[pt] Após a incidência de inúmeros colapsos ocorridos nos sistemas de transmissão de energia devido ao uso extremo das linhas de transmissão, a estabilidade, ou mais adequadamente, a segurança de tensão tornou-se um assunto importante ao longo dos últimos anos. Este trabalho foi desenvolvido com o intuito de complementar um método de reforço das condições de estabilidade de tensão. O método consta de ações de controle para diminuir o fluxo de potência ativa no ramo crítico do caminho de transmissão mais carregado associado a uma barra crítica, conceitos estes apresentados nesta dissertação. Para o propósito citado, e considerando que o problema de estabilidade de tensão causa restrições nos fluxos de potência na rede de transmissão, são estudados métodos que analisam o congestionamento dessas redes. Se destacam algoritmos que, a partir dos fluxos de potência ativa e reativa que deixam um gerador, ou que chegam a uma carga, determinam a distribuição nos ramos de um sistema de transmissão, e o algoritmo que avalia os impactos no sistema de transmissão devido a uma determinada transação, entre barras geradoras e/ou de cargas. São mostrados exemplos numéricos que ilustram a possibilidade ou não da adequação destes métodos para o problema do reforço das condições de segurança de tensão. / [en] After a number of collapses due to the extreme use of the transmission lines, the voltage stability, or voltage security, became an important issue. This work was developed in order to contribute to a voltage security reinforcement method. The method calculates control actions to decrease the power flowing through the critical branch of the most loaded transmission path associated with the critical bus (concepts present in this dissertation). For this propose, and considering that the power flow in a transmission network may be restricted by voltage stability limits, transmission congestion analysis methods were study. Two of them deal with the contribution of real and reactive outflows of individual generator buses, and real and reactive inflows of individual load buses, in all network branches. Another method assess the impact of a given power transaction on the network. Numerical examples are presented to illustrate whether it is the possible or not to employ the studied methods in the voltage security reinforcement problem.

The growth of electricity markets around the world has introduced new challenges in which one of the challenges is the uncertainty that has become a structural element in this new environment. Market players have to deal with it to guarantee the appropriate power system planning and operation as well as its own economical liquidity. Under an open access environment in a deregulated power system, transmission management holds a vital role in supporting transactions between suppliers and customers. Nevertheless, a transmission network has some constraints that should be addressed in order to ensure sufficient control to maintain the security level of a power system while maximizing market efficiency. The most obvious drawback of transmission constraints is a congestion problem that becomes an obstacle of perfect competition among the market participants since it can influence spot market pricing. The system becomes congested when the supplier and customer agree to produce and consume a particular amount of electric power, but this can cause the transmission network to exceed its thermal limits. Congestion can cause the market players to exercise market power that can result in price volatility beyond the marginal costs. Thus, it is important to manage congestion efficiently in the design of a power market. One mechanism that has direct correlation with transmission management is market clearing price (MCP). Under an open access environment, energy prices throughout the network will be different and measured based on transmission constraint and network losses. When network losses are ignored and there is no congestion on the transmission lines, the power price will be the same at all nodes. This is known as uniform marginal pricing (UMP). However, as the power flow violates transmission constraints, redispatching generating units is required and this will cause the price at every node to vary. This phenomenon is defined as locational marginal pricing (LMP). Therefore, the market clearing price has a strong relationship with transmission management, which is needed to be assessed in order to obtain an efficient and transparent price but satisfying all market participants. This project investigates an alternative solution to the dispatch mechanism, and then formulates a new Locational Marginal Price scheme using optimization technique that may well control congestion as the main issue. The model will vary and be improved, to be distilled into energy price, congestion revenue, cost of losses, as well as transmission usage tariff. The objective of the project is to support developing standard market design (SMD) in managing transmission systems which promotes economic efficiency, lowers delivered energy costs, maintains power system reliability and mitigates exercising market power.

