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Market clearing model for Singapore electricity market incorporating transmission loss

The National Electricity Market of Singapore (NEMS) has been studied for its well-known maturity. This paper aims to present a in-depth analysis of the market clearing model (MCM) of NEMS. The Singapore Market Clearing Model is an assessment tool for the settlement of energy and ancillary services simultaneously. The detailed mechanism and clearing process have been developed by researchers from DNV GL. A mixed-integer linear programming (MILP) framework-based MCM was provided. Based on previous work, a modified MCM incorporating transmission loss is studied in this paper, with emphasis on the locational marginal price (LMP). Numerical analysis is performed to demonstrate how the market clearing model works and examine the impacts of transmission loss on the market clearing process and prices. The results of modified MCM with changing scenarios at the distribution scale are tabulated.