Generation and Selling Planning of DGs Electricity Energy in Day-Ahead Electricity Markets Considering Uncertainty

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1 Geerato ad Sellg Plag of DG Electrcty Eergy Day-Ahead Electrcty Market Coderg Ucertaty Saeed. Jallzadeh, ad Alreza. Salm Am Abtract Day-ahead market oe of e meod at Geerato compae (GENCOS) ue t for plag electrcty market bddg tratege for day ahead. I paper calculato of cot ad proft are dyamcally ad eparately dfferet perod called egmet. Some of feature of paper are: ucertaty of GENCO offerg prce for ellg power of all GENCOS ad fuel prce, maxmum proftablty of uggetg amout of eergy for ellg by GENCOS e crtcal tuato of compettve electrcty market, cludg emo pealty ad t fluece o e cot ad ug exact relato betwee output power ad fuel prce. Geetc algorm ued paper for uggetg e bet amout of power for ellg each egmet order to ga e maxmum avalable proft. Normal dtrbuto ued for modelg e ucertaty of offerg power of oer GENCOS ad fuel cot. Obectve of e crtcal tuato of market whe e all oer rval GENCOS are at er mot proftablty. Keyword GENCO S, proft, expee, electrcty market, eergy ale, day-ahead market. I. INTRODUCTION HE ma goal of electrcty market to how e meod Tfor GENCO ad oer related compae to make electrcty market more compettve for creag effcecy ad relablty of power ytem[]. The ecod purpoe of e GENCOS gag maxmum proft from vetmet moey e market ad havg a ucceful competto w oer rval partcpatg e geeratg e load eeded power[2].everyoe who wat to vet h moey e deregulated electrcty market effort to chooe e bet trategy to get e bet reult ad ear more moey from e wholeale ad retal coumer. Electrcty market are gettg more complcated. [3]. Day-ahead market, hour-ahead market ad real tme market are created by deregulated electrcty market order to make e competto more effectve ad creae t qualty. The day-ahead market ued for plag ad gg cotract for e everal future day coderg gag data from dfferet perod ad load behavor formato [4][5]. Saeed. Jallzadeh Aocate profeor at Zaa uverty. Departmet of electrcal egeerg, Faculty of egeerg, Uverty of Zaa, P.O.Box , Zaa, IRAN (e-mal: allzadeh@zu.ac.r). Alreza. Salm Am M.S tudet at Zaa uverty. Departmet of electrcal egeerg, Faculty of egeerg, Uverty of Zaa (e-mal: a.almam@gmal.com). I paper day-ahead meod for ellg power by GENCO decded to be vetgated. The calculato are codered dyamcally. Each upcomg 24 hour are dvded to equal egmet of 24/ hour. Reveue ad cot of each GENCO are calculated eparately dfferet egmet for gag better ad more accurate reult becaue ome equato are olear. It hould be metoed at propoed meod artcle more uffcet comparo w e oer meod at ha bee propoed for olvg kd of problem, becaue artcle more techcal, logcal ad ecoomcal cotrat are atfed, ucertaty regarded e fuel prce ad forecated prce, ad two powerful oftware lke MATLAB ad HOMER are ued artcle. II. INTRODUCTION OF OBJECTIVE FUNCTION AND IT S COMPONENTS Uually whe e trategy hould be optmzed deregulated electrcty market, e goal to maxmze e proft comg from ale power by vetor. I artcle a evolutoary algorm (GA) ued, erefor we hould preet a OF to be mmzed by algorm. The OF how equato (). Proft e proft comg from ale power to coumer. OF = () Proft A. Proft The compoet of proft are how equato (2) ad are calculated from ubtracto cot from reveue ad e umber of GENCO S competg e electrcty market ad cooperatg geeratg demaded power by load. e umber of codered egmet for day ahead of GENCO. A how calculato are doe for all GENCO for each egmet eparately ad e added togeer. Proft = ( RV TC) + ( RV TC) ( RV TC) frt. egmet ec od. egmet '. egmet (2) 33

