Hybrid model for stochastic clearing of joint energy and reserves market

Day-ahead market clearing is usually executed by independent system operator to determine the accepted energy and reserve bids and their payments. In this study, an effective multi-objective stochastic framework is presented for joint energy and reserves market clearing problem considering the power...

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Veröffentlicht in:	IET generation, transmission & distribution Jg. 11; H. 10; S. 2608 - 2617
Hauptverfasser:	Goroohi Sardou, Iman, Goroohi, Ali
Format:	Journal Article
Sprache:	Englisch
Veröffentlicht:	The Institution of Engineering and Technology 13.07.2017
Schlagworte:	day‐ahead market clearing deterministic model direction scalarisation method DSM effective multiobjective stochastic framework energy bids gravitational search algorithm hybrid model IEEE 24‐bus test system independent system operator joint energy market MCS MCVM method Monte Carlo methods Monte Carlo simulation power markets power system security primal‐dual interior point method Research Article reserve bids reserves market scenario reduction technique search problems single‐objective optimisation problem stochastic market clearing procedure stochastic programming validation method deterministic model stochastic programming stochastic market clearing procedure reserves market Monte Carlo methods MCVM method direction scalarisation method independent system operator power markets search problems DSM IEEE 24-bus test system day-ahead market clearing single-objective optimisation problem power system security hybrid model joint energy market energy bids primal-dual interior point method gravitational search algorithm reserve bids effective multiobjective stochastic framework validation method MCS scenario reduction technique Monte Carlo simulation
ISSN:	1751-8687, 1751-8695
Online-Zugang:	Volltext
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