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NYISO:<br />

<strong>Dynamic</strong> <strong>L<strong>in</strong>e</strong> <strong>Rat<strong>in</strong>g</strong> <strong>in</strong><br />

<strong>Real</strong> <strong>Time</strong> <strong>Markets</strong><br />

Muhammad Marwali<br />

Manager - Energy <strong>Markets</strong> Products, Market Structures<br />

New York Independent System Operator<br />

EPCC Workshop<br />

Bedford Spr<strong>in</strong>gs, PA<br />

June 4, 2013


NY Facts And Figures<br />

• 19.4 million people<br />

• 2012 load – 162,842 GWH<br />

• 320+ Market Participants<br />

• Over 300 generat<strong>in</strong>g units<br />

• Record peak -- 33,939 MW (Aug. 2, 2006)<br />

• 11,005 miles of high voltage transmission<br />

• 2013 Required Installed Capacity – 38,936 MW<br />

• $7.5 billion <strong>in</strong> market transactions annually<br />

2


NYISO<br />

Transmission<br />

Legend:<br />

765 kV<br />

500 kV<br />

345 kV<br />

230 kV<br />

DCCable<br />

230 kV and Above<br />

Erie South<br />

Beck<br />

2013<br />

Packard<br />

S. Ripley<br />

Niagara<br />

Dunkirk<br />

Somerset<br />

Huntley<br />

© 2013 New York Independent System Operator, Inc. All Rights Reserved.<br />

Sta. 80<br />

Pannell<br />

Rob<strong>in</strong>son Rd.<br />

Stolle Rd.<br />

Homer<br />

City<br />

Meyer<br />

Hillside<br />

Oswego<br />

Comple<br />

x<br />

Sithe<br />

Oswego<br />

Volney<br />

Elbridge<br />

Watercure<br />

N<strong>in</strong>e<br />

Mile<br />

E. Towanda<br />

Clay<br />

Lafayette<br />

Oakdale<br />

Saunders<br />

Adirondack<br />

Marcy<br />

Moses<br />

Central East<br />

Interface<br />

Fitzpatrick<br />

Scriba<br />

Edic<br />

Total East<br />

Interface<br />

H.T.P<br />

Porter<br />

Fraser<br />

Massena<br />

Chases<br />

Lake<br />

Gilboa<br />

Coopers<br />

Corners<br />

Rock<br />

Tavern<br />

Chateauguay<br />

Willis<br />

Patnod<br />

e<br />

Ryan<br />

Rotterdam<br />

Roseton<br />

Plattsburgh<br />

New<br />

Scotlan<br />

d<br />

Leeds<br />

Pleasan<br />

t Valley<br />

Alps<br />

Long<br />

Mounta<strong>in</strong><br />

E. Fishkill<br />

Bear Swamp<br />

Berkshire<br />

Frost Bridge<br />

New Haven<br />

Buchanan<br />

Norwalk<br />

Millwood<br />

Ramapo<br />

Cross Sound Cable<br />

Pleasantvill<br />

Ladentown<br />

e<br />

Spra<strong>in</strong>brook<br />

Branchburg<br />

Waldwick<br />

Dunwoodie<br />

W. Haverstraw<br />

Mott Haven<br />

Northport<br />

W49St/Ra<strong>in</strong>ey Hudson<br />

Shore Rd.<br />

Farragut<br />

L<strong>in</strong>den<br />

Shoreham<br />

L<strong>in</strong>den V.F.T<br />

Goethals<br />

New Bridge<br />

Sayreville, NJ<br />

E. Garden City<br />

Duley<br />

Athen<br />

s<br />

Neptune<br />

Cable<br />

Total East<br />

Interface<br />

LEEDS –PLEASANT VALLEY<br />

3


NYCA Load Profile by Zones<br />

August 2, 2006<br />

33,939 MWs<br />

2,735<br />

MW<br />

A<br />

50% of electric load<br />

located <strong>in</strong> New York City<br />

and Long Island<br />

B 2,110 MW<br />

C<br />

3,128<br />

MW<br />

E<br />

1,435<br />

MW<br />

J 11,300 MW<br />

F<br />

2,380 MW<br />

G<br />

2,436<br />

MW<br />

D 767 MW<br />

H 596 MW<br />

I 1,467 MW<br />

K 5,585 MW<br />

A. WEST<br />

B. GENESSE<br />

C. CENTRAL<br />

D. NORTH<br />

E. MHK VL<br />

F. CAPITL<br />

G. HUD VL<br />

H. MILLWD<br />

I. DUNWOD<br />

J. N.Y.C.<br />

K. LONGIL<br />

4


<strong>Real</strong>-<strong>Time</strong><br />

<strong>Markets</strong>


Energy Market <strong>Time</strong>l<strong>in</strong>e<br />

Who<br />

What<br />

Market Participants NYISO Market Participants NYISO<br />

Load Forecast, Load<br />

Energy Bids, Generator<br />

