Self-scheduling and bidding strategies of thermal units with stochastic emission constraints

This paper is on the self-scheduling problem for a thermal power producer taking part in a pool-based electricity market as a price-taker, having bilateral contracts and emission-constrained. An approach based on stochastic mixed-integer linear programming approach is proposed for solving the self-scheduling problem. Uncertainty regarding electricity price is considered through a set of scenarios computed by simulation and scenario-reduction. Thermal units are modelled by variable costs, start-up costs and technical operating constraints, such as: forbidden operating zones, ramp up/down limits and minimum up/down time limits. A requirement on emission allowances to mitigate carbon footprint is modelled by a stochastic constraint. Supply functions for different emission allowance levels are accessed in order to establish the optimal bidding strategy. A case study is presented to illustrate the usefulness and the proficiency of the proposed approach in supporting biding strategies. (C) 2014 Elsevier Ltd. All rights reserved.

Investigation on the development of bidding strategies for a wind farm owner

In this paper, the development of bidding strategies is investigated for a wind farm owner. The optimization model is characterized by making the analysis of scenarios. The proposed approach allows evaluating alternative production strategies in order to submit bids to the electricity market with the goal of maximizing profits. The problem is formulated as a linear programming problem. An application to a case study is presented

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.

Comparative study of power converter topologies and control strategies for the harmonic performance of variable-speed wind turbine generator systems

Power converters play a vital role in the integration of wind power into the electrical grid. Variable-speed wind turbine generator systems have a considerable interest of application for grid connection at constant frequency. In this paper, comprehensive simulation studies are carried out with three power converter topologies: matrix, two-level and multilevel. A fractional-order control strategy is studied for the variable-speed operation of wind turbine generator systems. The studies are in order to compare power converter topologies and control strategies. The studies reveal that the multilevel converter and the proposed fractional-order control strategy enable an improvement in the power quality, in comparison with the other power converters using a classical integer-order control strategy. (C) 2010 Elsevier Ltd. All rights reserved.

Educational policies, territories and actors strategies

The purpose of this paper is to analyse how educational policies about school violence are reinterpreted and implemented at school level and if this process contributes to a more pluralistic and democratic school. A research carried out in 3 clusters of schools showed that the diversity of understandings and strategies to face school violence, higher within the territories than between them, was associated to the school board's agendas and the legitimacy of the different actors to interpret and act within the national policies framework. There was a high consistency between violence management strategies and the ways schools faced social and cultural diversity. Those who favour more inclusive strategies to deal with violence tend to provide higher educational opportunities in schools, inversely, those who favour repressive strategies are more likely to support educational and social selective strategies, with less educational offer; less participation of teachers, students and parents in violence regulation.

Materiais de mudança de fase em revestimentos

Dissertação para obtenção do grau de Mestre em Engenharia Civil na Área de especialização em Edificações

Controlo preditivo distribuído em edifícios para conforto térmico e alocação de cargas

Dissertação para obtenção do grau de Mestre em Engenharia Electrotécnica Ramo de Automação e Electrónica Industrial

Assessment of data-driven modeling strategies for water delivery canals

The aim of this paper is to develop models for experimental open-channel water delivery systems and assess the use of three data-driven modeling tools toward that end. Water delivery canals are nonlinear dynamical systems and thus should be modeled to meet given operational requirements while capturing all relevant dynamics, including transport delays. Typically, the derivation of first principle models for open-channel systems is based on the use of Saint-Venant equations for shallow water, which is a time-consuming task and demands for specific expertise. The present paper proposes and assesses the use of three data-driven modeling tools: artificial neural networks, composite local linear models and fuzzy systems. The canal from Hydraulics and Canal Control Nucleus (A parts per thousand vora University, Portugal) will be used as a benchmark: The models are identified using data collected from the experimental facility, and then their performances are assessed based on suitable validation criterion. The performance of all models is compared among each other and against the experimental data to show the effectiveness of such tools to capture all significant dynamics within the canal system and, therefore, provide accurate nonlinear models that can be used for simulation or control. The models are available upon request to the authors.

