Dimensionamento e valoração da capacidade de reserva operativa em ambientes competitivos, utilizando técnicas probabilísticas

Abstract

This thesis presents a new probabilistic technique to evaluate the operating reserve needs of power systems in a competitive environment. The main objectives are: the capacity assessment for different reserve markets (regulation, spinning, non-spinning and replacement), the needs of these capacities to increase supply reliability and the cost evaluation of the capacity amounts associated with the operating reserve. It is not necessary the prior establishment of a risk index as a reference criterion in order to determine the operating reserve needs of a power system. The developed algorithm is mainly based on the integration of the Loss of Load Cost (LOLC) index with the reserve capacity bid prices, for the assessment of the capacity needs considering different markets. The technique will also suggest the maximum acceptable bid price (cap) in a competitive environment, eliminating the possibility of speculations. Thus, the methodology simply inhibits the purchase of reserve capacity, signaling that it is more advantageous to assume customer economic losses due to energy interruption than to allow highly undesired costs. The new technique, if compared to the behavior of the Rational Buyer’s method used by the California ISO (Independent System Operator) for the determining the reserve capacity needs, offers a significant advantage for it allows the selection of the reserve units through the simultaneous evaluation of system reliability and capacity bid prices. The method proposed in this thesis ensures the minimum quality standard in energy supply in competitive environments with the establishment of the minimum amount of reserve (AGC regulation), the determination of the maximum offer value allowed in the reserve markets and the achievement of results that represent the minimum overall cost for these ancillary services procurement. The results of several studies using the IEEE Reliability Test System and the Brazilian Southeastern System are presented and discussed.