دانلود رایگان مقاله معامله خطرناک در بازار برق تصادفی محدود – سال 2021
مشخصات مقاله:
عنوان فارسی مقاله:
معامله خطرناک در بازار برق تصادفی محدود
عنوان انگلیسی مقاله:
Risk Trading in a Chance-Constrained Stochastic Electricity Market
سال انتشار مقاله:
2021
کلمات کلیدی مقاله:
محدودیت های احتمالی، بازار برق تصادفی، خطر
مناسب برای رشته های دانشگاهی زیر:
مهندسی برق
مناسب برای گرایش های دانشگاهی زیر:
تولید، توزیع و انتقال، مهندسی الکترونیک، سیستم های قدرت
وضعیت مقاله انگلیسی و ترجمه:
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فهرست مطالب:
Introduction
Chance-Constrained Electricity Market
Risk-Averse CC-EM
Risk Trading in the CC-EM
Case Study
Conclusion
قسمتی از مقاله انگلیسی:
I. INTRODUCTION
Uncertain renewable energy sources (RES) challenge the efficiency of existing wholesale electricity markets, which still lack risk-hedging financial instruments, [1]. As a result, electricity markets are incomplete with respect to uncertainty and risk, i.e. they do not provide market participants with a mechanism to secure their positions relative to all probable future states of the system. Motivated by the previously developed chance-constrained optimal power flow formulation in [2], we developed a chance-constrained stochastic electricity market design in [3]–[6], which internalizes the RES uncertainty and produces uncertainty-aware electricity prices that support welfare efficiency, revenue adequacy and cost recovery. However, [3]–[6] assume (i) risk-neutrality and (ii) a single common belief on the system uncertainty. In reality, market participants are likely to trade (i) in a riskaverse manner and (ii) with different uncertainty beliefs. Thus, decisions are more conservative and lead to less efficient market outcomes, if there is no opportunity to compensate the risk of uncertain costs with financial securities, [7]. Although common in the fields of stochastic optimization and finance [8], the notion of risk aversion has only recently gained attention in power system operations and electricity markets. For example, Hans et al. [9] developed risk-averse control strategies for decentralized generation resources and Kazempour et al. [10] explored the effects of risk-averse electricity producers in a two-stage market equilibrium. However, while hedging uncertain cost against risk using the conditional value-at-risk (CVaR), [9], [10] do not consider risk trading. On the other hand, building on the theoretical groundwork of Ralph and Smeers [7], [11], Philpott et al. [12] proposed a risk-complete, multi-stage, scenariobased stochastic energy market by introducing risk-trading via Arrow-Debreu Securities (ADS). This risk completeness, i.e. risk trading via financial instruments parallel to all other traded assets and services, provably enabled the existence of a riskaverse competitive equilibrium, if all market participants are endowed with a coherent risk measure. Gerard ´ et al. [13] applied the result from [12] to a two-stage stochastic electricity market and showed that a risk-averse equilibrium might not be unique. In line with [12], [13], Cory-Wright and Zakeri [14] demonstrated that different risk perceptions of market participants may encourage them to act strategically, thus causing suboptimal market outcomes, which can be avoided in risk-complete electricity markets.
