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arXiv · 2404.12807

Leveraging P90 Requirement: Flexible Resources Bidding in Nordic Ancillary Service Markets

Peter A. V. Gade·Henrik W. Bindner·Jalal Kazempour
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Abstract

The P90 requirement of the Danish transmission system operator, Energinet, incentivizes flexible resources with stochastic power consumption/production baseline to bid in Nordic ancillary service markets with the minimum reliability of 90%, i.e., letting them cause reserve shortfall with the probability of up to 10%. Leveraging this requirement, we develop a distributionally robust joint chance-constrained optimization model for aggregators of flexible resources to optimize their volume of reserve capacity to be offered. Having an aggregator of electric vehicles as a case study, we show how distributional robustness is key for the aggregator when making bidding decisions in a non-stationary uncertain environment. We also develop a heuristic based on a grid search for the system operator to adjust the P90 requirement and the level of conservativeness, aiming to procure the maximum reserve capacity from stochastic resources with least expected shortfall.

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Peter A. V. Gade, Henrik W. Bindner, Jalal Kazempour. 2024-04-19. Leveraging P90 Requirement: Flexible Resources Bidding in Nordic Ancillary Service Markets. https://arxiv.org/abs/2404.12807

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