Risk-Averse Optimal Bidding Strategy for Demand-Side Resource Aggregators in Day-Ahead Electricity Markets Under Uncertainty

This paper first presents a generic model to characterize a variety of flexible demand-side resources (e.g., plug-in electric vehicles and distributed generation). Key sources of uncertainty affecting the modeling results are identified and are characterized via multiple stochastic scenarios. We the...

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Veröffentlicht in:	IEEE transactions on smart grid Jg. 8; H. 1; S. 96 - 105
Hauptverfasser:	Xu, Zhiwei, Hu, Zechun, Song, Yonghua, Wang, Jianhui
Format:	Journal Article
Sprache:	Englisch
Veröffentlicht:	Piscataway IEEE 01.01.2017 The Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Schlagworte:	Aggregates Aggregator Benchmarks Computational modeling Computer simulation conditional value-at-risk (CVaR) Decision theory Demand side management Distributed generation Electric power demand Electric vehicles Electricity consumption Electricity supply industry Energy consumption Generators Mathematical models optimal day-ahead bidding regret Risk levels risk-averse Robustness (mathematics) Stochastic processes Strategy Uncertainty value-at-risk (VaR)
ISSN:	1949-3053, 1949-3061
Online-Zugang:	Volltext
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