ANÁLISE PROBABILÍSTICA DO GERENCIAMENTO DA CONGESTÃO EM MERCADOS DE ENERGIA ELÉTRICA

Detalhes bibliográficos
Ano de defesa: 2003
Autor(a) principal: Rodrigues, Anselmo Barbosa
Orientador(a): SILVA, Maria da Guia da lattes
Banca de defesa: Não Informado pela instituição
Tipo de documento: Dissertação
Tipo de acesso: Acesso aberto
Idioma: por
Instituição de defesa: Universidade Federal do Maranhão
Programa de Pós-Graduação: PROGRAMA DE PÓS-GRADUAÇÃO EM ENGENHARIA DE ELETRICIDADE/CCET
Departamento: Engenharia
País: BR
Palavras-chave em Português:
Palavras-chave em Inglês:
Área do conhecimento CNPq:
Link de acesso: http://tedebc.ufma.br:8080/jspui/handle/tede/331
Resumo: The restructuring of the electricity industry has caused an increase in the number of commercial transactions carried out in energy markets. These transactions are defined by market forces without considering the operational constraints of the transmission system. As a consequence, there are transactions that cause congestion in the transmission network, that means, violations of operational limits in one or more circuits of the transmission system. In this way, the congestion in the transmission system must be eliminated by using corrective actions, such as redispatch of generation/transactions and operation of control flow devices, to avoid cascading outages with uncontrolled loss of load. Currently, the majority of methodologies used in congestion management are based on deterministic models. It has been justified because of the complexity associated with the application of probabilistic models in generation/transmission systems. Nevertheless, some models have been developed to carry out probabilistic analysis of the congestion management. Usually, they are based on the Monte Carlo Method with nonsequential simulation and they only include bilateral transactions. However, multilateral transactions are also essential for the existence of the energy markets. The multilateral transactions reduce the financial risks associated with commercial transactions and allow the customers to have access to the energy providers. Additionally by ignoring multilateral transactions, the existing probabilistic models for the congestion management include only not-free-cost corrective actions, such as generation redispatch and transaction curtailments. On the other hand, free-cost corrective actions, such as phase shifting transformers and FACTS devices, can provide low cost solutions to eliminate congestion in interconnections of the transmission system. This condition is caused by the delay in carrying out reinforcements in the transmission systems due to financial and environmental constraints. Finally, it must be noted that only probabilistic indices based in expected values are evaluated by the probabilistic models of congestion management. However, system operators have difficulty in interpreting probabilistic indices based only in expected values. Therefore, it is necessary to develop new indices to carry out probabilistic analysis of congestion management. These new indices must consider traditionally accepted operational criteria and they must be easily interpreted by the system operators. This research has as its objective the development of models and techniques to carry out the probabilistic analysis of congestion management. The proposed models and techniques consider the following aspects associated with congestion management: the modeling of multilateral transactions, phase shifting transformers and the definition of Well-Being Indices to assess the reliability of the commercial transactions. These indices, allow the establishment of a link between the operational criteria traditionally used and the stochastic model of the electrical network. The models and indices, proposed in this research, have been based on the Monte Carlo Method with non-sequential simulation and in the linearized optimal power flow. The optimal power flow problems associated with the congestion management have been solved using the Primal-Dual Interior-Point Method. The practical application and the validation of the models and indices proposed in this research have been carried out in two systems: the IEEE System, proposed in 1996, for Reliability Studies. The main conclusions obtained with the application of the proposed models and techniques in the IEEE system are: multilateral congestion management can improve the reliability of commercial transactions, load profiles have significant effects on the Well-Being indices of the transactions, the base case condition has great impact in the Well-Being indices associated with a set of transactions and the operation of phase-shifting transformers and can decrease significantly the curtailments in the commercial transactions.
