Characterisation of portfolios of distributed energy resources under uncertainty

Characterisation of portfolios of distributed energy resources under uncertainty
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不确定性下分布式能源组合的表征

DOI:
10.1049/cp.2009.1075
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发表时间:
2009
期刊:
--
影响因子:
--
通讯作者:
Aunedi M
Aunedi M
中科院分区:
--
文献类型:
--
作者:
Aunedi M

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本文提出了一个模型来确定分布式能源组合在日前市场上的最优供电策略。通过发电机输出的不确定性以及对前一天和不平衡价格的预测,考虑了问题的随机性质。该模型试图在价格失衡和产出不确定的情况下使投资组合的预期利润最大化。分析的投资组合包括传统发电机、风力发电机或两者兼而有之。结果表明,该方法能够根据一天中不同时间的风险状况调整发行策略。此外,由于增加了内部组合平衡的灵活性,当风力发电机和传统发电机聚集成一个单一的组合时,证明了显著的协同效应。
The paper proposes a model to determine the optimal strategy of offering electricity at the day-ahead market for a portfolio of Distributed Energy Resources. The stochastic nature of the problem is taken into account through uncertainty of generator output and forecasts of day-ahead and imbalance prices. The model attempts to maximise the expected profit of the portfolio when exposed to imbalance prices and output uncertainty. Portfolios analysed included conventional generators, wind generators, or both. The results indicate that the proposed approach is able to adapt the offering strategy to the risk profile in different times of the day. Also, significant synergic effects are demonstrated when wind and conventional generators are aggregated into a single portfolio, due to increased flexibility in internal portfolio balancing.
DOI: 10.1243/09576509jpe556
发表时间: 2008-11-01
影响因子: 1.7
作者:
Pudjianto, D.;Ramsay, C.;Strbac, G.
通讯作者: Strbac, G.
DOI: --
发表时间: 2001
期刊:
影响因子: --
作者:
A. Borbely;J. Kreider
通讯作者: J. Kreider
DOI: --
发表时间: 2010
期刊:
影响因子: --
作者:
G. Newman
通讯作者: G. Newman