A gestão do risco associado à negociação de energia eléctrica através de contratos bilaterais e mercado spot

Num mercado de electricidade competitivo onde existe um ambiente de incerteza, as empresas de geração adoptam estratégias que visam a maximização do lucro, e a minimização do risco. Neste contexto, é de extrema importância para desenvolver uma estratégia adequada de gestão de risco ter em conta as diferentes opções de negociação de energia num mercado liberalizado, de forma a suportar a tomada de decisões na gestão de risco. O presente trabalho apresenta um modelo que avalia a melhor estratégia de um produtor de energia eléctrica que comercializa num mercado competitivo, onde existem dois mercados possíveis para a transacção de energia: o mercado organizado (bolsa) e o mercado de contratos bilaterais. O produtor tenta maximizar seus lucros e minimizar os riscos correspondentes, seleccionando o melhor equilíbrio entre os dois mercados possíveis (bolsa e bilateral). O mercado de contratos bilaterais visa gerir adequadamente os riscos inerentes à operação de mercados no curto prazo (mercado organizado) e dar o vendedor / comprador uma capacidade real de escolher o fornecedor com que quer negociar. O modelo apresentado neste trabalho faz uma caracterização explícita do risco no que diz respeito ao agente de mercado na questão da sua atitude face ao risco, medido pelo Value at Risk (VaR), descrito neste trabalho por Lucro-em-Risco (PAR). O preço e os factores de risco de volume são caracterizados por um valor médio e um desvio padrão, e são modelizados por distribuições normais. Os resultados numéricos são obtidos utilizando a simulação de Monte Carlo implementado em Matlab, e que é aplicado a um produtor que mantém uma carteira diversificada de tecnologias de geração, para um horizonte temporal de um ano. Esta dissertação está organizada da seguinte forma: o capítulo 1, 2 e 3 descrevem o estado-da-arte relacionado com a gestão de risco na comercialização de energia eléctrica. O capítulo 4 descreve o modelo desenvolvido e implementado, onde é também apresentado um estudo de caso com uma aplicação do modelo para avaliar o risco de negociação de um produtor. No capítulo 5 são apresentadas as principais conclusões.

Nonlinear optimization method for short-term hydro scheduling considering head-dependency

This paper is on the problem of short-term hydro scheduling, particularly concerning head-dependent reservoirs under competitive environment. We propose a new nonlinear optimization method to consider hydroelectric power generation as a function of water discharge and also of the head. Head-dependency is considered on short-term hydro scheduling in order to obtain more realistic and feasible results. The proposed method has been applied successfully to solve a case study based on one of the main Portuguese cascaded hydro systems, providing a higher profit at a negligible additional computation time in comparison with a linear optimization method that ignores head-dependency.

Hybrid Wavelet-PSO-ANFIS Approach for Short-Term Electricity Prices Forecasting

A novel hybrid approach, combining wavelet transform, particle swarm optimization, and adaptive-network-based fuzzy inference system, is proposed in this paper for short-term electricity prices forecasting in a competitive market. Results from a case study based on the electricity market of mainland Spain are presented. A thorough comparison is carried out, taking into account the results of previous publications. Finally, conclusions are duly drawn.

New Technique for Uniform Voltage Sharing in Series Stacked Semiconductors

This paper describes the operation of a solid-state series stacked topology used as a serial and parallel switch in pulsed power applications. The proposed circuit, developed from the Marx generator concept, balances the voltage stress on each series stacked semiconductor, distributing the total voltage evenly. Experimental results from a 10 kV laboratory series stacked switch, using 1200 V semiconductors in a ten stages solid-state series stacked circuit, are reported and discussed, considering resistive, capacitive and inductive type loads for high and low duty factor voltage pulse operation.

Análise do transporte ferroviário de mercadorias associado à problemática da diferença de bitola entre linhas da rede ferroviária: estudo do caso prático: ligação do porto de Aveiro ao corredor internacional de mercadorias E-80

Trabalho Final de Mestrado para obtenção do grau de Mestre em Engenharia Civil

Desenvolvimento e estudo de modelos de FACTS para o trânsito de energia: aplicação ao estudo das condições técnicas de ligação de linhas MAT

Dissertação para obtenção do grau de Mestre em Engenharia Electrotécnica Ramo de Energia

Abordagem à previsão do preço de energia elétrica via métodos de suavização exponencial

Dissertação para a obtenção do grau de Mestre em Engenharia Electrotécnica Ramo de Energia

Previsão de curto prazo do consumo de energia elétrica

Dissertação para a obtenção do grau de Mestre em Engenharia Electrotécnica - Ramo de Energia

Metaheuristic approach to the Holt-Winters optimal short term load forecast

Electricity short-term load forecast is very important for the operation of power systems. In this work a classical exponential smoothing model, the Holt-Winters with double seasonality was used to test for accurate predictions applied to the Portuguese demand time series. Some metaheuristic algorithms for the optimal selection of the smoothing parameters of the Holt-Winters forecast function were used and the results after testing in the time series showed little differences among methods, so the use of the simple local search algorithms is recommended as they are easier to implement.