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spelling SILVA, Maria da Guia daCPF:09837418400http://lattes.cnpq.br/5175196133230969CPF:37609807320Rodrigues, Anselmo Barbosa2016-08-17T14:52:47Z2008-06-302003-08-15RODRIGUES, Anselmo Barbosa. PROBABILIST ANALYSIS OF THE MANAGEMENT OF THE CONGESTION IN MARKETS OF ELECTRIC ENERGY. 2003. 122 f. Dissertação (Mestrado em Engenharia) - Universidade Federal do Maranhão, São Luis, 2003.http://tedebc.ufma.br:8080/jspui/handle/tede/331The restructuring of the electricity industry has caused an increase in the number of commercial transactions carried out in energy markets. These transactions are defined by market forces without considering the operational constraints of the transmission system. As a consequence, there are transactions that cause congestion in the transmission network, that means, violations of operational limits in one or more circuits of the transmission system. In this way, the congestion in the transmission system must be eliminated by using corrective actions, such as redispatch of generation/transactions and operation of control flow devices, to avoid cascading outages with uncontrolled loss of load. Currently, the majority of methodologies used in congestion management are based on deterministic models. It has been justified because of the complexity associated with the application of probabilistic models in generation/transmission systems. Nevertheless, some models have been developed to carry out probabilistic analysis of the congestion management. Usually, they are based on the Monte Carlo Method with nonsequential simulation and they only include bilateral transactions. However, multilateral transactions are also essential for the existence of the energy markets. The multilateral transactions reduce the financial risks associated with commercial transactions and allow the customers to have access to the energy providers. Additionally by ignoring multilateral transactions, the existing probabilistic models for the congestion management include only not-free-cost corrective actions, such as generation redispatch and transaction curtailments. On the other hand, free-cost corrective actions, such as phase shifting transformers and FACTS devices, can provide low cost solutions to eliminate congestion in interconnections of the transmission system. This condition is caused by the delay in carrying out reinforcements in the transmission systems due to financial and environmental constraints. Finally, it must be noted that only probabilistic indices based in expected values are evaluated by the probabilistic models of congestion management. However, system operators have difficulty in interpreting probabilistic indices based only in expected values. Therefore, it is necessary to develop new indices to carry out probabilistic analysis of congestion management. These new indices must consider traditionally accepted operational criteria and they must be easily interpreted by the system operators. This research has as its objective the development of models and techniques to carry out the probabilistic analysis of congestion management. The proposed models and techniques consider the following aspects associated with congestion management: the modeling of multilateral transactions, phase shifting transformers and the definition of Well-Being Indices to assess the reliability of the commercial transactions. These indices, allow the establishment of a link between the operational criteria traditionally used and the stochastic model of the electrical network. The models and indices, proposed in this research, have been based on the Monte Carlo Method with non-sequential simulation and in the linearized optimal power flow. The optimal power flow problems associated with the congestion management have been solved using the Primal-Dual Interior-Point Method. The practical application and the validation of the models and indices proposed in this research have been carried out in two systems: the IEEE System, proposed in 1996, for Reliability Studies. The main conclusions obtained with the application of the proposed models and techniques in the IEEE system are: multilateral congestion management can improve the reliability of commercial transactions, load profiles have significant effects on the Well-Being indices of the transactions, the