Offers for Energy, Reserve<br />

and Regulation and<br />

DADRP bids submitted for<br />

the day-ahead market<br />

Post<strong>in</strong>g of<br />

day-ahead<br />

schedules and<br />

LBMPs<br />

<strong>Real</strong>-time bid submission<br />

deadl<strong>in</strong>e<br />

Dispatch<br />

signals and<br />

calculation<br />

of RT LBMPs<br />

When<br />

Day Ahead<br />

5 A.M.<br />

11 A.M.<br />

75 M<strong>in</strong>.<br />

prior to<br />

Op. Hr.<br />

<strong>Real</strong> <strong>Time</strong><br />

Operat<strong>in</strong>g<br />

Hour<br />

How SCUC RTC & RTD<br />

6


<strong>Real</strong>-<strong>Time</strong> Market<br />

Input<br />

• RT Offers<br />

• Updates<br />

• DAM<br />

Commitments<br />

RTC<br />

RTD<br />

Output<br />

• Least Cost<br />

Solution<br />

• Meet reliability<br />

requirements<br />

Offers<br />

• RT Supply<br />

• Imports/Exports<br />

Updates<br />

• Transmission Model<br />

• Zonal Load Forecast<br />

• Changes <strong>in</strong> Operation<br />

<strong>Real</strong> <strong>Time</strong> Commitment<br />

<strong>Real</strong> <strong>Time</strong> Dispatch<br />

Software<br />

Post Results<br />

• Clear<strong>in</strong>g Prices<br />

• LBMP (GEN & Zonal)<br />

• Reserve, Regulation<br />

• Commitments, x15m<strong>in</strong>, 3hrs<br />

• Transactions<br />

• Generator---15m<strong>in</strong><br />

• Dispatch, x5m<strong>in</strong>, 1 hr<br />

• Energy---5 m<strong>in</strong><br />

• Reserve---5 m<strong>in</strong><br />

• Regulation---6 sec<br />

7


Security Constra<strong>in</strong>t Unit Commitment and<br />

Economic Dispatch Overview<br />

Generator/load data<br />

Load/reserve<br />

requirements<br />

Initial generator status<br />

Initial<br />

Unit<br />

Commitment<br />

Commitment<br />

Schedule<br />

Initial Unit Commitment (IUC)<br />

Solves for generation, reserve and load<br />

schedules that meet the generation and reserve<br />

requirements and the generator constra<strong>in</strong>ts.<br />

This module produces a base generator/load<br />

schedule which is used to obta<strong>in</strong> the <strong>in</strong>itial solved<br />

power flows for the network analysis programs.<br />

Revised Unit<br />

Commitment<br />

and Generation<br />

/Load Schedule<br />

Network<br />

Data<br />

Preparation<br />

Network<br />

Security<br />

Analysis<br />

Network<br />

Constra<strong>in</strong>ed<br />

Unit<br />

Commitment<br />

Network Flow<br />

Base Cases<br />

Network<br />

Constra<strong>in</strong>ts<br />

Network Data Preparation (NDP)<br />

Develops hourly, un-solved power flows based<br />

on the commitment and generation schedule<br />

from IUC and the network data<br />

Network Security Analysis (NSA)<br />

Solves hourly security analysis cases. If l<strong>in</strong>es<br />

(or <strong>in</strong>terfaces) limits are not satisfied for the <strong>in</strong>put<br />

schedule then NSA generates additional constra<strong>in</strong>ts<br />

for use by the NCUC function so that NCUC, <strong>in</strong> the<br />

next iteration, produces a schedule that is closer<br />

to satisfy<strong>in</strong>g the constra<strong>in</strong>ts.<br />

Network Constra<strong>in</strong>ed Unit Commitment (NCUC)<br />

Solves for generation, reserve and load schedules<br />

that meet the generation and reserve requirements,<br />

the generator constra<strong>in</strong>ts, the branch-flow<br />

constra<strong>in</strong>ts (produced by NSA)<br />

8


Network Security<br />

Analysis


NYISO Normal Operat<strong>in</strong>g State Criteria<br />

• Pre-Cont<strong>in</strong>gency (Actual) Flow Criteria:<br />

• Actual load<strong>in</strong>g of equipment def<strong>in</strong>ed as part of the NYS Transmission<br />