2 Equato (3) mplfed a follow w two gma : B. Reveue (3) Proft = RV TC = = Proft = RV TC RV receved moey at GENCO take from coumer for upplyg power ad called reveue. TC cot for geeratg at uppled power. RV calculated a below equato (4). e umber of codered egmet ad e umber of GENCO. RV hould be calculated eparately for each egmet e e value hould um togeer. RV = ( C p ) + ( C p ) +... f frt. egmet f ec od. egmet + ( C p ) f '. egmet Equato (5) mplfed a follow: f, = (4) RV = C p (5) C. Prce ucertaty Becaue of e ature of kd of problem at takg e deco baed o complete formato for forecatg market prce, ee problem are complcated[6] [7] [8]. For modelg e market prce we codered equato (7).I equato we have everal term. The frt term Ca. It GENCO S actual Cot for ellg power every 24/-hour egmet ad t varou for each egmet. The ecod term Cf. It GENCO S forecated bac prce for every egmet for t ellg power baed o htorcal formato of market parameter. The rd term Z. Th value model ucertaty. From equato (8), Z calculated. A how at equato (9), e related to ormal dtrbuto fucto ad utlzed order to model ad make forecated prce probable. The elemet t ettg e ampltude of equato (8) to e maxmum tolerace of actual prce from bac prce. It hould be metoed at, alway forecated prce lower a actual prce. C = C * Z a f $ KW (7) Z = ( + e * t ) (8) λ µ ( ) λ 2 σ max 3λm λmax λm e = e N(, ) σ 2π 2 8 I equato (9), λmax ad λm are repectvely maxmum ad mmum prce of power comg from htorcal formato. Ad ey are accordg to e tolerace of lat market prce [8]. D. Suggeted amout of power I order to make e deco about choog utable amout of power to ell by GENCO, border of uggeted amout of power hould be kow. Th lmtato how at equato (9). p m p p max (9) I equato(9), P m amout of power accordg to ged cotract w ISO GENCO bouded to produce at ay varou codto of market e egmet ad delver t to coumer. P max how maxmum avalable power at GENCO ca ell to coumer e egmet ad lmtato attached w geerator operable capacty ad demad of load. E. Total cot A how equato (0), order to calculate TC, TC hould be calculated ad t clude cot order to buld a geerator ad geerate uggeted power for ellg to coumer at each egmet for each GENCO ad a metoed before, order to calculate e proft, reveue ad cot hould be calculated for each egmet for all GENCO eparately. For each egmet of GENCO, Cot at are calculated paper a how equato (0)are: Geerator cot, fuel cot, emo cot, operato ad mateace cot ad peroel cot TC = TC (0) = TC = geerator co t _ egmet + fuel co t _ egmet... + emo co t _ egmet + O & M co t _ egmet + peroel co t _ egmet (). Geerator tall cot The frt ad e mot mportat compoet of calculatg cot tall cot of buldg e geerator. ere are varou tall cot for each techology.[ 9]The cot of buldg ad tallg e geerator calculatg from equato (). geerator cot = tall co t * capacty $ () It hould aouce at geerator tall cot a cotat cot ere for vetor uppoe h captal to be retured for example T year. Th cot calculated for T year from equato (2).But here we eed e rato of tall cot for each egmet, ere for by dvdg e value comg from equato () to e umber of day comg from equato (2) from buldg or tartg operato day to horzo year, tall cot calculated for a day by equato (3).Th value from equato (4) calculated for egmet. 34

