A probabilistic nodal analysis for helping the System Operator to validate the results of the day-ahead electricity market

摘要

The operating reserve margins of the generating park of an electric power system have been traditionally set up by the System Operator (SO) with deterministic considerations, mainly using the so-called "first contingency security criterion" (N-1). As an alternative, this paper presents a simulation method, based on a probabilistic approach, which uses a sequential Monte Carlo technique to take into account the failure rates of all generating units and transmission power lines. Starting from the production and consumption power profiles just scheduled by the day-ahead energy markets, the real time operation of the power system for the following day can be simulated by the SO, considering normal and contingency conditions. A daily case study, calibrated on an IEEE test grid, is carried out and discussed, focusing how this technique can be suitably used to evaluate the system reliability as a function of generation reserve margins, load shedding capacity, dispatching rules and emergency procedures.