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arXiv 1910.05409eess.SYcs.SY
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风险和方差感知电价

Risk- and Variance-Aware Electricity Pricing

Robert Mieth, Jip Kim, Yury Dvorkin

摘要:

随机可再生能源(RES)的推出破坏了电力系统的效率和市场运作。本文提出了一种方法来获得电力价格的内部RES随机性。我们利用机会约束的AC最优潮流(CC AC-OPF)模型,该模型对RES不确定性具有鲁棒性,并且还知道系统状态变量的变化(方差)。利用圆锥对偶理论,我们推导和分析的能量和平衡备用价格,内部化的系统极限违反和系统状态变量的方差的风险。我们比较了IEEE 118节点测试平台上的风险和方差感知价格。

英文摘要:

The roll-out of stochastic renewable energy sources (RES) undermines the efficiency of power system and market operations. This paper proposes an approach to derive electricity prices that internalize RES stochasticity. We leverage a chance-constrained AC Optimal Power Flow (CC AC-OPF) model, which is robust against RES uncertainty and is also aware of the resulting variability (variance) of the system state variables. Using conic duality theory, we derive and analyze energy and balancing reserve prices that internalize the risk of system limit violations and the variance of system state variables. We compare the risk- and variance-aware prices on the IEEE 118-node testbed.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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