Trading small prosumers flexibility in the day-ahead energy market

This paper addresses the bidding problem faced by an aggregator of small prosumers, when participating in the day-ahead energy market. A two-stage stochastic optimization model is proposed to support the aggregator in the definition of optimal and robust demand and supply bids. Stochastic programing is used to deal with uncertainty of end-users' behavior, outdoor temperature, electricity demand and PV generation. The proposed approach was compared to other benchmark strategy, using a case study of 1000 prosumers from the Iberian market.