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Energy and Reserve Pricing in Uncertain Non-Convex Markets in the Presence of Flexible Demands

Due to the increase of renewable energy sources (RESs), the uncertainties of power systems are growing significantly which motivates the system operators to consider the security-constrained unit commitment (SCUC) problem to attain financial day-ahead schedules. In the most of current market-clearing models, the system operators obtain the energy and reserve prices using dual variables. Given that the model of market participants includes generating units and flexible demands that are non-convex in the SCUC, the net profit may be negative in the traditional market-clearing mechanisms. Actually, in these mechanisms, the fixed costs of participants are not considered in the prices. This paper introduces the bi-level pricing mechanism based on the duality theorem that guarantees the non-negative profits for all generating units and flexible demands as the main components of current power systems.