Risk-Based Midterm Contract Portfolio Optimization for a DisCo in Hybrid Electricity Market
سال انتشار: 1391
نوع سند: مقاله کنفرانسی
زبان: انگلیسی
مشاهده: 313
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شناسه ملی سند علمی:
ICOPTICP19_122
تاریخ نمایه سازی: 26 مرداد 1397
چکیده مقاله:
In a competitive electricity market, Distribution Company (DisCo) seeks strategies to procure their energy needs from different resources (pool, bilateral contracts, and their own generation facilities) at minimum cost while controlling the risk. In this paper, a novel method is proposed to address the electricity procurement problem of DisCO using the concept of Expected Downside Risk (EDR) regarding its midterm procurement strategies. The financial risk associated with the market price uncertainty is incorporated explicitly as a constraint in the mixed-integer linear stochastic optimization problem. The method can be used as a tool for assessing the risk levels, considering whether a DisCO is risk-taking or risk-averse. Illustrative example shows the impact of market price uncertainty on DisCo’s schedule and discusses the way DisCos could decrease financial risks by managing expected costs.
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نویسندگان
Mansour Charwand
Department of Electronic and Electrical Engineering Shiraz University of Technology Shiraz, Iran
Mohsen Gitizadeh
Department of Electronic and Electrical Engineering Shiraz University of Technology Shiraz, Iran