base case condition has great impact in the Well-Being indices associated with a set of transactions and the operation of phase-shifting transformers and can decrease significantly the curtailments in the commercial transactions.A reestruturação da indústria de eletricidade causou um aumento no número de transações comerciais efetuadas em mercados de energia. Estas transações são definidas por forças de mercado sem considerar restrições operacionais do sistema de transmissão. Consequentemente existem transações comerciais que causam congestão no sistema de transmissão, ou seja, resultam em violações de limites operacionais em um ou mais circuitos do sistema de transmissão. Desta forma, a congestão no sistema de transmissão deve ser eliminada usando-se ações corretivas, tais como redespacho de geração/transações e operação de dispositivos de controle de fluxo, para evitar contingências em cascata com perda de carga descontrolada. Atualmente, a maioria das metodologias usadas no gerenciamento da congestão se baseia em métodos determinísticos. Isto tem sido justificado devido a complexidade associada com a aplicação de modelos probabilísiticos em sistemas de geração/transmissão. Apesar disto, alguns modelos foram desenvolvidos para realizar uma análise probabilística do gerenciamento da congestão. Estes modelos geralmente se baseiam no método de Monte Carlo com Simulação Não-Sequencial e somente incluem transações bilaterais. Entretanto, transações multilaterais são também de grande importância para a existência dos mercados de energia. Os contratos multilaterais reduzem os riscos financeiros associados com transações comerciais e permitem que os consumidores tenham acesso aos fornecedores de energia. Além de não considerarem transações multilaterais, os modelos probabilísticos existentes para o gerenciamento da congestão somente incluem ações corretivas não-livres de custo, tais como redespacho da geração e cortes nas transações. Por outro lado, ações corretivas livres de custo, tais como transformadores defasadores e dispositivos FACTS, podem fornecer soluções de baixo custo para eliminar a congestão nas interligações do sistema de transmissão. Esta condição é causada pelo atraso na realização de reforços no sistema de transmissão devido a restrições financeiras e ambientais. Finalmente, observa-se que apenas índices probabilísticos que se baseiam em valores esperados são calculados pelos modelos probabilísticos de gerenciamento da congestão. Entretanto, operadores do sistema tem dificuldade em interpretar índices probabilísticos que se baseiam em valores esperados. Devido a isto, é necessário desenvolver novos índices para realizar uma análise probabilística do gerenciamento da congestão. Estes novos índices devem considerar critérios de avaliação tradicionalmente aceitos e serem facilmente interpretados pelos operadores do sistema. Este trabalho de pesquisa tem como objetivo desenvolver modelos e técnicas para realizar a análise probabilística do gerenciamento da congestão. Os modelos e técnicas propostos neste trabalho consideraram os seguintes aspectos associados com o gerenciamento da congestão: modelagem de transações multilaterais e transformadores defasadores no gerenciamento da congestão e a definição de índices de robustez para analisar a confiabilidade das transações comerciais. Estes índices permitem estabelecer um elo entre critérios de operação tradicionalmente usados e a modelagem probabilística da rede elétrica. Os modelos e índices propostos neste trabalho de pesquisa se baseiam no Método de Monte Carlo com simulação não-sequencial e no fluxo de potência ótimo linearizado. Os problemas de fluxo de potência ótimo associados com o gerenciamento da congestão foram resolvidos usando-se o Método de Pontos-Interiores Primal-Dual. A aplicação prática e validação dos modelos e índices propostos nesta pesquisa foi realizada através de diversos testes no sistema IEEE, proposto em 1996, para estudos de confiabilidade. As principais conclusões obtidas com a aplicação dos modelos e técnicas propostos no sistema IEEE são: o gerenciamento da congestão multilateral pode aumentar a confiabilidade das transações comerciais, perfis de carga tem efeitos significativos nos índices de robustez das transações comerciais, a condição do caso base tem grande impacto nos índices de robustez associados