Offering model for a virtual power plant based on stochastic programming

► A two-stage stochastic offering model for a virtual power plant is presented. ► The virtual power plant consists of an intermittent source, a dispatchable source and a storage unit. ► The virtual power plant trades in the day-ahead and balancing markets. ► Characteristic scenarios are thoroughly a...

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Vydáno v:Applied energy Ročník 105; s. 282 - 292
Hlavní autoři: Pandžić, Hrvoje, Morales, Juan M., Conejo, Antonio J., Kuzle, Igor
Médium: Journal Article
Jazyk:angličtina
Vydáno: Kidlington Elsevier Ltd 01.05.2013
Elsevier
Témata:
ISSN:0306-2619, 1872-9118
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Abstract ► A two-stage stochastic offering model for a virtual power plant is presented. ► The virtual power plant consists of an intermittent source, a dispatchable source and a storage unit. ► The virtual power plant trades in the day-ahead and balancing markets. ► Characteristic scenarios are thoroughly analyzed and relevant conclusions are drawn. A virtual power plant aggregates various local production/consumption units that act in the market as a single entity. This paper considers a virtual power plant consisting of an intermittent source, a storage facility, and a dispatchable power plant. The virtual power plant sells and purchases electricity in both the day-ahead and the balancing markets seeking to maximize its expected profit. Such model is mathematically rigorous, yet computationally efficient. The offering problem is cast as a two-stage stochastic mixed-integer linear programming model which maximizes the virtual power plant expected profit. The uncertain parameters, including the power output of the intermittent source and the market prices, are modeled via scenarios based upon historical data. The proposed model is applied to a realistic case study and conclusions are drawn.
AbstractList A virtual power plant aggregates various local production/consumption units that act in the market as a single entity. This paper considers a virtual power plant consisting of an intermittent source, a storage facility, and a dispatchable power plant. The virtual power plant sells and purchases electricity in both the day-ahead and the balancing markets seeking to maximize its expected profit. Such model is mathematically rigorous, yet computationally efficient. The offering problem is cast as a two-stage stochastic mixed-integer linear programming model which maximizes the virtual power plant expected profit. The uncertain parameters, including the power output of the intermittent source and the market prices, are modeled via scenarios based upon historical data. The proposed model is applied to a realistic case study and conclusions are drawn.
► A two-stage stochastic offering model for a virtual power plant is presented. ► The virtual power plant consists of an intermittent source, a dispatchable source and a storage unit. ► The virtual power plant trades in the day-ahead and balancing markets. ► Characteristic scenarios are thoroughly analyzed and relevant conclusions are drawn. A virtual power plant aggregates various local production/consumption units that act in the market as a single entity. This paper considers a virtual power plant consisting of an intermittent source, a storage facility, and a dispatchable power plant. The virtual power plant sells and purchases electricity in both the day-ahead and the balancing markets seeking to maximize its expected profit. Such model is mathematically rigorous, yet computationally efficient. The offering problem is cast as a two-stage stochastic mixed-integer linear programming model which maximizes the virtual power plant expected profit. The uncertain parameters, including the power output of the intermittent source and the market prices, are modeled via scenarios based upon historical data. The proposed model is applied to a realistic case study and conclusions are drawn.
A virtual power plant aggregates various local production/consumption units that act in the market as a single entity. This paper considers a virtual power plant consisting of an intermittent source, a storage facility, and a dispatchable power plant. The virtual power plant sells and purchases electricity in both the day-ahead and the balancing markets seeking to maximize its expected profit. Such model is mathematically rigorous, yet computationally efficient.
Author Morales, Juan M.
Kuzle, Igor
Conejo, Antonio J.
Pandžić, Hrvoje
Author_xml – sequence: 1
  givenname: Hrvoje
  surname: Pandžić
  fullname: Pandžić, Hrvoje
  email: hrvoje.pandzic@ieee.org
  organization: Department of Electrical Engineering, University of Washington, 185 Stevens Way, 98195 Seattle, WA, USA
– sequence: 2
  givenname: Juan M.
  surname: Morales
  fullname: Morales, Juan M.
  email: juanmi82mg@gmail.com
  organization: Department of Electrical Engineering, Technical University of Denmark, Ørsteds Plads, Building 349, 2800 Kgs. Lyngby, Denmark
– sequence: 3
  givenname: Antonio J.
  surname: Conejo
  fullname: Conejo, Antonio J.
  email: antonio.conejo@uclm.es
  organization: Department of Electrical Engineering, University of Castilla-La Mancha, Campus Universitario, 13071 Ciudad Real, Spain
– sequence: 4
  givenname: Igor
  surname: Kuzle
  fullname: Kuzle, Igor
  email: igor.kuzle@fer.hr
  organization: Department of Power Systems, Faculty of Electrical Engineering and Computing, University of Zagreb, Unska 3, 10000 Zagreb, Croatia
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Keywords Wind power plant
Virtual power plant
Electricity markets
Pumped hydro storage plant
Stochastic programming
Electric power plant
Electricity
Markets
Models
Modeling
Pumped storage
Language English
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Snippet ► A two-stage stochastic offering model for a virtual power plant is presented. ► The virtual power plant consists of an intermittent source, a dispatchable...
A virtual power plant aggregates various local production/consumption units that act in the market as a single entity. This paper considers a virtual power...
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SubjectTerms Applied sciences
case studies
electricity
Electricity markets
Energy
Exact sciences and technology
linear programming
market prices
markets
Natural energy
power
power plants
Pumped hydro storage plant
Stochastic programming
Virtual power plant
Wind energy
Wind power plant
Title Offering model for a virtual power plant based on stochastic programming
URI https://dx.doi.org/10.1016/j.apenergy.2012.12.077
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