Utilize este identificador para referenciar este registo: http://hdl.handle.net/10400.21/5173
Título: Optimal offering strategies for wind power producers considering uncertainty and risk
Autor: Catalão, João Paulo da Silva
Pousinho, Hugo Miguel Inácio
Mendes, Víctor Manuel Fernandes
Palavras-chave: Artificial intelligence
Forecasting
Risk analysis
Stochastic programming
Uncertainty
Wind power
Value-at-risk
Generation
Systems
Penetration
Markets
Search
Data: Jun-2012
Editora: IEEE-INST Electrical Electronics Engineers INC
Citação: CATALÃO, J. P. S.; POUSINHO, H. M. I.; MENDES, V. M. F. – Optimal offering strategies for wind power producers considering uncertainty and risk. IEEE Systems Journal. ISSN: 1932-8184. Vol. 6, nr. 2 (2012), pp. 270-277
Resumo: This paper provides a two-stage stochastic programming approach for the development of optimal offering strategies for wind power producers. Uncertainty is related to electricity market prices and wind power production. A hybrid intelligent approach, combining wavelet transform, particle swarm optimization and adaptive-network-based fuzzy inference system, is used in this paper to generate plausible scenarios. Also, risk aversion is explicitly modeled using the conditional value-at-risk methodology. Results from a realistic case study, based on a wind farm in Portugal, are provided and analyzed. Finally, conclusions are duly drawn.
Peer review: yes
URI: http://hdl.handle.net/10400.21/5173
DOI: 10.1109/JSYST.2011.2163009
ISSN: 1932-8184
Aparece nas colecções:ISEL - Eng. Electrotécn. - Artigos



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