期刊
INTERNATIONAL JOURNAL OF ELECTRICAL POWER & ENERGY SYSTEMS
卷 29, 期 6, 页码 470-479出版社
ELSEVIER SCI LTD
DOI: 10.1016/j.ijepes.2006.11.005
关键词
market distribution function; non-linear optimization; pay-as-bid auction; reserve market; simultaneous bidding; spot market; uniform auction
In this paper a novel approach for simultaneous bidding in day-ahead auctions for spot energy and power systems reserve is presented. For the spot market a relatively simple method is considered as a competitive market is assumed. For the reserve market the bidder is considered to behave strategically and the behavior of the competitors is summarized in a joint probability distribution of the market price. This results in a method for simultaneous bidding, where the bidding prices and capacities on the spot and reserve markets are calculated by maximizing a stochastic non-linear objective function of expected profit. (c) 2006 Elsevier Ltd. All rights reserved.
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