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Modeling start/stop in short-term multi-market hydropower scheduling

Modeling start/stop in short-term multi-market hydropower scheduling

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Sammendrag
We present a hydropower scheduling model for coordinated trade in the day-ahead and balancing market with alternative ways to represent generator start/stop decisions. A case study on a branch of a Norwegian water course is conducted, with analysis going in two directions: how does the start/stop feature influence the added value of balancing market trade as opposed to day-ahead trading only, and how well do the alternative start/stop modeling versions perform with and without balancing market trade. The results indicate that the added value of balancing market trade is small, and relatively insensitive to the choice of start/stop modeling. A linear approximation of start/stop gives a good approximation of the expected profit, but frequently present non-implementable operational decisions.
Oppdragsgiver
  • Norges forskningsråd / 228731
Språk
Engelsk
Forfatter(e)
Institusjon(er)
  • SINTEF Energi AS / Energisystemer
År
2016
Publisert i
International Conference on the European Energy Market
ISSN
2165-4093
Forlag
IEEE conference proceedings
Bok
2016 13th International Conference on the European Energy Market : EEM2016
Hefte nr.
2016
ISBN
978-1-5090-1298-5