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A risk-averse optimization model for trading wind energy in a market environment under uncertainty

2011-08Artigo científico Acesso aberto
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dc.contributor.authorPousinho, Hugo Miguel Inácio
dc.contributor.authorMendes, Victor
dc.contributor.authorCatalão, João Paulo da Silva
dc.date.accessioned2013-01-25T12:27:25Z
dc.date.available2013-01-25T12:27:25Z
dc.date.issued2011-08
dc.description.abstractIn 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.por
dc.identifier.citationPOUSINHO, 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.por
dc.identifier.issn0360-5442
dc.identifier.urihttp://hdl.handle.net/10400.21/2068
dc.language.isoengpor
dc.peerreviewedyespor
dc.publisherPergamon-Elsevier Science LTDpor
dc.relation.publisherversionhttp://www.sciencedirect.com/science/article/pii/S0360544211003628por
dc.subjectWind energypor
dc.subjectStochastic programmingpor
dc.subjectUncertaintypor
dc.subjectRisk aversionpor
dc.subjectValue-at-riskpor
dc.subjectSystem-analysispor
dc.subjectPowerpor
dc.subjectProcurementpor
dc.subjectGenerationpor
dc.subjectStrategiespor
dc.subjectForecastspor
dc.titleA risk-averse optimization model for trading wind energy in a market environment under uncertaintypor
dc.typejournal article
dspace.entity.typePublication
oaire.citation.conferencePlaceOxfordpor
oaire.citation.endPage4942por
oaire.citation.issue8por
oaire.citation.startPage4935por
oaire.citation.titleEnergypor
oaire.citation.volume36por
person.familyNameMendes
person.givenNameVictor
person.identifier.orcid0000-0002-4599-477X
person.identifier.ridD-2332-2012
person.identifier.scopus-author-id55138675600
rcaap.rightsrestrictedAccesspor
rcaap.typearticlepor
relation.isAuthorOfPublicationa86b9291-f23c-4f09-83d7-9ee691696705
relation.isAuthorOfPublication.latestForDiscoverya86b9291-f23c-4f09-83d7-9ee691696705

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ISEL - Eng. Electrotécn. - Artigos