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Scheduling of a hydro producer considering head-dependency, price scenarios and risk-aversion

2012-04Journal article Restricted access
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dc.contributor.authorPousinho, Hugo Miguel Inácio
dc.contributor.authorMendes, Victor
dc.contributor.authorCatalão, João Paulo da Silva
dc.date.accessioned2015-09-11T09:11:54Z
dc.date.available2015-09-11T09:11:54Z
dc.date.issued2012-04
dc.description.abstractIn 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.por
dc.identifier.citationPOUSINHO, 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. 96-103por
dc.identifier.doi10.1016/j.enconman.2011.11.020
dc.identifier.issn0196-8904
dc.identifier.urihttp://hdl.handle.net/10400.21/5177
dc.language.isoengpor
dc.peerreviewedyespor
dc.publisherPergamon-Elsevier Sciencepor
dc.relationEuropean Union
dc.relationFundação para a Ciência e a Tecnologia - FCT - FCOMP-01-0124-FEDER-014887
dc.relationFundação para a Ciência e a Tecnologia - FCT PTDC/EEA-EEL/110102/2009
dc.relationFundação para a Ciência e a Tecnologia - FCT - SFRH/BD/62965/2009
dc.relationFCOMP-01-0124-FEDER-014887
dc.relationFCT PTDC/EEAEEL/110102/2009
dc.relationOPTIMIZAÇÃO DA EXPLORAÇÃO DE CURTO-PRAZO E DAS OFERTAS EM MERCADO PARA UM SISTEMA ELECTROPRODUTOR CONSIDERANDO INCERTEZA E RISCO
dc.subjectHydro Schedulingpor
dc.subjectMixed-Integer Quadratic Programmingpor
dc.subjectHead-Dependencypor
dc.subjectPrice Scenariospor
dc.subjectRisk-Aversionpor
dc.subjectElectricity Market
dc.subjectDifferential Evolution
dc.subjectNeural-Network
dc.subjectTerm
dc.subjectAlgorithm
dc.subjectSystems
dc.subjectModel
dc.subjectFlow
dc.titleScheduling of a hydro producer considering head-dependency, price scenarios and risk-aversionpor
dc.typejournal article
dspace.entity.typePublication
oaire.awardTitleOPTIMIZAÇÃO DA EXPLORAÇÃO DE CURTO-PRAZO E DAS OFERTAS EM MERCADO PARA UM SISTEMA ELECTROPRODUTOR CONSIDERANDO INCERTEZA E RISCO
oaire.awardURIinfo:eu-repo/grantAgreement/FCT//SFRH%2FBD%2F62965%2F2009/PT
oaire.citation.conferencePlaceOxford
oaire.citation.endPage103por
oaire.citation.startPage96por
oaire.citation.titleEnergy Conversion and Managementpor
oaire.citation.volume56por
person.familyNameMendes
person.givenNameVictor
person.identifier.orcid0000-0002-4599-477X
person.identifier.ridD-2332-2012
person.identifier.scopus-author-id55138675600
project.funder.identifierhttp://doi.org/10.13039/501100001871
project.funder.nameFundação para a Ciência e a Tecnologia
rcaap.rightsclosedAccesspor
rcaap.typearticlepor
relation.isAuthorOfPublicationa86b9291-f23c-4f09-83d7-9ee691696705
relation.isAuthorOfPublication.latestForDiscoverya86b9291-f23c-4f09-83d7-9ee691696705
relation.isProjectOfPublication2705bba6-14e6-490c-9311-ab5f92a74dc4
relation.isProjectOfPublication.latestForDiscovery2705bba6-14e6-490c-9311-ab5f92a74dc4

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