In this paper, we present a method and a model for managing transmission congestion based on ex a... more In this paper, we present a method and a model for managing transmission congestion based on ex ante congestion prices. Our method is influenced by the yield management approach widely used for airline reservation systems, and our model is built based on the relations between transmission congestion prices and electricity commodity prices that exist for an optimal solution. We formulate the congestion pricing problem as a master problem and the electricity commodity (energy and reserve) pricing as subproblems. Examples are presented to illustrate how a system operator can use this approach to compute ex ante congestion prices and how market operators can determine clearing prices and schedules of forward electric energy and reserve markets.
European Transactions on Electrical Power, May 1, 2009
Significant progresses have been made in developing analytical models for electricity markets to ... more Significant progresses have been made in developing analytical models for electricity markets to schedule and price supply and demand resources. However, transmission-specific service products such as bilateral energy transactions, transmission capacity reservations, and transmission rights transactions have been left largely as the by-product of market development. For instance, a bilateral transaction across multiple interconnected systems is normally preconditioned on acquiring transmission capacity reservation in market or non-market systems. To be economically efficient, such a transaction should be considered simultaneously with the aggregated use from all market participants in order to price the true transmission costs. In most of today's electricity markets, it is difficult for market participants to directly schedule an economic transmission capacity reservation, or an economic purchase of transmission rights from markets. This paper presents a new optimization formulation for forward electricity markets, extending traditional market capabilities from the scheduling and pricing of energy resources to the scheduling of economic transmission transactions and transmission capacity reservation by considering the economic costs of transmission. Examples are provided to illustrate the applications and features of the proposed model. The proposed model helps markets improve the utilization of transmission. It may also be used to manage cross-border transactions of market and nonmarket systems reducing seams between them.
Voltage Collapse Operating Margin Analysis Using Sensitivity Techniques
In this paper, we describe the basic formulation, voltage collapse and plan operations under such... more In this paper, we describe the basic formulation, voltage collapse and plan operations under such implementation and application of a computer model, conditions, PG&E has developed a computer called VCMARGIN, for determining the s teady-state model called VCMARGIN (Voltage Collapse Operating operating margin of a potver system based on voltage Margin Calculation Program). stability considerations. The determination of the operating margin is based on the evaluation of the The steady-state voltage stability margin at an operating proximity of the current operating point of a power point of a power system is determined by measuring its system to the voltage collapse point. This proximity is distance from the critical point (nose point) on the calculated by tracing the path of the current operating voltage vs. activelreactive power (V-P/Q) curve. The point as one or more system parameters vary. critical point is traditionally estimated by running Parameters under consideration include bus and area standard power flow programs repeatedly at various loads, line impedances and real/reactive generations. load levels. As the loading in the system increases, the VCMARGIN uses a continuation technique for power power flow Jacobian becomes numerically illflow, optimal power flow and governor power flow to conditioned and the solution diverges. As a result, the perform the determination of the operating margin very exact knowledge of the critical point through efficiently. VCMARGIN is extensively used by IJG&E’s conventional power flow analysis is not always possible. operations planners for developing short-term operating plans for secure an mal use of PG&E’s generation The rising interest in voltage collapse has focused and transmission
This paper evaluates the economic impacts of initial and final charges of battery energy storage ... more This paper evaluates the economic impacts of initial and final charges of battery energy storage (BES) devices on dispatch solutions when used in a multi-day and recurring operation. Two new modeling methods are proposed that have the ability of capturing the impacts of initial and final charges: one has a 2-day rolling scheduling window; and the other is a proposed model with a single day scheduling window, but incorporates the economic impact of ending charges on the next scheduling day. Numerical simulations are presented to illustrate their characteristics in term of dispatch solutions and economic impacts.