The growth of electricity markets around the world has introduced new challenges in which one of the challenges is the uncertainty that has become a structural element in this new environment. Market players have to deal with it to guarantee the appropriate power system planning and operation as well as its own economical liquidity. Under an open access environment in a deregulated power system, transmission management holds a vital role in supporting transactions between suppliers and customers. Nevertheless, a transmission network has some constraints that should be addressed in order to ensure sufficient control to maintain the security level of a power system while maximizing market efficiency. The most obvious drawback of transmission constraints is a congestion problem that becomes an obstacle of perfect competition among the market participants since it can influence spot market pricing. The system becomes congested when the supplier and customer agree to produce and consume a particular amount of electric power, but this can cause the transmission network to exceed its thermal limits. Congestion can cause the market players to exercise market power that can result in price volatility beyond the marginal costs. Thus, it is important to manage congestion efficiently in the design of a power market. One mechanism that has direct correlation with transmission management is market clearing price (MCP). Under an open access environment, energy prices throughout the network will be different and measured based on transmission constraint and network losses. When network losses are ignored and there is no congestion on the transmission lines, the power price will be the same at all nodes. This is known as uniform marginal pricing (UMP). However, as the power flow violates transmission constraints, redispatching generating units is required and this will cause the price at every node to vary. This phenomenon is defined as locational marginal pricing (LMP). Therefore, the market clearing price has a strong relationship with transmission management, which is needed to be assessed in order to obtain an efficient and transparent price but satisfying all market participants. This project investigates an alternative solution to the dispatch mechanism, and then formulates a new Locational Marginal Price scheme using optimization technique that may well control congestion as the main issue. The model will vary and be improved, to be distilled into energy price, congestion revenue, cost of losses, as well as transmission usage tariff. The objective of the project is to support developing standard market design (SMD) in managing transmission systems which promotes economic efficiency, lowers delivered energy costs, maintains power system reliability and mitigates exercising market power.

The growth of electricity markets around the world has introduced new challenges in which one of the challenges is the uncertainty that has become a structural element in this new environment. Market players have to deal with it to guarantee the appropriate power system planning and operation as well as its own economical liquidity. Under an open access environment in a deregulated power system, transmission management holds a vital role in supporting transactions between suppliers and customers. Nevertheless, a transmission network has some constraints that should be addressed in order to ensure sufficient control to maintain the security level of a power system while maximizing market efficiency. The most obvious drawback of transmission constraints is a congestion problem that becomes an obstacle of perfect competition among the market participants since it can influence spot market pricing. The system becomes congested when the supplier and customer agree to produce and consume a particular amount of electric power, but this can cause the transmission network to exceed its thermal limits. Congestion can cause the market players to exercise market power that can result in price volatility beyond the marginal costs. Thus, it is important to manage congestion efficiently in the design of a power market. One mechanism that has direct correlation with transmission management is market clearing price (MCP). Under an open access environment, energy prices throughout the network will be different and measured based on transmission constraint and network losses. When network losses are ignored and there is no congestion on the transmission lines, the power price will be the same at all nodes. This is known as uniform marginal pricing (UMP). However, as the power flow violates transmission constraints, redispatching generating units is required and this will cause the price at every node to vary. This phenomenon is defined as locational marginal pricing (LMP). Therefore, the market clearing price has a strong relationship with transmission management, which is needed to be assessed in order to obtain an efficient and transparent price but satisfying all market participants. This project investigates an alternative solution to the dispatch mechanism, and then formulates a new Locational Marginal Price scheme using optimization technique that may well control congestion as the main issue. The model will vary and be improved, to be distilled into energy price, congestion revenue, cost of losses, as well as transmission usage tariff. The objective of the project is to support developing standard market design (SMD) in managing transmission systems which promotes economic efficiency, lowers delivered energy costs, maintains power system reliability and mitigates exercising market power.