com um conjunto de transações e a operação de transfotmadores defasadores pode diminuir significativamente as interrupções nas transações comerciais.Made available in DSpace on 2016-08-17T14:52:47Z (GMT). No. of bitstreams: 1 Anselmo Rodrigues.pdf: 589170 bytes, checksum: 7eda1a9d5bbe5a0ef8355bc4c4d26ca8 (MD5) Previous issue date: 2003-08-15Coordenação de Aperfeiçoamento de Pessoal de Nível Superiorapplication/pdfporUniversidade Federal do MaranhãoPROGRAMA DE PÓS-GRADUAÇÃO EM ENGENHARIA DE ELETRICIDADE/CCETUFMABREngenhariaMercados de Energia ElétricaCongestãoConfiabilidadeSimulação EstocásticaOtimização LinearElectric Energy MarketsCongestionReliabilityStochastic SimulationLinear OptimizationCNPQ::ENGENHARIAS::ENGENHARIA ELETRICAANÁLISE PROBABILÍSTICA DO GERENCIAMENTO DA CONGESTÃO EM MERCADOS DE ENERGIA ELÉTRICAPROBABILIST ANALYSIS OF THE MANAGEMENT OF THE CONGESTION IN MARKETS OF ELECTRIC ENERGYinfo:eu-repo/semantics/publishedVersioninfo:eu-repo/semantics/masterThesisinfo:eu-repo/semantics/openAccessreponame:Biblioteca Digital de Teses e Dissertações da UFMAinstname:Universidade Federal do Maranhão (UFMA)instacron:UFMAORIGINALAnselmo Rodrigues.pdfapplication/pdf589170http://tedebc.ufma.br:8080/bitstream/tede/331/1/Anselmo+Rodrigues.pdf7eda1a9d5bbe5a0ef8355bc4c4d26ca8MD51tede/3312018-01-24 16:39:38.123oai:tede2:tede/331Biblioteca Digital de Teses e Dissertaçõeshttps://tedebc.ufma.br/jspui/PUBhttp://tedebc.ufma.br:8080/oai/requestrepositorio@ufma.br||repositorio@ufma.bropendoar:21312018-01-24T19:39:38Biblioteca Digital de Teses e Dissertações da UFMA - Universidade Federal do Maranhão (UFMA)false
dc.title.por.fl_str_mv ANÁLISE PROBABILÍSTICA DO GERENCIAMENTO DA CONGESTÃO EM MERCADOS DE ENERGIA ELÉTRICA
dc.title.alternative.eng.fl_str_mv PROBABILIST ANALYSIS OF THE MANAGEMENT OF THE CONGESTION IN MARKETS OF ELECTRIC ENERGY
title ANÁLISE PROBABILÍSTICA DO GERENCIAMENTO DA CONGESTÃO EM MERCADOS DE ENERGIA ELÉTRICA
spellingShingle ANÁLISE PROBABILÍSTICA DO GERENCIAMENTO DA CONGESTÃO EM MERCADOS DE ENERGIA ELÉTRICA
Rodrigues, Anselmo Barbosa
Mercados de Energia Elétrica
Congestão
Confiabilidade
Simulação Estocástica
Otimização Linear
Electric Energy Markets
Congestion
Reliability
Stochastic Simulation
Linear Optimization
CNPQ::ENGENHARIAS::ENGENHARIA ELETRICA
title_short ANÁLISE PROBABILÍSTICA DO GERENCIAMENTO DA CONGESTÃO EM MERCADOS DE ENERGIA ELÉTRICA
title_full ANÁLISE PROBABILÍSTICA DO GERENCIAMENTO DA CONGESTÃO EM MERCADOS DE ENERGIA ELÉTRICA
title_fullStr ANÁLISE PROBABILÍSTICA DO GERENCIAMENTO DA CONGESTÃO EM MERCADOS DE ENERGIA ELÉTRICA
title_full_unstemmed ANÁLISE PROBABILÍSTICA DO GERENCIAMENTO DA CONGESTÃO EM MERCADOS DE ENERGIA ELÉTRICA
title_sort ANÁLISE PROBABILÍSTICA DO GERENCIAMENTO DA CONGESTÃO EM MERCADOS DE ENERGIA ELÉTRICA
author Rodrigues, Anselmo Barbosa
author_facet Rodrigues, Anselmo Barbosa
author_role author
dc.contributor.advisor1.fl_str_mv SILVA, Maria da Guia da
dc.contributor.advisor1ID.fl_str_mv CPF:09837418400
dc.contributor.advisor1Lattes.fl_str_mv http://lattes.cnpq.br/5175196133230969
dc.contributor.authorID.fl_str_mv CPF:37609807320
dc.contributor.author.fl_str_mv Rodrigues, Anselmo Barbosa
contributor_str_mv SILVA, Maria da Guia da
dc.subject.por.fl_str_mv Mercados de Energia Elétrica
Congestão
Confiabilidade
Simulação Estocástica
Otimização Linear
topic Mercados de Energia Elétrica
Congestão
Confiabilidade
Simulação Estocástica
Otimização Linear
Electric Energy Markets
Congestion
Reliability
Stochastic Simulation
Linear Optimization
CNPQ::ENGENHARIAS::ENGENHARIA ELETRICA
dc.subject.eng.fl_str_mv Electric Energy Markets
Congestion
Reliability
Stochastic Simulation
Linear Optimization
dc.subject.cnpq.fl_str_mv CNPQ::ENGENHARIAS::ENGENHARIA ELETRICA
