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In this paper we consider an oxy-coal thermoelectric plant fed by a coal-water mixture (slurry) and oxygen (instead of air). The use of pure oxygen makes it easier to capture CO2. A distinctive feature of such a plant is that the combustion and flue gases system operates at high pressure (about 10 bar). We develope a model based on first principles equations in order to setup an ad-hoc simulator for the study of the main operation manoeuvres.