Utilize este identificador para referenciar este registo: http://hdl.handle.net/10400.21/2068
Título: A risk-averse optimization model for trading wind energy in a market environment under uncertainty
Autor: Pousinho, Hugo Miguel Inácio
Mendes, Víctor Manuel Fernandes
Catalão, João Paulo da Silva
Palavras-chave: Wind energy
Stochastic programming
Uncertainty
Risk aversion
Value-at-risk
System-analysis
Power
Procurement
Generation
Strategies
Forecasts
Data: Ago-2011
Editora: Pergamon-Elsevier Science LTD
Citação: POUSINHO, H. M. I.; MENDES, V. M. F.; CATALÃO, J. P. S. - A risk-averse optimization model for trading wind energy in a market environment under uncertainty. Energy. ISSN 0360-5442. Vol. 36, n.º 8 (2011) p. 4935-4942.
Resumo: In this paper, a stochastic programming approach is proposed for trading wind energy in a market environment under uncertainty. Uncertainty in the energy market prices is the main cause of high volatility of profits achieved by power producers. The volatile and intermittent nature of wind energy represents another source of uncertainty. Hence, each uncertain parameter is modeled by scenarios, where each scenario represents a plausible realization of the uncertain parameters with an associated occurrence probability. Also, an appropriate risk measurement is considered. The proposed approach is applied on a realistic case study, based on a wind farm in Portugal. Finally, conclusions are duly drawn. (C) 2011 Elsevier Ltd. All rights reserved.
Peer review: yes
URI: http://hdl.handle.net/10400.21/2068
ISSN: 0360-5442
Versão do Editor: http://www.sciencedirect.com/science/article/pii/S0360544211003628
Aparece nas colecções:ISEL - Eng. Electrotécn. - Artigos



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