I'm afraid I don't have any papers that discuss it, but I remember running into 
an example several years ago where the OPF was giving a few nodal prices that 
were significantly higher than the highest generator cost. When I investigated 
to try to understand the issue and uncover the possible "bug", using 
sensitivity analysis, I discovered that the high nodal price was correct. It 
was due to a large shift from inexpensive to expensive generation that was 
required by a marginal increment in load at the bus in question.

-- 
Ray Zimmerman
Senior Research Associate
419A Warren Hall, Cornell University, Ithaca, NY 14853
phone: (607) 255-9645




On Nov 29, 2012, at 5:43 PM, Geev Mokryani <[email protected]> wrote:

> Dear Prof. Zimmerman, 
> 
> Thank you so much for your reply and very useful comments.
> 
> I need some papers or documents to verify this issue that you discussed. I 
> will be appreciated if you address or send me a paper or a report about this.
> 
> Best regards,
> 
> Geev
> 
> 
> On Thu, Nov 29, 2012 at 5:52 PM, Ray Zimmerman <[email protected]> wrote:
> If the dispatchable load price is at $200, then if congestion causes one of 
> these loads to become marginal (not fully dispatched), the price at that bus 
> will be $200. Due to losses, prices at nearby buses could be slightly higher.
> 
> I should also mention that, with inelastic demand, it is possible for nodal 
> prices to go well above the highest generator offer in a highly constrained 
> system. The intuition is that an extra increment of load at that bus may 
> require a much larger shift of generation from cheap to expensive sources.
> 
> -- 
> Ray Zimmerman
> Senior Research Associate
> 419A Warren Hall, Cornell University, Ithaca, NY 14853
> phone: (607) 255-9645
> 
> 
> 
> 
> On Nov 29, 2012, at 11:26 AM, Geev Mokryani <[email protected]> wrote:
> 
>> Dear Prof. Zimmerman,
>> 
>> 
>> My main problem is this: I have generators offers price of 80 USD/MWh and 
>> bids of dispatchable loads price of 200 USD/MWh and in the network I have 
>> congestion. When I do runmarket in MATPOWER at some buses it gives me the 
>> LMP around 200 USD/MWh. Could you please let me know how it occures and why?
>> Usually it has to give us the LMP in the range between 200 and 80 USD/MWh. 
>> 
>> If you need I can send the network and m.file.
>> 
>> Looking forward to hearing from you.
>> 
>> 
>> Best regards,
>> 
>> Geev 
> 
> 

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