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GENCOs’ Arbitrage by STRATIGIST in the Deregulated Power Markets

[+] Author Affiliations
H. Y. Yamin

Yarmouk University, Irbid, Jordan

Hisham Othman

ABB, Raleigh, NC

Paper No. IJPGC2002-26200, pp. 1055-1059; 5 pages
doi:10.1115/IJPGC2002-26200
From:
  • 2002 International Joint Power Generation Conference
  • 2002 International Joint Power Generation Conference
  • Scottsdale, Arizona, USA, June 24–26, 2002
  • Conference Sponsors: Power Division
  • ISBN: 0-7918-3617-7 | eISBN: 0-7918-3601-0
  • Copyright © 2002 by ASME

abstract

This paper presents different kinds of arbitrage opportunities in deregulated power markets such as arbitrage between energy and ancillary service, arbitrage of bilateral contracts, and arbitrage between gas and power. STRATEGIST is a C++ software package that incorporates a probabilistic approach for the evaluation of composite reliability of generation, load forecast and fuel prices using different probability distributions. STRATEGIST analyses the risk and arbitrage opportunities in a deregulated power market. This package is to be used by GENCOs to maximize their profit as well as to hedge the GENCOs to against crucial loss of profit. A typical scenario for applying this package is a GENCO which tries to supply its native load and trade bilateral transactions and would be interested in determining the risk associated with different alternatives. STRATEGIST is designed based on a comprehensive analysis of various risks in a portfolio.

Copyright © 2002 by ASME

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