Energy and Reserve Management in Interconnected Systems including Electric Railway and Public Power Grids

For historical reasons, the frequency of Electric Railway Power System (ERPS) in central European countries (e.g., Switzerland, Germany and Austria) is different from the frequency of the public power grid. To feed such a low frequency (i.e., 16.7 Hz) system, Electric Railway Companies (ERCs) operate their own low frequency generators. Moreover, ERPSs are connected to the public power grids through both static and rotating converters. The power and energy demand at ERPS substations is highly fluctuating, due to the movement of trains (mobile demands). Hence, ERC has to provide enough reserve services either from its generators or from interconnecting converters in order to ensure a secure and reliable operation of the system. The interconnection presents great advantages for both of the power grids. The most important benefits are reliability enhancement, sharing reserve service resources and energy trading opportunities due to the temporal diversity of the peak demand. Within the above context, the following three main problems referring to the operation of ERPS, strategies for participating in electricity markets and capacity expansion of interconnecting converters have been studied in this thesis. First, the problem of joint energy and reserve scheduling in an ERPS has been addressed. This problem has been formulated as a two-stage optimization problem including first (day-ahead scheduling) and second (real-time balancing) stages. In this problem, the variation of energy demand at each substation from its forecast value is an important uncertain parameter. To investigate the characteristics of this uncertain parameter, a short term load forecast method based on time series has been applied using realistic data from Swiss ERPS. Next, two mathematical approaches, namely, adaptive robust optimization and stochastic optimization have been proposed for dealing with uncertainties in this scheduling problem. The numerical results show that ERC can effectively utilize its generators and interconnecting converters to: 1) ensure security of its supply and 2) reduce its energy and reserve provision cost. Second, we propose a robust offering strategy method for ERC to participate in energy and reserve markets, in the sense that uncertainties in energy demand at ERPS substations would not threaten its security of supply. In this respect, a discrete robust optimization technique is used to solve the robust energy and reserve scheduling problem. Afterward, a reserve offering curve construction algorithm based on the solution of robust energy and reserve scheduling is proposed. This algorithmtakes into account the correlation between upward and downward tertiary reserve prices. To show the effectiveness of the proposed method, a realistic case study based on the characteristic of Swiss ERPS has been presented. Third, we propose and investigate methods to assess the capacity expansion of the interconnecting converters. In this respect, the effect of increasing the capacity of the interconnecting converters on the daily operation cost of ERC has been studied. Afterward, the effect of adding new interconnecting converters on the short circuit ratio of ERPS substations has been investigated. Finally, a cost-reliability approach has been proposed to find the optimal size and location of new interconnecting converters. This method has allowed us to provide ERC with a set of optimal solutions according to the different economic and technical criteria.