The aim of this paper is to present a market design for trading capacity reserves (also called Ancillary Services, AS) and to introduce a strategy for the optimal bidding problem in such a scenario. In the deregulated market, the presence of several market participants or Balance Responsible Parties (BRPs) entitled for trading energy, together with the increasing integration of renewable sources and price-elastic loads, shift the focus on decentralized control and reliable forecast techniques. The main feature of the considered market design is its double-sided nature. In addition to portfolio-based supply bids and based on prediction of their stochastic production and load, BRPs are allowed to submit risk-limiting requests. Requesting capacity from the AS market corresponds to giving to the market an estimate of the possible deviation from the daily production schedule resulting from the day-ahead auction and from bilateral contracts, named E-Program. In this way each BRP is responsible for the balanced and safe operation of the electric grid. On the other hand, at each Program Time Unit (PTU) BRPs must also offer their available capacity under the form of bids. In this paper, a bidding strategy to the double-sided market is described, where the risk is minimized and all the constraints are fulfilled. The algorithms devised are tested in a simulation environment and compared to the current practice, where the double-sided auction is not contemplated. Results in terms of expected imbalances and reliability are presented.
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机译:iExport Australia-为出口商提供以下服务的在线平台/应用程序:出口电子商务出口拍卖在线与服务提供商进行出口相关的服务请求和投标与服务提供商的集成与货运和货运的报价集成到政府机构和海关/边境的在线文件和电子提交澳大利亚– EDI / Web Services与GS1集成在一起,用于对出口工作台进行编号和条形码编码,以管理每个出口的所有与出口,交货和银行有关的任务出口相关的潜在客户和联系人管理出口市场AI和工具