Abstract Electricity retailers encounter several uncertainties in a pool-based electricity market, such as uncertainties in demand and market price. This paper presents a new stochastic model for an electricity retailer with flexible demands to facilitate its energy procurement. The retailer, in addition to participating in the wholesale market, can exchange with a wind producer through a contract under the new short-term trading mechanism. In order to facilitate energy and financial exchanges, to estimate the spot market price, and to send contract information to system operator, the short-term trading operator is introduced. Following the day-ahead market clearing, the wind producer and the retailer submit their decisions on the contract to the introduced operator. The operator allocates possible energy transactions based on the surpluses or shortages of the parties. The uncertainty associated with market prices, demand, and the exchangeable power within short-term trading mechanism are considered by sets of scenarios. Also, profit risk is considered by conditional value at risk. The resulting stochastic linear formulation is applied to two case studies to show the effectiveness of the proposed model. Results indicate that the proposed mechanism increases the profit of the retailer during the short-term operation.

中文翻译：

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考虑新的短期合同和灵活需求的零售商决策模型

摘要 电力零售商在基于池的电力市场中会遇到一些不确定性，例如需求和市场价格的不确定性。本文为具有灵活需求的电力零售商提出了一种新的随机模型，以促进其能源采购。零售商除了参与批发市场外，还可以在新的短期交易机制下通过合同与风电生产商进行交易。为了方便能源和金融交易，估计现货市场价格，并将合约信息发送给系统运营商，引入了短期交易运营商。在日前市场出清后，风电生产商和零售商将他们对合同的决定提交给引入的运营商。运营商根据各方的盈余或短缺分配可能的能源交易。与市场价格、需求和短期交易机制中的可交换能力相关的不确定性通过多组情景来考虑。此外，利润风险是通过有条件的风险价值来考虑的。由此产生的随机线性公式应用于两个案例研究，以显示所提出模型的有效性。结果表明，所提出的机制在短期经营期间增加了零售商的利润。由此产生的随机线性公式应用于两个案例研究，以显示所提出模型的有效性。结果表明，所提出的机制在短期经营期间增加了零售商的利润。由此产生的随机线性公式应用于两个案例研究，以显示所提出模型的有效性。结果表明，所提出的机制在短期经营期间增加了零售商的利润。