Estratégias de comercialização de energia elétrica em mercados liberalizados

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

Besnoitia besnoiti and Toxoplasma gondii: two apicomplexan strategies to manipulate the host cell centrosome and Golgi apparatus

Besnoitia besnoiti and Toxoplasma gondii are two closely related parasites that interact with the host cell microtubule cytoskeleton during host cell invasion. Here we studied the relationship between the ability of these parasites to invade and to recruit the host cell centrosome and the Golgi apparatus. We observed that T. gondii recruits the host cell centrosome towards the parasitophorous vacuole (PV), whereas B. besnoiti does not. Notably, both parasites recruit the host Golgi apparatus to the PV but its organization is affected in different ways. We also investigated the impact of depleting and over-expressing the host centrosomal protein TBCCD1, involved in centrosome positioning and Golgi apparatus integrity, on the ability of these parasites to invade and replicate. Toxoplasma gondii replication rate decreases in cells over-expressing TBCCD1 but not in TBCCD1-depleted cells; while for B. besnoiti no differences were found. However, B. besnoiti promotes a reorganization of the Golgi ribbon previously fragmented by TBCCD1 depletion. These results suggest that successful establishment of PVs in the host cell requires modulation of the Golgi apparatus which probably involves modifications in microtubule cytoskeleton organization and dynamics. These differences in how T. gondii and B. besnoiti interact with their host cells may indicate different evolutionary paths.

Multi-agent Simulation of Bilateral Contracting in Competitive Electricity Markets

Traditional vertically integrated power utilities around the world have evolved from monopoly structures to open markets that promote competition among suppliers and provide consumers with a choice of services. Market forces drive the price of electricity and reduce the net cost through increased competition. Electricity can be traded in both organized markets or using forward bilateral contracts. This article focuses on bilateral contracts and describes some important features of an agent-based system for bilateral trading in competitive markets. Special attention is devoted to the negotiation process, demand response in bilateral contracting, and risk management. The article also presents a case study on forward bilateral contracting: a retailer agent and a customer agent negotiate a 24h-rate tariff. © 2014 IEEE.

Cobertura de risco ou especulação? : Evidência da utilização de derivados pelas empresas portuguesas durante a recente crise financeira

Mestrado em Contabilidade

Impact of a price-maker pumped storage hydro unit on the integration of wind energy in power systems

The increasing integration of larger amounts of wind energy into power systems raises important operational issues, such as the balance between power generation and demand. The pumped storage hydro (PSH) units are one possible solution to mitigate this problem, once they can store the excess of energy in the periods of higher generation and lower demand. However, the behaviour of a PSH unit may differ considerably from the expected in terms of wind power integration when it operates in a liberalized electricity market under a price-maker context. In this regard, this paper models and computes the optimal PSH weekly scheduling in a price-taker and price-maker scenarios, either when the PSH unit operates in standalone and integrated in a portfolio of other generation assets. Results show that the price-maker standalone PSH will integrate less wind power in comparison with the price-taker situation. Moreover, when the PSH unit is integrated in a portfolio with a base load power plant, the role of the price elasticity of demand may completely change the operational profile of the PSH unit. (C) 2014 Elsevier Ltd. All rights reserved.

Investment focused strategies in electricity markets using the ITEM-game simulator

This paper presents a methodology to establish investment and trading strategies of a power generation company. These strategies are integrated in the ITEM-Game simulator in order to test their results when played against defined strategies used by other players. The developed strategies are focused on investment decisions, although trading strategies are also implemented to obtain base case results. Two cases are studied considering three players with the same trading strategy. In case 1, all players also have the same investment strategy driven by a market target share. In case 2, player 1 has an improved investment strategy with a target share twice of the target of players 2 and 3. Results put in evidence the influence of the CO2 and fuel prices in the company investment decision. It is also observed the influence of the budget constraint which might prevent the player to take the desired investment decision.

Multi-agent simulation of bilateral contracting in competitive electricity markets

Traditional vertically integrated power utilities around the world have evolved from monopoly structures to open markets that promote competition among suppliers and provide consumers with a choice of services. Market forces drive the price of electricity and reduce the net cost through increased competition. Electricity can be traded in both organized markets or using forward bilateral contracts. This article focuses on bilateral contracts and describes some important features of an agent-based system for bilateral trading in competitive markets. Special attention is devoted to the negotiation process, demand response in bilateral contracting, and risk management. The article also presents a case study on forward bilateral contracting: a retailer agent and a customer agent negotiate a 24h-rate tariff. © 2014 IEEE.