A potential framework for cross-zonal reserve procurement on European power exchanges based on robust optimization

Divényi Dániel; Sleisz Ádám; Sőrés Péter Márk; Csercsik Dávid; Hartmann Bálint: A potential framework for cross-zonal reserve procurement on European power exchanges based on robust optimization.
SUSTAINABLE ENERGY GRIDS & NETWORKS, 37. ISSN 2352-4677 (2024)

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Szerző azonosítók:
NévORCIDMTMT szerző azonosító
Divényi Dániel10042060
Sleisz Ádám10042703
Sőrés Péter Márk0000-0001-8835-059810042931
Csercsik Dávid0000-0002-5917-135210017712
Hartmann Bálint10041918
Absztrakt (kivonat): In order to prepare for unexpected events in the power system, regulation reserves are routinely procured in advance. Economic considerations dictate that it is advantageous to perform reserve procurement and energy allocation on a joint market platform using a single clearing algorithm. Furthermore, it is also beneficial if the option exists to allocate resources between different bidding zones to alleviate local shortages and corresponding price pressures. The present paper proposes a solution algorithm for this task in a European market environment without unit commitment and uplift payments to non-convex bidders. The main challenge of cross-zonal reserve allocation arises from the fact that deployment decisions are not yet known, therefore the actual deployment flows are uncertain at the time of procurement. The proposed algorithm handles this issue with robust optimi- zation techniques and provides a guarantee of feasible transmission limits for deployment i.e. reserve deliver- ability. The clearing model is formalized as a computationally efficient Mixed Integer Linear Problem; its exact equations are presented along with case studies for the purpose of demonstration. The research is part of the FARCROSS H2020 project of the European Union.
Folyóirat címe: SUSTAINABLE ENERGY GRIDS & NETWORKS
Megjelenés éve: 2024
Kötet: 37
ISSN: 2352-4677
Intézmény: Pázmány Péter Katolikus Egyetem
Kar: Információs Technológiai és Bionikai Kar (2013.07.-)
Nyelv: angol
MTMT rekordazonosító: 34479950
DOI azonosító: 10.1016/j.segan.2023.101267
Scopus azonosító: 85183772058
WoS azonosító: 001163884700001
Dátum: 2026. Már. 26. 12:06
Utolsó módosítás: 2026. Már. 26. 12:06
URI: https://publikacio.ppke.hu/id/eprint/3577

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