This paper models bidding behaviors of suppliers in electricity auction markets under clearing pr... more This paper models bidding behaviors of suppliers in electricity auction markets under clearing pricing rule and with some simplified bidding assumptions. Optimal bidding strategy of suppliers is derived by solving a set of differential equations that specify the necessary conditions for bidders to maximize their expected payoffs. The derived result indicates that bidders have incentives to mark up their bids above their costs of production. The amount of markup depends on the probability of winning below and on the margin that are computed from the cost distribution of all suppliers, market demand, and the number of suppliers participating in the auction.
Tracking of states and parameters of synchronous machines during normal and abnormal operation
26th IEEE Conference on Decision and Control, 1987
... keeping physical meanings of the parameters. The proposed algoritlm incorporates an observer ... more ... keeping physical meanings of the parameters. The proposed algoritlm incorporates an observer which gives esti~nates of the un~neasural~le danlper winding currents. ... UI - Synchronous * YI u 2 - - Machine - y2 Fig. 6: Synchronous n~achi~le nlodel with r inputs and p out-puts. ...
The authors present a method and the mathematical formulation for large-scale optimal power flow ... more The authors present a method and the mathematical formulation for large-scale optimal power flow sensitivity analysis. The method has been implemented in a computer program (OPSENS) presently in use in the Pacific Gas and Electric Company. The results of using the OPSENS program for calculating the sensitivity of system losses for a 34 bus and a 1700 bus transmission network to bus load changes are reported and compared to the results of multiple OPF (optimal power flow) studies. The effectiveness of OPSENS in this application was demonstrated
2015 Seventh Annual IEEE Green Technologies Conference, 2015
Demand response (DR) is an integral component of smart grid operations that offers the necessary ... more Demand response (DR) is an integral component of smart grid operations that offers the necessary flexibility to support its decarbonisation. In incentive-based DR programs, deviations from the scheduled DR capacity affect the grid's energy balance and result in revenue losses for the DR participants. This issue aggravates with increasing DR delivery from participants such as large consumer buildings who have limited standard methods to follow for DR capacity scheduling. Load curtailment based DR capacity availability from such consumers can be forecasted reliably with the help of supervised machine learning (ML) models. This study demonstrates the development of data-driven ML based total and flexible load forecast models for a retail building. The ML model development tasks such as data pre-processing, training-testing dataset preparation, cross-validation, algorithm selection, hyperparameter optimisation, feature ranking, model selection and model evaluation are guided by deployment-centric design criteria such as reliability, computational efficiency and scalability. Based on the selected performance metrics, the day-ahead and week-ahead ML based load forecast models developed for the retail building are shown to outperform the timeseries persistence models used for benchmarking. Furthermore, the deployment of these models for DR capacity scheduling is proposed as an ML pipeline that can be realised with the help of ML workflows, computational resources as well as systems for monitoring and visualisation. The ML pipeline ensures faster, cost-effective and large-scale deployment of forecast models that support reliable DR capacity scheduling without affecting the grid's energy balance. Minimisation of revenue losses encourages increased DR participation from large consumer buildings, ensuring further flexibility in the smart grid.
We explore scheduling issues relating to coordination between battery energy storage (BES) and co... more We explore scheduling issues relating to coordination between battery energy storage (BES) and contractual demand response (DR) resources in daily operations where the two types of resources are partially interchangeable and interact with each other. The proposed formulation models the daily operations of BES and DR that considers not only the physical constraints of BES, energy prices, and consumer preferences, but also more importantly the contractual capacity obligations for DR and uncertainties in the DR activation by a utility or system operator. Example simulation results are used to illustrate operational scenarios of BES and DR that should be coordinated to achieve multiple objectives of reducing purchasing costs, reducing curtailments, meeting DR obligations, and planning contingent operations when the contractual DR capacity is activated.