3 day = T *365 (2) geerator cot geerator co t _ day = (3) day geerator cot geerator co t _ egmet = day * (4) 2.Fuel cot Fuel cot dplay cot of fuel coumpto for producto of dered power by GENCO e ext day [8]. I equato (5) fuel cot calculated.for example for deel fuel all eeded cotat value order to calculate e cot of fuel how at Table.2[9]. p uggeted power by GENCO at egmet.t hould be metoed at becaue of olearty of equato, t hould be calculated eparately for each egmet ad e reult um togeer to ga e fuel cot of uggeted trategy for ellg power day ahead. e umber of GENCO competg electrcty market. The term w baed o ormal dtrbuto to how ucertaty of fuel cot every perod of tme for each egmet ad r et e ampltude of chagg, accordg to maxmum tolerace of fuel cot chage. (5) Lke e geerator tall cot, cot hould be calculated for each egmet erefore value calculated from equato (6). O& M cot O & M co t _ egmet = day * (6) 4. Peroel cot It uppoed at for each kw/h of geeratg eergy 20$ hould be pad for peroel. From equato (7) peroel cot for each egmet of 24/, calculated. 24 peroel co t _ egmet = 20* p * (7) III. FLOWCHART OF PROBLEM SOLVING I Fgure (2) e flow chart of olvg e problem w meod how. 2 co _ = ( + + ) '. egmet fuel t egmet d e p f p ( 5) *( ± w * r) TABLE II CONSTANT VALUES FOR CALCULATIONS OF CONSUMED DIESEL FUEL d, e, f, 3. Emo cot I artcle HOMER oftware ad t data about emo ued to calculate pealty for geeratg CO ad NOx. Emo cot for each egmet e amout of pealty at GENCO hould pay for producg ee gae from burg e ued fuel. For each techology pealty for kw of power calculated ad called emo_pealty e from equato (4), amout of emo cot for uggeted geerated power at each egmet for all GENCO are calculated. emoco t _ egmet = emo _ pealty * p (4).3.4 Operato & Mateace cot Varou kd of techologe of geerator have dfferet value of operato ad mateace cot [9]. From equato (5) O&M cot calculated. emoco t _ egmet = emo _ pealty * p Fg. 2 flowchart of problem olvg A. Itroducg flow chart ad meod of problem olvg Geetc algorm oe of e frt tellget evolutoary algorm ad a heurtc optmzato meod baed o hypoe of atural geetc[2], whch ca be ued to olve optmzato problem. Th algorm cot of two procedure, croover ad mutato.t ue em order to chage tal elected populato ad get bet optmzed 35

4 awer [][3]. For example we have 2 GENCO e market ad e GENCO decded to dvde e day ahead to 3 egmet of 8 hour. A how Fg.3 each chromoome repreet a combato of deco take by GENCOS. It how amout of power at GENCOS ell each egmet of 8 hour. Each of e gee dplay amout of power at GENCO ca ell each egmet. IV. 3BSIMULATION RESULTS I cae tudy we have 2 GENCOS w 3 egmet of 8hour ad e maxmum demad 0MW for each 8hour ad e demad for day ahead ly 30MW. Value of obectve fucto ad proft from ellg power by 2 GENCOS coderg dfferet terato how table (6).ad optmzato proce doe by geetc algorm. TABLE VI VALUES OF POWER DECIDED TO SELL BY GENCOS AND OBJECTIVE FUNCTION(GA) Fg. 3 chromoome ad t gee After chromoome electo, obectve fucto ad t parameter call by geetc algorm ad obectve fucto optmzato tart. Geetc algorm mmze t, o e proft a a reult wll be maxmzed. Oe of e mot mportat problem prce forecat trategy e electo of put varable. Uually, e htory of e prce ad load data are ued for prce forecat[0] [ ]. The forecated prce of e ext day baed o e avalable formato about bo GENCOS how Table.4. TABLE IV FORECASTED PRICES FOR POWER BY 2 GENCOS For howg at approach ha accuracy ad comparg e reult, e problem wa olved by bo PSO ad GA algorm. The reult of PSO meod are how Table.7 W ame forecated prce for power ad fuel. Amout of decded power for ellg by 2 GENCO each egmet ad proce of optmzato are how Fb.6, e le fgure for PSO algorm ad dotted for GA algorm w ame populato ad terato. The mmum value of obectve fucto are exactly equal w each oer. Therefor e maxmum proft at vetor ga from vetg h moey electrcty market pecfed. TABLE VII VALUES OF POWER DECIDED TO SELL BY GENCOS AND OBJECTIVE FUNCTION(PSO) A how Table.5 accordg to tolerace market prce a value baed o a ormal dtrbuto are added to each value