<p>This thesis is based on studies of the deregulated electricity markets located in the United States of America. The problem statement of the thesis evolved continuously throughout our initial period of research. Focus was finally put on monitoring and detection of potential market power caused by congestion in the transmission network. The existence of market power is a serious concern in today’s electric energy markets. A system that monitors the trading is needed and much research and many proposals on how to deal with this problem have been introduced over the years. We focus on some of these approaches and develop an approach of our own, which we call “Monopolistic Energy Calculation”. We adopt the idea to identify participants with the ability to raise prices without losing market share. An ability that should not be present on a competitive market. We take this idea further by identifying participants with the ability to make considerable price raises without losing all market shares. We propose a way to calculate the remaining market shares (Monopolistic Energy Levels) after a large price raise. These calculated levels of energy, that are only deliverable by a certain participant or by a certain group of participants, are caused by the active congestions in the network.</p><p>The approach detects the amounts of these energy levels and the location in the network at which they are present. This is a prospective method if used with a prediction of the following day’s demand, which is regularly available with high accuracy. The method can also be used for monitoring purposes to identify critical situations in real-time. The method is implemented and two sets of simulations are done in which we explain and evaluate the approach. The results are promising and the correlation between “Monopolistic Energy” and market power is confirmed.</p> / <p>Detta examensarbete är baserat på studier av de deregulerade electricitsmarknaderna i USA. Problemformuleringen var i början av detta arbete inte definitiv, utan utvecklades under en längre inledande fas av forskningsarbete. Slutligen kunde vi faställa att detektion av potentiell marknadskraft på elektricitetsmarknaden, orsakat av överbelastningar i transmissionnätverket, var av särskilt intresse. Ett system som övervakar handeln och förekomster av orättvisor orsakat av detta är nödvändigt. Det har de senaste åren gjorts mycket forskning inom detta område. Baserat på denna forskning utvecklades sedan ett eget förslag, som vi kallar ”Monopolistic Energy Calculations”. Vissa tidigare förslag på hur problemet kan angripas blev av särskilt intresse. En idé från dessa var att identifiera marknadsaktörer med förmågan att höja priser utan att förlora marknadsandelar, en icke önskvärd egenskap hos aktörer då en konkurrenskraftig marknad är eftertraktad.</p><p>Vi tar denna idé ett steg längre genom att identifiera marknadsaktörer med förmågan att höja priser signifikant utan att förlora alla marknadsandelar. Vi föreslår ett sätt att beräkna dessa energinivåer som endast är möjliga att levereras av en eller ett fåtal särskilda aktörer, som direkt följd av de aktiva stockningarna i nätverket, under antagandet av en inelastisk efterfrågan. Vi föreslår ett sätt att beräkna de återstående marknadsandelarna (Monopolistic Energy Levels) efter en stor prishöjning. Vår metod beräknar mängden av denna energi och var i nätverket dessa mängder förekommer. Denna metod kan sia om framtida problem om en estimering av morgondagens efterfråga används. Sådana estimeringar görs idag</p><p>regelbundet med hög träffsäkerhet. Metoden kan även användas i realtid för upptäckt av kritiska marknadssituationer. Simuleringar av detta görs som förklarar vår lösning och utvärderar den. Resultaten är lovande och korrelationen mellan ”Monopolistisk Energi” och marknadskraft är bekräftade.</p>