An Evaluation of Battery Energy Storage Dispatch Strategies
Modelling and Simulation, 2011
ABSTRACT This paper presents and evaluates four different dispatch strategies for battery energy ... more ABSTRACT This paper presents and evaluates four different dispatch strategies for battery energy storage (BES) devices taking into consideration the internal loss impacts and operational constraints. The four strategies involve different number of services and dispatch complexities such as energy, frequency regulations for an electric system. The dispatch strategies are evaluated using a model framework including the battery internal circuits, operational constraints and market prices. Numerical simulations are presented to illustrate and contrast features of the dispatch strategies and their economic impacts. We note that the battery internal resistance is important to consider in obtaining dispatch decisions.
Power Industry Computer Application Conference, 1993
... B. Stott and E. Hobson, "Power System Security Control Calculations Using Linear Pro... more ... B. Stott and E. Hobson, "Power System Security Control Calculations Using Linear Programming, Parts I and U," IEEE ... GA Maria and JA Findlay, "A Newton Optimal Power Flow Program For Ontario Hydro EMS," IEEE Transactions on ... [ll] LS Vargas, UH Quintana, A. Vannelli, "A ...
Closure of "New models for integrated short-term forward electricity markets
IEEE Transactions on Power Systems, 2004
For original article by S. Hao and F. Zhuang see ibid., vol.18, p.478-85, May 2003 and for discus... more For original article by S. Hao and F. Zhuang see ibid., vol.18, p.478-85, May 2003 and for discussion by Franqois Bouffard and Francisco D. Galiana see ibid., vol.19, no.4, p.2120-1, Nov. 2004.
Power Industry Computer Application Conference, 1989
This paper presents a rule-based a p p r o a c h e c e n t r a l ized voltage control. A network ... more This paper presents a rule-based a p p r o a c h e c e n t r a l ized voltage control. A network decomposition technique is used to alleviate a bus voltage limit violation using the most effective voltage control device available. This requires having only the network information local to the bus with a voltage limit violation. Then a rule-based problem analyzer calculates the network voltage sensitivity with respect to the available voltage control resources and selects the optimal set of control actions for alleviating the voltage limit violation. The approach minimizes the actions taken, making it suitable for real-time application. The results of applying the approach to the AEP 118-bus test system are presented.
In this paper, we present a method and a model for managing transmission congestion based on ex a... more In this paper, we present a method and a model for managing transmission congestion based on ex ante congestion prices. Our method is influenced by the yield management approach widely used for airline reservation systems, and our model is built based on the relations between transmission congestion prices and electricity commodity prices that exist for an optimal solution. We formulate the congestion pricing problem as a master problem and the electricity commodity (energy and reserve) pricing as subproblems. Examples are presented to illustrate how a system operator can use this approach to compute ex ante congestion prices and how market operators can determine clearing prices and schedules of forward electric energy and reserve markets.
European Transactions on Electrical Power, May 1, 2009
Significant progresses have been made in developing analytical models for electricity markets to ... more Significant progresses have been made in developing analytical models for electricity markets to schedule and price supply and demand resources. However, transmission-specific service products such as bilateral energy transactions, transmission capacity reservations, and transmission rights transactions have been left largely as the by-product of market development. For instance, a bilateral transaction across multiple interconnected systems is normally preconditioned on acquiring transmission capacity reservation in market or non-market systems. To be economically efficient, such a transaction should be considered simultaneously with the aggregated use from all market participants in order to price the true transmission costs. In most of today's electricity markets, it is difficult for market participants to directly schedule an economic transmission capacity reservation, or an economic purchase of transmission rights from markets. This paper presents a new optimization formulation for forward electricity markets, extending traditional market capabilities from the scheduling and pricing of energy resources to the scheduling of economic transmission transactions and transmission capacity reservation by considering the economic costs of transmission. Examples are provided to illustrate the applications and features of the proposed model. The proposed model helps markets improve the utilization of transmission. It may also be used to manage cross-border transactions of market and nonmarket systems reducing seams between them.
