مشخصات مقاله:
عنوان فارسی مقاله:
تأثیرات نفوذ مقیاس وسیع انرژی باد در بازارهای برق آینده و قراردادهای پیش رو
عنوان انگلیسی مقاله:
Impacts of large-scale penetration of wind power on day-ahead electricity markets and forward contracts
سال انتشار مقاله:
2021
کلمات کلیدی مقاله:
بازار برق، قراردادهای فوروارد، قدرت باد در مقیاس بزرگ، مدیریت ریسک
مناسب برای رشته های دانشگاهی زیر:
مهندسی برق
مناسب برای گرایش های دانشگاهی زیر:
تولید، توزیع و انتقال، سیستم های قدرت
وضعیت مقاله انگلیسی و ترجمه:
مقاله انگلیسی را میتوانید به صورت رایگان با فرمت PDF با کلیک بر روی دکمه آبی، دانلود نمایید. برای ثبت سفارش ترجمه نیز روی دکلمه قرمز رنگ کلیک نمایید. سفارش ترجمه نیازمند زمان بوده و ترجمه این مقاله آماده نمیباشد و پس از اتمام ترجمه، فایل ورد تایپ شده قابل دانلود خواهد بود.
فهرست مطالب:
Abstract
Keywords
Nomenclature
1. Introduction
2. Problem definition and assumptions
2.1. Market players’ actions, and forward and electricity market settlement procedure
2.2. Wind power generation uncertainty modeling
2.3. Proposing the upgraded risk management method
3. Forward market and day-ahead electricity market modeling
3.1. Forward contracts agreement modeling
3.2. Day-ahead electricity market modeling
4. SFE of the contracting period
4.1. Equilibrium model for UFUD model
4.1.1. Producers’ profit formulation in UFUD case
4.1.2. Consumer’s profit formulation in UFUD case
4.1.3. Obtaining the SFE of the UFUD model
4.2. Equilibrium model for UFPD model
4.2.1. Producers’ profit formulation in SFE-UFPD case
4.2.2. Consumers’ profit formulation in SFE-UFPD case
4.2.3. Obtaining the SFE of the SFE-UFPD model
5. SFE of the delivery period
6. Numerical results
6.1. Simulation results of the uniform pricing models
6.2. Simulation results of the pay-as-bid pricing models
6.3. Studying the behavior of producers with fixed marginal cost functions
7. Conclusions
CRediT authorship contribution statement
Declaration of Competing Interest
Appendix A. Supplementary material
Research Data
References
قسمتی از مقاله انگلیسی:
1. Introduction
The utilization of wind power as the main renewable energy resource for producing electric energy is growing fast in the world. In some countries like Denmark, Germany, and Spain a considerable share of electricity demand is supplied by wind power [1]. Large-scale integration of wind power in the power system confronts the market players and system operators with some operational challenges. From the viewpoint of the financial issues, unpredictable and uncontrollable variations in the output power of the wind power plants result in variation in the electricity market clearing price (MCP) and scheduled power of producers and consumers. This leads to variation and uncertainty in the profit of both producers and consumers and increases the risk of losing money in the electricity market. Financial derivatives can be used as a useful tool for market players to hedge themselves against the risks of undesirable profit fluctuation [2]. Forward contracts are one of the relevant financial tools and nowadays, a considerable quantity of power in the power system is traded through the forward contracts. A forward contract is a bilateral agreement contract between a producer and a consumer that implies the producer to sell a given power quantity to the consumer throughout a pre-specified time period at a fixed price in $/MWh [3]. Forward contracts can be agreed in a market that is called the forward market [4]. Market players are allowed to trade energy via both forward and day-ahead electricity markets. Changing the behavior of market players in each market affects their strategy in the other market. Hence, it can be said that there are mutual impacts between the forward and day-ahead markets. Studying the behavior of market players in the power system should be performed considering both forward and day-ahead electricity markets and their mutual impacts on each other. Forward and day-ahead electricity markets studies have already appeared in a wide range of research works. In [5] two separate mathematical models for a consumer and a producer for optimal power allocation between the day-ahead electricity market and forward contracts are introduced.