is, no restrictive assumptions are made on the character...

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Veröffentlicht in:	IEEE transactions on power systems Jg. 31; H. 1; S. 695 - 705
Hauptverfasser:	Kohansal, Mahdi, Mohsenian-Rad, Hamed
Format:	Journal Article
Sprache:	Englisch
Veröffentlicht:	New York IEEE 01.01.2016 The Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Schlagworte:	Consumption Day-ahead market demand response Economics Electricity supply industry energy bids Indexes Integer programming Load Load management Load modeling Markets Mathematical analysis Nonlinearity Optimization price bids price-maker economic bidding Ramps real-time market Real-time systems Shaving stochastic mixed-integer linear programming time-shiftable loads
ISSN:	0885-8950, 1558-0679
Online-Zugang:	Volltext
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