Voltage Collapse Operating Margin Analysis Using Sensitivity Techniques
In this paper, we describe the basic formulation, voltage collapse and plan operations under such... more In this paper, we describe the basic formulation, voltage collapse and plan operations under such implementation and application of a computer model, conditions, PG&E has developed a computer called VCMARGIN, for determining the s teady-state model called VCMARGIN (Voltage Collapse Operating operating margin of a potver system based on voltage Margin Calculation Program). stability considerations. The determination of the operating margin is based on the evaluation of the The steady-state voltage stability margin at an operating proximity of the current operating point of a power point of a power system is determined by measuring its system to the voltage collapse point. This proximity is distance from the critical point (nose point) on the calculated by tracing the path of the current operating voltage vs. activelreactive power (V-P/Q) curve. The point as one or more system parameters vary. critical point is traditionally estimated by running Parameters under consideration include bus and area standard power flow programs repeatedly at various loads, line impedances and real/reactive generations. load levels. As the loading in the system increases, the VCMARGIN uses a continuation technique for power power flow Jacobian becomes numerically illflow, optimal power flow and governor power flow to conditioned and the solution diverges. As a result, the perform the determination of the operating margin very exact knowledge of the critical point through efficiently. VCMARGIN is extensively used by IJG&E’s conventional power flow analysis is not always possible. operations planners for developing short-term operating plans for secure an mal use of PG&E’s generation The rising interest in voltage collapse has focused and transmission
This paper evaluates the economic impacts of initial and final charges of battery energy storage ... more This paper evaluates the economic impacts of initial and final charges of battery energy storage (BES) devices on dispatch solutions when used in a multi-day and recurring operation. Two new modeling methods are proposed that have the ability of capturing the impacts of initial and final charges: one has a 2-day rolling scheduling window; and the other is a proposed model with a single day scheduling window, but incorporates the economic impact of ending charges on the next scheduling day. Numerical simulations are presented to illustrate their characteristics in term of dispatch solutions and economic impacts.
This paper models bidding behaviors of suppliers in electricity auction markets under clearing pr... more This paper models bidding behaviors of suppliers in electricity auction markets under clearing pricing rule and with some simplified bidding assumptions. Optimal bidding strategy of suppliers is derived by solving a set of differential equations that specify the necessary conditions for bidders to maximize their expected payoffs. The derived result indicates that bidders have incentives to mark up their bids above their costs of production. The amount of markup depends on the probability of winning below and on the margin that are computed from the cost distribution of all suppliers, market demand, and the number of suppliers participating in the auction.
Tracking of states and parameters of synchronous machines during normal and abnormal operation
26th IEEE Conference on Decision and Control, 1987
... keeping physical meanings of the parameters. The proposed algoritlm incorporates an observer ... more ... keeping physical meanings of the parameters. The proposed algoritlm incorporates an observer which gives esti~nates of the un~neasural~le danlper winding currents. ... UI - Synchronous * YI u 2 - - Machine - y2 Fig. 6: Synchronous n~achi~le nlodel with r inputs and p out-puts. ...
The authors present a method and the mathematical formulation for large-scale optimal power flow ... more The authors present a method and the mathematical formulation for large-scale optimal power flow sensitivity analysis. The method has been implemented in a computer program (OPSENS) presently in use in the Pacific Gas and Electric Company. The results of using the OPSENS program for calculating the sensitivity of system losses for a 34 bus and a 1700 bus transmission network to bus load changes are reported and compared to the results of multiple OPF (optimal power flow) studies. The effectiveness of OPSENS in this application was demonstrated
2015 Seventh Annual IEEE Green Technologies Conference, 2015
Demand response (DR) is an integral component of smart grid operations that offers the necessary ... more Demand response (DR) is an integral component of smart grid operations that offers the necessary flexibility to support its decarbonisation. In incentive-based DR programs, deviations from the scheduled DR capacity affect the grid's energy balance and result in revenue losses for the DR participants. This issue aggravates with increasing DR delivery from participants such as large consumer buildings who have limited standard methods to follow for DR capacity scheduling. Load curtailment based DR capacity availability from such consumers can be forecasted reliably with the help of supervised machine learning (ML) models. This study demonstrates the development of data-driven ML based total and flexible load forecast models for a retail building. The ML model development tasks such as data pre-processing, training-testing dataset preparation, cross-validation, algorithm selection, hyperparameter optimisation, feature ranking, model selection and model evaluation are guided by deployment-centric design criteria such as reliability, computational efficiency and scalability. Based on the selected performance metrics, the day-ahead and week-ahead ML based load forecast models developed for the retail building are shown to outperform the timeseries persistence models used for benchmarking. Furthermore, the deployment of these models for DR capacity scheduling is proposed as an ML pipeline that can be realised with the help of ML workflows, computational resources as well as systems for monitoring and visualisation. The ML pipeline ensures faster, cost-effective and large-scale deployment of forecast models that support reliable DR capacity scheduling without affecting the grid's energy balance. Minimisation of revenue losses encourages increased DR participation from large consumer buildings, ensuring further flexibility in the smart grid.
