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The optimal hourly electricity price considering wind electricity uncertainty based on conditional value at risk
International Journal of Green Energy ( IF 3.1 ) Pub Date : 2021-01-16 , DOI: 10.1080/15435075.2020.1865372
Haike Qiao 1, 2 , Zijun Zhang 2 , Qin Su 1
Affiliation  

ABSTRACT

Wind generation fluctuation results in the electricity supply uncertainty of the company in electricity market. And this uncertainty has an important impact on hourly electricity price. In our paper, we use game models to optimize hourly price for different risk appetites’ companies considering the uncertainty. For the risk-neutral company, we solve the optimal electricity price by maximizing the expected profit. For the risk-averse or risk-preferring company, we consider wind electricity generation as a Weibull distribution and obtain the optimal electricity price based on conditional value at risk. In numerical examples, we find that the risk-preferring company sets the highest electricity price, demonstrating the importance of modeling risk appetites of the company in electricity price. And the results indicate that a risk-averse (risk-preferring) company will set a higher (lower) electricity price for a larger risk confidence level. Besides, we find that the company will lower electricity price with the decrement of users’ price elasticity. Furthermore, our finding shows that the profit of the company increases with the wind penetration due to the decreased cost, which supports the observed and investigated results in electricity market.



中文翻译:

基于风险条件值的考虑风电不确定性的最佳小时电价

抽象的

风力发电波动会导致公司在电力市场中的电力供应不确定。这种不确定性对小时电价具有重要影响。在本文中,考虑到不确定性,我们使用博弈模型为不同风险偏好的公司优化小时价格。对于风险中立的公司,我们通过最大化预期利润来解决最优电价。对于规避风险或偏好风险的公司,我们将风力发电视为威布尔分布,并根据风险条件值获得最优电价。在数值示例中,我们发现风险偏好的公司设定了最高的电价,这说明了在电价中模拟公司的风险偏好的重要性。结果表明,规避风险(偏爱风险)的公司将为较高的风险置信度设置较高(较低)的电价。此外,我们发现公司会随着用户价格弹性的降低而降低电价。此外,我们的发现表明,由于成本降低,公司的利润随着风速的增加而增加,这为电力市场的观察和研究结果提供了支持。

更新日期:2021-03-01
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