Probabilistic unit commitment and electricity prices forecasting for market strategy in interconnected systems

摘要

In this paper we present a solution for building a better strategy to take part in external electricity markets and considering the uncertainty in the future electricity prices. For an optimal strategy development, both the internal system costs and the future values of the series of electricity prices in external markets need to be known. But in practice, the real problems that must be faced are that both future electricity prices and costs are unknown. Thus, the first ones must be modelled and forecasted and the costs must be calculated. Our methodology for building an optimal strategy consists of three steps: The first step is modelling and forecasting market prices in external systems. The second step is the cost calculation on internal system taking into account the expected prices in the first step. The third step is based on the results of the previous steps, and consists of preparing the bids for external markets with the focus on the consumer's cost. To take into account the uncertainty in daily prices we have performed a forecast model that shows this variability in terms of confidence intervals. Our Unit Commitment with probabilistic constraints will produce an optimal solution and handle risk issues.