System should not exceed the associated Normal rat<strong>in</strong>gs of the<br />

equipment<br />

• Post-Cont<strong>in</strong>gency Flow Criteria:<br />

• Preventitive mode:<br />

• the loss of any s<strong>in</strong>gle generator, s<strong>in</strong>gle circuit, or adjacent circuits on the same<br />

structure, together with other facilities, which will trip at the same time due to pre-set<br />

automatic devices, will not cause any portion of the NYS Transmission System to<br />

exceed its LTE rat<strong>in</strong>g.<br />

• Corrective mode:<br />

• Underground cable : may exceed its LTE rat<strong>in</strong>g, but not its STE rat<strong>in</strong>g, provided 10-<br />

m<strong>in</strong>ute reserve or PAR control is available to return its post-cont<strong>in</strong>gency load<strong>in</strong>g to<br />

its LTE rat<strong>in</strong>g with<strong>in</strong> 15 m<strong>in</strong>utes, without caus<strong>in</strong>g another facility exceed its LTE<br />

rat<strong>in</strong>g<br />

• Overhead Transmission: with prior approval of the NYISO, the post-cont<strong>in</strong>gency<br />

load<strong>in</strong>g of any portion of the NYS Transmission System may exceed its LTE rat<strong>in</strong>g,<br />

provided sufficient control is available to return the load<strong>in</strong>g on the facility to its LTE<br />

rat<strong>in</strong>g with<strong>in</strong> 15 m<strong>in</strong>utes, without caus<strong>in</strong>g another facility to exceed its LTE rat<strong>in</strong>g<br />

10


NSA Mathematical Model<br />

All network constra<strong>in</strong>ts passed to NCUC are expressed <strong>in</strong> terms of generator shift<br />

factors and constra<strong>in</strong>t limits. The constra<strong>in</strong>t limits are dist<strong>in</strong>ct from the orig<strong>in</strong>al<br />

transmission constra<strong>in</strong>t rat<strong>in</strong>gs. They represent the aggregate effect of the shift<br />

factors and violations on the constra<strong>in</strong>ts.<br />

• If P<br />

pre , ij represents the precont<strong>in</strong>gency flow <strong>in</strong> branch, and this branch flow is the<br />

violated security constra<strong>in</strong>t then:<br />

max<br />

P<br />

(1)<br />

pre , ij<br />

Ppre<br />

, ij<br />

max<br />

• Where P pre,ij is the pre-cont<strong>in</strong>gency rat<strong>in</strong>g (Normal rat<strong>in</strong>g).<br />

The constra<strong>in</strong>t to be enforced is of the follow<strong>in</strong>g form<br />

<br />

max<br />

P<br />

ij<br />

Ppre, ij<br />

Ppre,<br />

ij<br />

(2)<br />

11


NSA Mathematical Model Cont<strong>in</strong>ued<br />

• Equation (2) is translated <strong>in</strong>to a l<strong>in</strong>ear function of the control variable C <strong>in</strong> terms of shift<br />

factors S,<br />

<br />

<br />

'<br />

max<br />

S<br />

kC<br />

k<br />

Sk<br />

( Ck<br />

Ck<br />

) Ppreij<br />

,<br />

Ppreij<br />

,<br />

• Equation (3) is further rearranged <strong>in</strong>to<br />

' max<br />

S kCk<br />

Ppre,<br />

ij<br />

Ppre,<br />

ij<br />

<br />

'<br />

• C k denotes the latest dispatch passed to NSA by NCUC/NCED and C k is the new<br />

dispatch to be solved by NCUC/NCED.<br />

S<br />

k<br />

C<br />

k<br />

(3)<br />

(4)<br />

12


Potential Research Areas: Post-<br />

Cont<strong>in</strong>gency Model<strong>in</strong>g Methodology<br />

• For both preventive mode and preventive/corrective mode:<br />

• Base network constra<strong>in</strong>ts are secured to the pre-cont<strong>in</strong>gency<br />

rat<strong>in</strong>gs<br />

• Post-cont<strong>in</strong>gency constra<strong>in</strong>ts are secured to either STE or<br />

