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arXiv · 2403.02953

Single-level Robust Bidding of Renewable-only Virtual Power Plant in Energy and Ancillary Service Markets for Worst-case Profit

Hadi Nemati·Pedro Sánchez-Martín·Ana Baringo·Álvaro Ortega
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Abstract

This paper proposes a novel single-level robust mathematical approach to model the RES-only Virtual Power Plant (RVPP) bidding problem in the simultaneous Day Ahead Market (DAM) and Secondary Reserve Market (SRM). The worst-case profit of RVPP due to uncertainties related to electricity prices, Non-dispatchable Renewable Energy Sources (ND-RES) production, and flexible demand is captured. In order to find the worst-case profit in a single-level model, the relationship between price and energy uncertainties leads to some non-linear constraints, which are appropriately linearized. The simulation results show the superiority of the proposed robust model compared to those in the literature, as well as its computational efficiency.

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Hadi Nemati, Pedro Sánchez-Martín, Ana Baringo, Álvaro Ortega. 2024-03-05. Single-level Robust Bidding of Renewable-only Virtual Power Plant in Energy and Ancillary Service Markets for Worst-case Profit. https://arxiv.org/abs/2403.02953

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