Metaheuristhic approach to the Holt-Winters optimal short term load forecast

Electricity short-term load forecast is very important for the operation of power systems. In this work a classical exponential smoothing model, the Holt-Winters with double seasonality was used to test for accurate predictions applied to the Portuguese demand time series. Some metaheuristic algorithms for the optimal selection of the smoothing parameters of the Holt-Winters forecast function were used and the results after testing in the time series showed little differences among methods, so the use of the simple local search algorithms is recommended as they are easier to implement.

Marx-Type solid-state bipolar modulator topologies: Performance comparison

The operation of generalized Marx-type solid-state bipolar modulators is discussed and compared with simplified Marx-derived circuits, to evaluate their capability to deal with various load conditions. A comparative analysis on the number of switches per cell, fiber optic trigger count, losses, and switch hold-off voltages has been made. A circuit topology is obtained as a compromise in terms of operating performance, trigger simplicity, and switching losses. A five-stage laboratory prototype of this circuit has been assembled using 1200 V insulated gate bipolar transistors (IGBTs) and diodes, operating with 1000 V dc input voltage and 1 kHz frequency, giving 5 kV bipolar pulses, with 2.5 mu s pulse width and 5 mu s relaxation time into resistive, capacitive, and inductive loads.

Comparing wind generation profiles: A circular data approach

The importance of wind power energy for energy and environmental policies has been growing in past recent years. However, because of its random nature over time, the wind generation cannot be reliable dispatched and perfectly forecasted, becoming a challenge when integrating this production in power systems. In addition the wind energy has to cope with the diversity of production resulting from alternative wind power profiles located in different regions. In 2012, Portugal presented a cumulative installed capacity distributed over 223 wind farms [1]. In this work the circular data statistical methods are used to analyze and compare alternative spatial wind generation profiles. Variables indicating extreme situations are analyzed. The hour (s) of the day where the farm production attains its maximum daily production is considered. This variable was converted into circular variable, and the use of circular statistics enables to identify the daily hour distribution for different wind production profiles. This methodology was applied to a real case, considering data from the Portuguese power system regarding the year 2012 with a 15-minutes interval. Six geographical locations were considered, representing different wind generation profiles in the Portuguese system.In this work the circular data statistical methods are used to analyze and compare alternative spatial wind generation profiles. Variables indicating extreme situations are analyzed. The hour (s) of the day where the farm production attains its maximum daily production is considered. This variable was converted into circular variable, and the use of circular statistics enables to identify the daily hour distribution for different wind production profiles. This methodology was applied to a real case, considering data from the Portuguese power system regarding the year 2012 with a 15-minutes interval. Six geographical locations were considered, representing different wind generation profiles in the Portuguese system.

Fast optimum-predictive control and capacitor voltage balancing strategy for bipolar back-to-back NPC converters in high-voltage direct current transmission systems

Multilevel power converters have been introduced as the solution for high-power high-voltage switching applications where they have well-known advantages. Recently, full back-to-back connected multilevel neutral point diode clamped converters (NPC converter) have been used inhigh-voltage direct current (HVDC) transmission systems. Bipolar-connected back-to-back NPC converters have advantages in long-distance HVDCtransmission systems over the full back-to-back connection, but greater difficulty to balance the dc capacitor voltage divider on both sending and receiving end NPC converters. This study shows that power flow control and dc capacitor voltage balancing are feasible using fast optimum-predictive-based controllers in HVDC systems using bipolar back-to-back-connected five-level NPC multilevel converters. For both converter sides, the control strategytakes in account active and reactive power, which establishes ac grid currents in both ends, and guarantees the balancing of dc bus capacitor voltages inboth NPC converters. Additionally, the semiconductor switching frequency is minimised to reduce switching losses. The performance and robustness of the new fast predictive control strategy, and its capability to solve the DC capacitor voltage balancing problem of bipolar-connected back-to-back NPCconverters are evaluated.

Simulation of offshore wind system with three-level converters: HVDC power transmission in cloud scope

This paper is on a simulation for offshore wind systems in deep water under cloud scope. The system is equipped with a permanent magnet synchronous generator and a full-power three-level converter, converting the electric energy at variable frequency in one at constant frequency. The control strategies for the three-level are based on proportional integral controllers. The electric energy is injected through a HVDC transmission submarine cable into the grid. The drive train is modeled by a three-mass model taking into account the resistant stiffness torque, structure and tower in the deep water due to the moving surface elevation. Conclusions are taken on the influence of the moving surface on the energy conversion. © IFIP International Federation for Information Processing 2015.

Power converter topologies for wind energy conversion systems: Integrated modeling, control strategy and performance simulation

This paper presents new integrated model for variable-speed wind energy conversion systems, considering a more accurate dynamic of the wind turbine, rotor, generator, power converter and filter. Pulse width modulation by space vector modulation associated with sliding mode is used for controlling the power converters. Also, power factor control is introduced at the output of the power converters. Comprehensive performance simulation studies are carried out with matrix, two-level and multilevel power converter topologies in order to adequately assert the system performance. Conclusions are duly drawn.