LTE rat<strong>in</strong>gs (either 6-hour or post-cont<strong>in</strong>gency cont<strong>in</strong>uous as<br />

specified by the user) via the preventive actions or a mixture<br />

of the preventive/corrective actions<br />

• NSA mathematical model is appropriate when consider<strong>in</strong>g the<br />

pre-cont<strong>in</strong>gency constra<strong>in</strong>ts<br />

• Mathematical model will need to be modified for the postcont<strong>in</strong>gency<br />

constra<strong>in</strong>ts <strong>in</strong> which the post-cont<strong>in</strong>gency rat<strong>in</strong>gs are<br />

functions of the pre-cont<strong>in</strong>gency flows<br />

13


Model<strong>in</strong>g of Post-Cont<strong>in</strong>gency<br />

<strong>Rat<strong>in</strong>g</strong>s<br />

All post-cont<strong>in</strong>gency rat<strong>in</strong>gs are modeled as monotonically decreas<strong>in</strong>g<br />

piecewise-l<strong>in</strong>ear functions of the pre-cont<strong>in</strong>gency flows<br />

max<br />

P<br />

post,<br />

ij pre,<br />

ij<br />

P<br />

<br />

<br />

Pre-Cont<strong>in</strong>gency <strong>Rat<strong>in</strong>g</strong><br />

14


Post-Cont<strong>in</strong>gency Constra<strong>in</strong>t Limit<br />

Calculation Comparison<br />

' max<br />

S kCk<br />

Ppre,<br />

ij<br />

Ppre,<br />

ij<br />

<br />

S<br />

k<br />

C<br />

k<br />

(4)<br />

<br />

<br />

(<br />

post, k prek , k preij ,<br />

postij ,<br />

postk ,<br />

<br />

prek ,<br />

' 0<br />

0<br />

S S<br />

) C P<br />

<br />

P<br />

( S S ) C<br />

k<br />

(9)<br />

C k<br />

'<br />

C k<br />

• denotes the latest dispatch passed to NSA by NCUC/NCED, and is the<br />

new dispatch to be solved by NCUC/NCED.<br />

15


Benefits of the improved Post-<br />

Cont<strong>in</strong>gency Model<strong>in</strong>g methodology<br />

• The new methodology of post-cont<strong>in</strong>gency<br />

model<strong>in</strong>g offers several benefits<br />

• Cost effectiveness<br />

• Less constra<strong>in</strong>t means cheaper production cost<br />

• Congestion relief<br />

• Higher rat<strong>in</strong>g means less congestion<br />

• Does not compromise grid reliability<br />

• <strong>Rat<strong>in</strong>g</strong> is set based on the pre-cont<strong>in</strong>gency flow or amount of MW flow (NOTE: precont<strong>in</strong>gency<br />

flow impacts the temperature of the l<strong>in</strong>e, and temperature impacts the<br />

post cont<strong>in</strong>gency rat<strong>in</strong>g)<br />

• Optimized asset utilization<br />

• Lower prices to consumers<br />

• True <strong>L<strong>in</strong>e</strong> capacity <strong>in</strong> <strong>Real</strong>-<strong>Time</strong><br />

• Improved transmission efficiency<br />

16


The New York Independent System<br />

Operator (NYISO) is a not-for-profit<br />

corporation responsible for<br />

operat<strong>in</strong>g the state’s bulk electricity<br />

grid, adm<strong>in</strong>ister<strong>in</strong>g New York’s<br />

competitive wholesale electricity<br />

markets, conduct<strong>in</strong>g comprehensive<br />

long-term plann<strong>in</strong>g for the state’s<br />

electric power system, and<br />

advanc<strong>in</strong>g the technological<br />

<strong>in</strong>frastructure of the electric system<br />

serv<strong>in</strong>g the Empire State.<br />

www.nyiso.com<br />

17

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