This thesis is based on studies of the deregulated electricity markets located in the United States of America. The problem statement of the thesis evolved continuously throughout our initial period of research. Focus was finally put on monitoring and detection of potential market power caused by congestion in the transmission network. The existence of market power is a serious concern in today’s electric energy markets. A system that monitors the trading is needed and much research and many proposals on how to deal with this problem have been introduced over the years. We focus on some of these approaches and develop an approach of our own, which we call “Monopolistic Energy Calculation”. We adopt the idea to identify participants with the ability to raise prices without losing market share. An ability that should not be present on a competitive market. We take this idea further by identifying participants with the ability to make considerable price raises without losing all market shares. We propose a way to calculate the remaining market shares (Monopolistic Energy Levels) after a large price raise. These calculated levels of energy, that are only deliverable by a certain participant or by a certain group of participants, are caused by the active congestions in the network. The approach detects the amounts of these energy levels and the location in the network at which they are present. This is a prospective method if used with a prediction of the following day’s demand, which is regularly available with high accuracy. The method can also be used for monitoring purposes to identify critical situations in real-time. The method is implemented and two sets of simulations are done in which we explain and evaluate the approach. The results are promising and the correlation between “Monopolistic Energy” and market power is confirmed. / Detta examensarbete är baserat på studier av de deregulerade electricitsmarknaderna i USA. Problemformuleringen var i början av detta arbete inte definitiv, utan utvecklades under en längre inledande fas av forskningsarbete. Slutligen kunde vi faställa att detektion av potentiell marknadskraft på elektricitetsmarknaden, orsakat av överbelastningar i transmissionnätverket, var av särskilt intresse. Ett system som övervakar handeln och förekomster av orättvisor orsakat av detta är nödvändigt. Det har de senaste åren gjorts mycket forskning inom detta område. Baserat på denna forskning utvecklades sedan ett eget förslag, som vi kallar ”Monopolistic Energy Calculations”. Vissa tidigare förslag på hur problemet kan angripas blev av särskilt intresse. En idé från dessa var att identifiera marknadsaktörer med förmågan att höja priser utan att förlora marknadsandelar, en icke önskvärd egenskap hos aktörer då en konkurrenskraftig marknad är eftertraktad. Vi tar denna idé ett steg längre genom att identifiera marknadsaktörer med förmågan att höja priser signifikant utan att förlora alla marknadsandelar. Vi föreslår ett sätt att beräkna dessa energinivåer som endast är möjliga att levereras av en eller ett fåtal särskilda aktörer, som direkt följd av de aktiva stockningarna i nätverket, under antagandet av en inelastisk efterfrågan. Vi föreslår ett sätt att beräkna de återstående marknadsandelarna (Monopolistic Energy Levels) efter en stor prishöjning. Vår metod beräknar mängden av denna energi och var i nätverket dessa mängder förekommer. Denna metod kan sia om framtida problem om en estimering av morgondagens efterfråga används. Sådana estimeringar görs idag regelbundet med hög träffsäkerhet. Metoden kan även användas i realtid för upptäckt av kritiska marknadssituationer. Simuleringar av detta görs som förklarar vår lösning och utvärderar den. Resultaten är lovande och korrelationen mellan ”Monopolistisk Energi” och marknadskraft är bekräftade.

This thesis study focuses on transmission expansion planning (TEP) problem for restructured power systems and addresses challenges specifically in countries where electricity market is in developing phase after liberalization of power industry for establishing a competitive market, like Turkey. A novel multi-year TEP approach is developed which considers generation investment cost and transmission congestion level in the planning horizon. The model assesses the impact of generation investments on TEP problem. Benders decomposition methodology is utilized successfully to decompose the complex mixed-integer programming TEP problem into a master problem and two subproblems. Security subproblem assesses single-contingency criteria. Transmission congestion cost is considered within operational subproblem given that congestion level is a proper criterion for measuring competitiveness level of an electricity market. The proposed approach is applied to the Turkish power system. The proposed approach could be utilized to provide indicative plans, which might be quite necessary particularly during development of a competitive market. However, there is no guarantee that independent power producers (IPPs) will follow those plans which concern the maximization of social-welfare. Given the necessity of coordinating monopoly transmission and decentralized generator investment decisions, the proposed approach is improved further to include promoting decentralized generator investments through incentive payments. Such incentives might be necessary to trigger IPPs earlier than their projections, as illustrated by numerical examples including IEEE 30-bus system.

