Risk Management in Electricity Market Using Probabilistic Optimal Power Flow

カテゴリ: 部門大会

論文No: 13

グループ名: 【B】平成23年電気学会電力・エネルギー部門大会講演論文集

発行日: 2011/08/30

タイトル(英語): Risk Management in Electricity Market Using Probabilistic Optimal Power Flow

著者名: Yu Chang Kim (Electrical engineering),Chang Gi Min (Electrical engineering),Wook Won Kim (Electrical engineering),Jong Keun Park (Electrical engineering),Yong Tae Yoon (Electrical engineering)

著者名(英語): Yu Chang Kim (Seoul Nat. Univ. Korea),Chang Gi Min (Seoul Nat. Univ. Korea),Wook Won Kim (Seoul Nat. Univ. Korea),Jong Keun Park (Seoul Nat. Univ. Korea),Yong Tae Yoon (Seoul Nat. Univ. Korea)

キーワード: Optimal Portfolio Selection|Probabilistic Optimal Power Flow|Modern Portfolio TheoryModern Portfolio Theory|Optimal Portfolio Selection|Probabilistic Optimal Power Flow|Modern Portfolio Theory

要約(日本語): In the deregulated and competitive electricity market, market participants face various risks that affect their profit or loss in a competitive market. Risk management is an important and essential part in the market participant’s decision making. In this paper, Generation company’s(Genco) expected returns and the price risk are simulated using Probabilistic Optimal Power Flow(POPF) and the optimal energy allocation is formulated as a general portfolio optimization problem.

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