Risk Preferences of EV Fleet Aggregators in Day-Ahead Market Bidding: Mean-CVaR Linear Programming Model

This paper introduces a mean profit- conditional value-at-risk (CVaR) model for purchasing electricity on the day-ahead market (DA) by electric vehicles fleet aggregator (EVA). EVA controls electric vehicles (EVs) during their workplace parking, enabling smart charging and cost savings by accessing...

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Bibliographic Details
Published in:	Energies (Basel) Vol. 18; no. 1; p. 93
Main Author:	Zoltowska, Izabela
Format:	Journal Article
Language:	English
Published:	Basel MDPI AG 01.01.2025
Subjects:	aggregator bid curve Bids Case studies Cost control CVaR Electric vehicles Electricity Energy industry Energy trading Energy use Forecasts and trends Linear programming Management Market prices Motor vehicle fleets Optimization Participation Profits smart charging stochastic linear programming Poland
ISSN:	1996-1073, 1996-1073
Online Access:	Get full text
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