Strategic behaviors in electricity markets are analyzed. Three related topics are investigated. The first topic is a research about the NE search algorithm for complex non-cooperative games in electricity markets with transmission constraints. Hybrid co-evolutionary programming is suggested and simulated for complex examples. The second topic is an analysis about the competing pricing mechanisms of uniform and pay-as-bid pricing in an electricity market. We prove that for a two-player static game the Nash Equilibrium under pay-as-bid pricing will yield less total revenue in expectation than under uniform pricing when demand is inelastic. The third topic is to address a market power mitigation issue of the current Texas electricity market by limiting Transmission Congestion Right (TCR) ownership. The strategic coordination of inter zonal scheduling and balancing market manipulation is analyzed. A market power measurement algorithm useful to determine the proper level of TCR ownership limitation is suggested. / text

Este trabalho propõe estudos de casos em sistemas de energia elétrica por meio do Fluxo de Potência Ótimo (FPO) e da Análise de Sensibilidade em diferentes cenários de operação. Para isso, foram obtidos dados teóricos, a partir de levantamento bibliográfico, que explicitaram os conceitos de otimização aplicados ao sistema estático de energia elétrica. A pesquisa fundamentou-se metodologicamente no método primal-dual barreira logarítmica e nas condições necessárias de primeira-ordem de Karush-Kuhn-Tucker (KKT) para o problema de FPO, e no teorema proposto por Fiacco (1976) para a Análise de Sensibilidade. Os sistemas de equações resultantes das condições de estacionaridade, da função Lagrangiana, foram resolvidos pelo método de Newton. Na implementação computacional foram usadas técnicas de esparsidade. Estudos de casos foram realizados nos sistemas 3, IEEE 14, 30, 118, 300 barras e no equivalente CESP 440 kV com 53 barras, em que foi verificada a eficiência das técnicas apresentadas. / This work proposes a study of cases in power systems by Optimal Power Flow (OPF) and Sensitivity Analysis in different operation scenarios. For this purpose, theoretical data were obtained, starting from a bibliographical review, which enlightened the optimization concepts applied to the static system of electrical energy. The research was methodologically based on the primal-dual logarithmic barrier method and in the first-order necessary Karush-Kuhn-Tucker conditions to the OPF problem and in the theorem proposed by Fiacco (1976) to the Sensitivity Analysis. The equation sets generated by the first-order necessary conditions of the Lagrangian function, were solved by Newton\'s method. In the computational implementation, sparsity techniques were used. Studies of cases were carried out in the 3, IEEE 14, 30, 118, 300 buses and in the equivalent CESP 440 kV 53 bus, where the efficiency of the presented techniques was verified.

Electric vehicle (EV) development has gone into an accelerated pace in recent years to address pressing concerns on energy security, the environment, and the sustainability of transportation. The future market success of EVs is still uncertain, but the current shift in the automotive industry is indicating a possible bright future for EVs. Because of its unique load characteristics, an extensive deployment of EVs will not only bring challenges to power systems, but will enable new opportunities as well. The objective of this work is to address the increased third harmonic currents expected with the introduction of EVs and to explore the potential of leveraging flexible EV charging to increase wind power production. Since EV chargers rely on a nonlinear power conversion process to obtain a controllable DC source from the utility AC supply, it is expected that these devices will aggravate third harmonic current issues. In fact, utility harmonic field data show that, even without EVs, distribution feeders are already experimenting elevated levels of third harmonic currents. To address present and future utility harmonic filtering needs, a practical third harmonic hybrid active filter for medium voltage (MV) applications is proposed. Its design is based on strict utility requirements of cost, reliability, and ease of system implementation. The operation and performance of the proposed filter is verified through simulations and two experimental setups, one tested at 7.2 kV. Furthermore, a system impact study of the proposed filter is performed using actual data for a typical residential/small commercial distribution feeder. Because vehicles remain stationary most of the time, EVs have the potential of being flexibly charged, providing a spectrum of opportunities for system operators. The recent increase in wind power penetration in the U.S. is raising concerns on how to accommodate this stochastic renewable energy resource in day-ahead scheduling operations. In this work, a detailed integrated day-ahead scheduling framework is developed to explore the impact of leveraging flexible EV charging to balance out the variability and uncertainty of wind power generation. It is determined that the full benefits of balancing wind power generation with flexible EV charging may not be achieved in congested power systems. A potential solution based on deploying power routers (PRs) to augment the flexibility of the transmission system is proposed. Simulation results are presented for a test system based on the IEEE 39-bus system.