A clearing mechanism for joint energy and ancillary services in non-convex markets considering high penetration of renewable energy sources

•Market-clearing prices of energy and ancillary services in a non-convex SCUC problem.•Considering all kinds of reserves in the day-ahead stage.•Zero uplift payments and uniform ancillary services and nodal energy prices.•Calculating lost opportunity as an index of willingness to follow the SO’s dispatch.•A model for fast-start generators in the pricing method.