Thesis - Risk Minimization in Power System Expansion and Pow

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1、RiskMinimizationinPowerSystemExpansionandPowerPoolElectricityMarketsbyJuanAlvarezL´opez´AthesispresentedtotheUniversityofWaterlooinfulfillmentofthethesisrequirementforthedegreeofDoctorofPhilosophyinElectricalandComputerEngineeringWaterloo,Ontario,Canada,20

2、07cJuanAlvarezL´opez,2007´IherebydeclarethatIamthesoleauthorofthisthesis.Thisisatruecopyofthethesis,includinganyrequiredfinalrevisions,asacceptedbymyexaminers.Iunderstandthatmythesismaybemadeelectronicallyavailabletothepublic.iiAbstractCentralizedpowersyst

3、emplanningcoverstimewindowsthatrangefromtentothirtyyears.Consequently,itisthelongestandmostuncertainpartofpowersystemeconomics.Oneofthechallengesthatpowersystemplanningfacesistheinabilitytoaccuratelypredictrandomevents;theserandomeventsintroduceriskinthep

4、lanningprocess.Anotherchallengestemsfromthefactthat,despitehavingacentralizedplanningscheme,generationplansaresetfirstandthentransmissionexpansionplansarecarriedout.Thisthesisaddressestheseproblems.Ajointmodelforgenerationandtransmissionexpansionforthevert

5、icallyintegratedindustryisproposed.Randomnessisconsideredindemand,equivalentavailabilityfactorsofthegenerators,andtransmissioncapacityfactorsofthetransmissionlines.Thesystemexpansionmodelisformulatedasatwo-stagestochasticprogramwithfixedrecourseandprobabil

6、isticconstraints.ThetransmissionnetworkisincludedviaaDCapproximation.ThemeanvarianceMarkowitztheoryisusedasariskminimizationtechniqueinordertominimizethevarianceoftheannualizedestimatedgeneratingcost.Thissystemexpansionmodeliscapableofconsideringthelocati

7、onsofnewgenerationandtransmissionandalsoofchoosingtherightmixtureofgeneratingtechnologies.Theglobaltendencyistomovefromregulatedpowersystemstoderegulatedpowersystems.Powerpoolelectricitymarkets,assumingthattheindependentsystemoperatorisconcernedwiththesoc

8、ialcostminimization,facegreatuncertaintiesfromsupplyanddemandbidssubmittedbymarketparticipants.Inpowerpoolelectricitymarkets,ran-domnessinthecostandbenefitfunctionsthroughrandomdemandandsupplyfunctionshasneverbeencon