Resumo:
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.
