Utilize este identificador para referenciar este registo: http://hdl.handle.net/10400.21/5177
Título: Scheduling of a hydro producer considering head-dependency, price scenarios and risk-aversion
Autor: Pousinho, Hugo Miguel Inácio
Mendes, Víctor Manuel Fernandes
Catalão, João Paulo da Silva
Palavras-chave: Hydro Scheduling
Mixed-Integer Quadratic Programming
Head-Dependency
Price Scenarios
Risk-Aversion
Electricity Market
Differential Evolution
Neural-Network
Term
Algorithm
Systems
Model
Flow
Data: Abr-2012
Editora: Pergamon-Elsevier Science
Citação: POUSINHO, H. M. I.; MENDES, V. M. F.; CATALÃO, J. P. S. – Scheduling of a hydro producer considering head-dependency, price scenarios and risk-aversion. Energy Conversion and Management. ISSN: 0196-8904. Vol. 56 (2012), pp. 96-103
Resumo: In this paper, a mixed-integer quadratic programming approach is proposed for the short-term hydro scheduling problem, considering head-dependency, discontinuous operating regions and discharge ramping constraints. As new contributions to earlier studies, market uncertainty is introduced in the model via price scenarios, and risk aversion is also incorporated by limiting the volatility of the expected profit through the conditional value-at-risk. Our approach has been applied successfully to solve a case Study based on one of the main Portuguese cascaded hydro systems, requiring a negligible computational time.
Peer review: yes
URI: http://hdl.handle.net/10400.21/5177
DOI: 10.1016/j.enconman.2011.11.020
ISSN: 0196-8904
Aparece nas colecções:ISEL - Eng. Electrotécn. - Artigos



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