description The restructuring of the electricity industry has caused an increase in the number of commercial transactions carried out in energy markets. These transactions are defined by market forces without considering the operational constraints of the transmission system. As a consequence, there are transactions that cause congestion in the transmission network, that means, violations of operational limits in one or more circuits of the transmission system. In this way, the congestion in the transmission system must be eliminated by using corrective actions, such as redispatch of generation/transactions and operation of control flow devices, to avoid cascading outages with uncontrolled loss of load. Currently, the majority of methodologies used in congestion management are based on deterministic models. It has been justified because of the complexity associated with the application of probabilistic models in generation/transmission systems. Nevertheless, some models have been developed to carry out probabilistic analysis of the congestion management. Usually, they are based on the Monte Carlo Method with nonsequential simulation and they only include bilateral transactions. However, multilateral transactions are also essential for the existence of the energy markets. The multilateral transactions reduce the financial risks associated with commercial transactions and allow the customers to have access to the energy providers. Additionally by ignoring multilateral transactions, the existing probabilistic models for the congestion management include only not-free-cost corrective actions, such as generation redispatch and transaction curtailments. On the other hand, free-cost corrective actions, such as phase shifting transformers and FACTS devices, can provide low cost solutions to eliminate congestion in interconnections of the transmission system. This condition is caused by the delay in carrying out reinforcements in the transmission systems due to financial and environmental constraints. Finally, it must be noted that only probabilistic indices based in expected values are evaluated by the probabilistic models of congestion management. However, system operators have difficulty in interpreting probabilistic indices based only in expected values. Therefore, it is necessary to develop new indices to carry out probabilistic analysis of congestion management. These new indices must consider traditionally accepted operational criteria and they must be easily interpreted by the system operators. This research has as its objective the development of models and techniques to carry out the probabilistic analysis of congestion management. The proposed models and techniques consider the following aspects associated with congestion management: the modeling of multilateral transactions, phase shifting transformers and the definition of Well-Being Indices to assess the reliability of the commercial transactions. These indices, allow the establishment of a link between the operational criteria traditionally used and the stochastic model of the electrical network. The models and indices, proposed in this research, have been based on the Monte Carlo Method with non-sequential simulation and in the linearized optimal power flow. The optimal power flow problems associated with the congestion management have been solved using the Primal-Dual Interior-Point Method. The practical application and the validation of the models and indices proposed in this research have been carried out in two systems: the IEEE System, proposed in 1996, for Reliability Studies. The main conclusions obtained with the application of the proposed models and techniques in the IEEE system are: multilateral congestion management can improve the reliability of commercial transactions, load profiles have significant effects on the Well-Being indices of the transactions, the base case condition has great impact in the Well-Being indices associated with a set of transactions and the operation of phase-shifting transformers and can decrease significantly the curtailments in the commercial transactions.
publishDate 2003
dc.date.issued.fl_str_mv 2003-08-15
dc.date.available.fl_str_mv 2008-06-30
dc.date.accessioned.fl_str_mv 2016-08-17T14:52:47Z
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dc.identifier.citation.fl_str_mv RODRIGUES, Anselmo Barbosa. PROBABILIST ANALYSIS OF THE MANAGEMENT OF THE CONGESTION IN MARKETS OF ELECTRIC ENERGY. 2003. 122 f. Dissertação (Mestrado em Engenharia) - Universidade Federal do Maranhão, São Luis, 2003.
dc.identifier.uri.fl_str_mv http://tedebc.ufma.br:8080/jspui/handle/tede/331
identifier_str_mv RODRIGUES, Anselmo Barbosa. PROBABILIST ANALYSIS OF THE MANAGEMENT OF THE CONGESTION IN MARKETS OF ELECTRIC ENERGY. 2003. 122 f. Dissertação (Mestrado em Engenharia) - Universidade Federal do Maranhão, São Luis, 2003.
url http://tedebc.ufma.br:8080/jspui/handle/tede/331
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