Observatorio de I+D+i UPM

Memorias de investigación
Optimal joint day-ahead energy and secondary regulation reserve scheduling of pumped-storage power plants operating with variable speed or in hydraulic short-circuit mode in the Iberian electricity market
Research Areas
  • Complementary services,
  • Programation of short therm generation,
  • Prize predictions,
  • Hidraulic stations
This Thesis deals with the operation of closed-loop and daily-cycle pumped storage hydropower plants participating in the day-ahead energy market and in the frequency regulation service of the Iberian and the Spanish electricity systems, respectively. The pumped storage hydropower plants are equipped with variable-speed pump-turbine units or are operated in hydraulic short-circuit mode in order to further increase their flexibility. In this Thesis, several risk-averse optimisation models with look-ahead period are developed for the proposed pumped storage hydropower plants: equipped with variable-speed pumpturbine units or operated in hydraulic short-circuit mode. The models are based on mixed integer quadratic programming. The pumped storage hydropower plants are assumed to be price-takers when they participate in the day-ahead energy market and price-makers when they participate in the frequency regulation reserve market. Uncertainty is considered in all the electric power system data of the problem, which are modelled and predicted according to the results of the analyses carried out in the Thesis when the value of perfect information is studied. The methodology based on a look-ahead period is used to derive the optimal end-of-day storages as a result of each run of the models. The presented models in the Thesis aims at maximising the conditional value at risk, the net income from the day-ahead energy market (income due to the sold energy minus cost due to the purchased energy), the income for the reserves put at disposal of the transmission system operator, and the net income due to the activation of the committed reserves, whereas the start-up costs in generating and pumping modes are minimised. The optimal solution of the models is composed by the hourly schedules of the day-ahead energy market and for the frequency regulation reserves, in addition to the hourly schedules of the activation of the reserves. Among others, the operation of the plants is restricted to the technical limits of the pump-turbine units, the rules of the Iberian and Spanish electricity markets, and the limits of the storage capacity of the upper reservoir. Furthermore, an estimation of the economic viability of pumped storage hydropower plants equipped with fixed-speed or variable-speed units and/or having the possibility to operate in hydraulic short-circuit mode is also carried out in the Thesis. The economic viability is estimated using the minimum number of years that the investment costs are expected to be recovered. The minimum number of years are estimated from the maximum theoretical incomes, which are obtained using the models developed in the Thesis, and the investment costs, which are estimated from available data in the technical literature.
Mark Rating
Sobresaliente cum laude
  • Autor: Manuel Joaquin Chazarra Jover (UPM)
  • Director: Juan Ignacio Perez Diaz (UPM)
  • Director: Javier García González (Universidad Pontificia de Comillas)
Research Group, Departaments and Institutes related
  • Creador: Grupo de Investigación: Hidroinformática y Gestión del Agua
  • Departamento: Ingeniería Civil: Hidráulica, Energía y Medio Ambiente
S2i 2019 Observatorio de investigación @ UPM con la colaboración del Consejo Social UPM
Cofinanciación del MINECO en el marco del Programa INNCIDE 2011 (OTR-2011-0236)
Cofinanciación del MINECO en el marco del Programa INNPACTO (IPT-020000-2010-22)