Co-optimized trading of wind-thermal-pumped storage system in energy and regulation markets

[1]  W. Sharpe.  Portfolio Theory and Capital Markets , 1970 .

[2]  Gwilym M. Jenkins,et al.  Time series analysis, forecasting and control , 1971 .

[3]  L. Shapley,et al.  Values of Non-Atomic Games , 1974 .

[4]  R. Rockafellar,et al.  Optimization of conditional value-at risk , 2000 .

[5]  Anastasios G. Bakirtzis,et al.  Aumann-Shapley transmission congestion pricing , 2001 .

[6]  Werner Römisch,et al.  Scenario Reduction Algorithms in Stochastic Programming , 2003, Comput. Optim. Appl..

[7]  W. Leonhard,et al.  Sustainable electrical energy supply with wind and pumped storage - a realistic long-term strategy or utopia? , 2004, IEEE Power Engineering Society General Meeting, 2004..

[8]  Ning Lu,et al.  Pumped-storage hydro-turbine bidding strategies in a competitive electricity market , 2004, IEEE Transactions on Power Systems.

[9]  J.A.P. Lopes,et al.  On the optimization of the daily operation of a wind-hydro power plant , 2004, IEEE Transactions on Power Systems.

[10]  M. Carrion,et al.  A computationally efficient mixed-integer linear formulation for the thermal unit commitment problem , 2006, IEEE Transactions on Power Systems.

[11]  L. Soder,et al.  Minimization of imbalance cost trading wind power on the short-term power market , 2006, IEEE Transactions on Power Systems.

[12]  M. Pereira,et al.  An Aumann-Shapley Approach to Allocate Transmission Service Cost Among Network Users in Electricity Markets , 2007, IEEE Transactions on Power Systems.

[13]  S.J. Kazempour,et al.  A MIP-based optimal operation scheduling of pumped-storage plant in the energy and regulation markets , 2008, 2008 43rd International Universities Power Engineering Conference.

[14]  A.M. Gonzalez,et al.  Stochastic Joint Optimization of Wind Generation and Pumped-Storage Units in an Electricity Market , 2008, IEEE Transactions on Power Systems.

[15]  S.J. Kazempour,et al.  Self-scheduling of a joint hydro and pumped-storage plants in energy, spinning reserve and regulation markets , 2009, 2009 IEEE Power & Energy Society General Meeting.

[16]  R. Kelman,et al.  Allocation of Firm-Energy Rights Among Hydro Plants: An Aumann–Shapley Approach , 2009, IEEE Transactions on Power Systems.

[17]  Antonio J. Conejo,et al.  Short-Term Trading for a Wind Power Producer , 2010 .

[18]  M. Zima,et al.  Sharing of Profit From Coordinated Operation Planning and Bidding of Hydro and Wind Power , 2010, IEEE Transactions on Power Systems.

[19]  M. El-Sharkawi,et al.  Coordinated Trading of Wind and Thermal Energy , 2011, IEEE Transactions on Sustainable Energy.

[20]  R. Harley,et al.  Increased Wind Revenue and System Security by Trading Wind Power in Energy and Regulation Reserve Markets , 2011, IEEE Transactions on Sustainable Energy.

[21]  Ruiwei Jiang,et al.  Robust Unit Commitment With Wind Power and Pumped Storage Hydro , 2012, IEEE Transactions on Power Systems.

[22]  Manuel Chazarra,et al.  Stochastic optimization model for the weekly scheduling of a hydropower system in day-ahead and secondary regulation reserve markets , 2016 .

[23]  Pierluigi Siano,et al.  A novel two-stage stochastic programming model for uncertainty characterization in short-term optimal strategy for a distribution company , 2016 .

[24]  Ove Wolfgang,et al.  Applying successive linear programming for stochastic short-term hydropower optimization , 2016 .