You are on page 1of 1

Market-Clearing With Stochastic SecurityPart II: Case Studies

Franois Bouffard , Francisco D. Galiana , Antonio J. Conejo 1 2 McGill University, Universidad de Castilla-La Mancha This paper analyzes the market-clearing formulation with stochastic security developed in its companion paper through two case studies solved using mixed-integer linear programming techniques. The generation and reserve schedules as well as the nodal prices of energy and security are assessed under various conditions such as a) line flow limits; b) when nonspinning reserve is excluded from the formulation; c) demandside valuation of energy not served; d) generator ramping limits; and, e) the set of pre-selected contingencies.
1 1 2

1-4244-0493-2/06/$20.00 2006 IEEE.

You might also like