Power Portfolio Optimization Considering Network Topology

カテゴリ: 部門大会

論文No: 31

グループ名: 【B】平成24年電気学会電力・エネルギー部門大会

発行日: 2012/09/12

タイトル(英語): Power Portfolio Optimization Considering Network Topology

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

著者名(英語): Kim Yu Chang (Seoul National University),Park Jong Keun (Seoul National University),Min Chang Gi (Seoul National University),Kim Wook Won (Seoul National University),Yoon Yong Tae (Seoul National University)

要約(日本語): In the competitive electricity market, it is important to allocate trades in order to maximize return and minimize the corresponding risks. To achieve these purposes, portfolio optimization is necessary to market participants in multi-market environment. In this paper, optimal power allocation composed by participating spot market, bilateral contracts and a congestion hedging instrument (FTR) is suggested from the view point of Generation company(Genco). To reflect non-normal distribution of power portfolios that are simulated from POPF, VaR is used to measure the risk of the portfolio.

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