A Day Ahead Market Energy Auction for Distribution System Operation

In this paper, we study a day ahead double energy auction in a distribution system involving dispatchable generation units, renewable generation units supported by battery storage systems(BSSs), fixed loads, price responsive loads, and supply from the Whole Sale Market(WSM) at Locational Marginal Price(LMP). The auction is implemented within a Distribution System Operator (DSO) premises using Mixed Integer Linear Programming (MIP). The proposed auction is cleared at the Distribution LMP (DLMP) and is observed to be weakly budget balanced if no penalty is applied for DSO's deviation from originally committed supply from the WSM. Furthermore, the dynamics of LMP and DLMP, and their effect on distribution market participants scheduled quantities as well as the WSM supply to the distribution system is investigated.Comment: Electro Information Technology (EIT), 2017 IEEE International Conference o

A Double-Auction Mechanism for Distribution of Electrical Supply Capacities among Enterprises of an Industrial Park

Typically, an industry contracts a given electrical supply capacity to the energy distribution company for a relatively long time period. Such kind of contract is often expensive for the industry, because large supply capacities must be considered in order to avoid penalty fees due to an eventually high peak power demand that could occur even along a short time period. This paper proposes a dynamic strategy for simultaneously assigning the price and the fraction of power supply capacity to every industry located in an industrial park. The assignment strategy aims at reaching a joint benefit for all the involved enterprises (i.e., the industries and the energy distribution company). The proposed procedure involves 3 sequential algorithms. The strategy for supply capacity re-assignment is based on a double-auction mechanism, which can be applied at time periods of arbitrary duration. The proposal is evaluated on the basis of two synthetic examples that involve different number of industries and electric power consumptions.Fil: Rocchi, Ariel Mariano. Universidad Tecnológica Nacional. Facultad Regional Rafaela; ArgentinaFil: Fernández, Érica Soledad. Universidad Tecnológica Nacional. Facultad Regional Santa Fe; ArgentinaFil: Vega, Jorge Ruben. Consejo Nacional de Investigaciones Científicas y Técnicas. Centro Científico Tecnológico Conicet - Santa Fe. Instituto de Desarrollo Tecnológico para la Industria Química. Universidad Nacional del Litoral. Instituto de Desarrollo Tecnológico para la Industria Química; Argentin

Efficient double auction mechanisms in the energy grid with connected and islanded microgrids

Doctor of PhilosophyDepartment of Electrical and Computer EngineeringSanjoy DasThe future energy grid is expected to operate in a decentralized fashion as a network of autonomous microgrids that are coordinated by a Distribution System Operator (DSO), which should allocate energy to them in an efficient manner. Each microgrid operating in either islanded or grid-connected mode may be considered to manage its own resources. This can take place through auctions with individual units of the microgrid as the agents. This research proposes efficient auction mechanisms for the energy grid, with is-landed and connected microgrids. The microgrid level auction is carried out by means of an intermediate agent called an aggregator. The individual consumer and producer units are modeled as selfish agents. With the microgrid in islanded mode, two aggregator-level auction classes are analyzed: (i) price-heterogeneous, and (ii) price homogeneous. Under the price heterogeneity paradigm, this research extends earlier work on the well-known, single-sided Kelly mechanism to double auctions. As in Kelly auctions, the proposed algorithm implements the bidding without using any agent level private infor-mation (i.e. generation capacity and utility functions). The proposed auction is shown to be an efficient mechanism that maximizes the social welfare, i.e. the sum of the utilities of all the agents. Furthermore, the research considers the situation where a subset of agents act as a coalition to redistribute the allocated energy and price using any other specific fairness criterion. The price homogeneous double auction algorithm proposed in this research ad-dresses the problem of price-anticipation, where each agent tries to influence the equilibri-um price of energy by placing strategic bids. As a result of this behavior, the auction’s efficiency is lowered. This research proposes a novel approach that is implemented by the aggregator, called virtual bidding, where the efficiency can be asymptotically maximized, even in the presence of price anticipatory bidders. Next, an auction mechanism for the energy grid, with multiple connected mi-crogrids is considered. A globally efficient bi-level auction algorithm is proposed. At the upper-level, the algorithm takes into account physical grid constraints in allocating energy to the microgrids. It is implemented by the DSO as a linear objective quadratic constraint problem that allows price heterogeneity across the aggregators. In parallel, each aggrega-tor implements its own lower-level price homogeneous auction with virtual bidding. The research concludes with a preliminary study on extending the DSO level auc-tion to multi-period day-ahead scheduling. It takes into account storage units and conven-tional generators that are present in the grid by formulating the auction as a mixed inte-ger linear programming problem