We explore scheduling issues relating to coordination between battery energy storage (BES) and co... more We explore scheduling issues relating to coordination between battery energy storage (BES) and contractual demand response (DR) resources in daily operations where the two types of resources are partially interchangeable and interact with each other. The proposed formulation models the daily operations of BES and DR that considers not only the physical constraints of BES, energy prices, and consumer preferences, but also more importantly the contractual capacity obligations for DR and uncertainties in the DR activation by a utility or system operator. Example simulation results are used to illustrate operational scenarios of BES and DR that should be coordinated to achieve multiple objectives of reducing purchasing costs, reducing curtailments, meeting DR obligations, and planning contingent operations when the contractual DR capacity is activated.
An Evaluation of Battery Energy Storage Dispatch Strategies
Modelling and Simulation, 2011
ABSTRACT This paper presents and evaluates four different dispatch strategies for battery energy ... more ABSTRACT This paper presents and evaluates four different dispatch strategies for battery energy storage (BES) devices taking into consideration the internal loss impacts and operational constraints. The four strategies involve different number of services and dispatch complexities such as energy, frequency regulations for an electric system. The dispatch strategies are evaluated using a model framework including the battery internal circuits, operational constraints and market prices. Numerical simulations are presented to illustrate and contrast features of the dispatch strategies and their economic impacts. We note that the battery internal resistance is important to consider in obtaining dispatch decisions.
Power Industry Computer Application Conference, 1993
... B. Stott and E. Hobson, "Power System Security Control Calculations Using Linear Pro... more ... B. Stott and E. Hobson, "Power System Security Control Calculations Using Linear Programming, Parts I and U," IEEE ... GA Maria and JA Findlay, "A Newton Optimal Power Flow Program For Ontario Hydro EMS," IEEE Transactions on ... [ll] LS Vargas, UH Quintana, A. Vannelli, "A ...
Closure of "New models for integrated short-term forward electricity markets
IEEE Transactions on Power Systems, 2004
For original article by S. Hao and F. Zhuang see ibid., vol.18, p.478-85, May 2003 and for discus... more For original article by S. Hao and F. Zhuang see ibid., vol.18, p.478-85, May 2003 and for discussion by Franqois Bouffard and Francisco D. Galiana see ibid., vol.19, no.4, p.2120-1, Nov. 2004.
Power Industry Computer Application Conference, 1989
This paper presents a rule-based a p p r o a c h e c e n t r a l ized voltage control. A network ... more This paper presents a rule-based a p p r o a c h e c e n t r a l ized voltage control. A network decomposition technique is used to alleviate a bus voltage limit violation using the most effective voltage control device available. This requires having only the network information local to the bus with a voltage limit violation. Then a rule-based problem analyzer calculates the network voltage sensitivity with respect to the available voltage control resources and selects the optimal set of control actions for alleviating the voltage limit violation. The approach minimizes the actions taken, making it suitable for real-time application. The results of applying the approach to the AEP 118-bus test system are presented.
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