at Table.4[4]. for example e value of forcated prce for e frt egmet of 8hour of 5$ for power. After coderg ucertaty, e actual prce of at egmet for 5.9 w 8% creae. prce of egmet 0.9 more a t forecated prce by GENCO 2. prce for e rd 8hour of 2.2 TABLE V THE PROBABLE PRICE(ACTUAL PRICE) OF POWER BY 2 GENCOS prce for e ecod 8hour of 3.3 prce for e frt 8hour of 5.9 prce for e rd 8hour of GENCO 4.5 prce for e ecod 8hour of GENCO 3.2 prce for e frt 8hour of GENCO 2. obectve fucto GA PSO X: 2000 Y: terato Fg. 6 comparo betwee GA ad PSO Mmum value of obectve fucto aumg 2000 terato o maxmum avalable proft of producto ad ellg eergy for ee two GENCOS 226$.The bet uggeted quatte for amout of power to 36

5 , ell by GENCOS comg from olvg e problem w 2,GA ad PSO algorm are repectvely.2208 MW, MW ad MW for frt,ecod ad rd egmet of GENCO ad repectvely MW,5.769MW ad MW for frt,ecod ad rd egmet of.thee value are how Fg7. evolutoary algorm. Aabtract of a dertato ubmtted partal fulfllmet of e requremet for e degree doctor of phloophy [4] Noava.N, Zare.k,Elever, Electrcal Power ad Eergy Sytem ( 203), Rk-baed optmal bddg trategy of geerato compay day-ahead electrcty market ug formato gap deco eory, V. CONCLUSIONS I paper ew meod ha bee preeted ad GA ad PSO algorm ha bee utlzed order to make approprate deco about uggetg utable quatty of power to ell by GENCOS for cutomer day- ahead market. So a tolled before at maxmum proft gaed e mot crtcal cae. The mot crtcal cae whe oer rval GENCO S reachg er maxmum proft e electrcty market. From advatage of propoed meod veru oer ca be metoed to fat covergece, hgher accuracy due to dyamc ature of problem oluto, ablty to repod for a arbtrary umber of GENCOS, atfyg more cotrat ad more accurate maematcal modelg of codto ad coderg ucertaty of forcated prce ad fuel prce REFERENCES [] A. Azadeh, S.F. Gadr, B.Pourvalkha Nokhada, M. Shekhalhah, A ew geetc algorm approach for optmzg bddg trategy vewpot of proft maxmzato of a geerato compay, SceceDrect.(202) [2] X. Maa, F.Wea, Y.Na, J.Lub, Toward e developmet of rk cotraed optmal bddg tratege for geerato compae electrcty market. Electrc Power Sytem Reearch. (2005). 73(3), [3] H.Kta, E.Taaka, J.Haegawa, Prce forecatg e day-ahead electrcty market. (2004) vol. 2. [4] P. Attavryaupap, H.Kta, E.Taaka, J.Haegwa, New bddg trategy formulato for day-ahead eergy ad reerve market baed o evolutoary programmg, Electrcal Power ad Eergy Sytem. (2005) 27(3), [5] D.Rodrgo, Optmal operatoal tratege for a day-ahead electrcty market e preece of market power ug mult-obectve evolutoary algorm. A abtract of a dertato ubmtted partal fulfllmet of e requremet for e degree doctor of phloophy, Departmet of Electrcal ad Computer Egeerg College of Egeerg Kaa State Uverty, Mahatta, Kaa.(2007) [6] S. Fa, C. Mao, L. Che, Next-day electrcty-prce forecatg ug a hybrd etwork, IET Ge. Tram. Dtrb. (2007) () [7] J. Zhag, Bddg trategy baed o adaptve partcle warm optmzato for electrcty market, IEEE Coferece. (200) [8] N. Domgue, V.Mede, Strategc Bd Lberalzed Market, IEEE coferece.(2008) [9] Ug Dtrbuted Eergy Reource, Departmet of Eergy,Federal EergyMaagemet Program (FEMP) [0] R. Norooza, H. Vahed, Optmal Maagemet of McroGrd Ug Bacteral Foragg Algorm, IEEE coferece, (200) [] [Ole]. Avalable: 25.pdf. [2] H.A. Shayafar, A. Salma Lah, J. Aghae, A. Rabee, Geerato Expao Plag pool market: A hybrd modfed game eory ad mproved geetc algorm, Eergy Covero ad Maagemet. 50 (2009) [3] Rodrgo, D.,Departmet of Electrcal ad Computer Egeerg College of Egeerg Kaa State Uverty, Mahatta, Kaa.,(2007). Optmal operatoal tratege for a day-ahead electrcty market e preece of market power ug mult-obectve 37