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Optimal offering strategies for wind power producers considering uncertainty and risk

2012-06Journal article Restricted access
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dc.contributor.authorCatalão, João Paulo da Silva
dc.contributor.authorPousinho, Hugo Miguel Inácio
dc.contributor.authorMendes, Victor
dc.date.accessioned2015-09-11T09:00:54Z
dc.date.available2015-09-11T09:00:54Z
dc.date.issued2012-06
dc.description.abstractThis 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.por
dc.identifier.citationCATALÃO, 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. 270-277por
dc.identifier.doi10.1109/JSYST.2011.2163009
dc.identifier.issn1932-8184
dc.identifier.urihttp://hdl.handle.net/10400.21/5173
dc.language.isoengpor
dc.peerreviewedyespor
dc.publisherIEEE-INST Electrical Electronics Engineers INCpor
dc.subjectArtificial intelligencepor
dc.subjectForecastingpor
dc.subjectRisk analysispor
dc.subjectStochastic programmingpor
dc.subjectUncertaintypor
dc.subjectWind powerpor
dc.subjectValue-at-risk
dc.subjectGeneration
dc.subjectSystems
dc.subjectPenetration
dc.subjectMarkets
dc.subjectSearch
dc.titleOptimal offering strategies for wind power producers considering uncertainty and riskpor
dc.typejournal article
dspace.entity.typePublication
oaire.citation.conferencePlacePiscataway
oaire.citation.endPage277por
oaire.citation.issue2por
oaire.citation.startPage270por
oaire.citation.titleIEEE Systems Journalpor
oaire.citation.volume6por
person.familyNameMendes
person.givenNameVictor
person.identifier.orcid0000-0002-4599-477X
person.identifier.ridD-2332-2012
person.identifier.scopus-author-id55138675600
rcaap.rightsclosedAccesspor
rcaap.typearticlepor
relation.isAuthorOfPublicationa86b9291-f23c-4f09-83d7-9ee691696705
relation.isAuthorOfPublication.latestForDiscoverya86b9291-f23c-4f09-83d7-9ee691696705

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