This paper investigates two problems: 1) the decision-making approach for an individual investor in a power market with the uncertainty of wind power generation, and 2) the impacts of expanding the penetration of wind energy on the profitability of the investment. To answer these questions, a comparison framework of two distinct investments is designed in which one is deterministic in a power market including only fossil-fuel generators, and another is uncertain in a power market with wind energy production. The power market is modeled as a supply function equilibrium (SFE), and a scenario-based model is implemented on the IEEE 30-bus system to deal with the uncertainty of wind energy. A novel approach, including error correction and the sensitivity analysis method, is introduced. The concept of conditional value at risk is applied to measure the investment risk. The results show that the wind speed prediction error and the wind probability density function variation create a very low impact on the final result. However, the load duration curve has a high impact on the decision-making problem. The proposed approach can address the ensured gained profit of an investment in an uncertain power market.

本文研究了两个问题：1）具有风力发电不确定性的电力市场中个人投资者的决策方法，以及2）扩大风能渗透率对投资盈利能力的影响。为了回答这些问题，设计了两种不同投资的比较框架，其中一种在仅包括化石燃料发电机的电力市场中具有确定性，而另一种在具有风能发电的电力市场中具有不确定性。电力市场被建模为供应函数均衡（SFE），并且在IEEE 30总线系统上实现了基于情景的模型来应对风能的不确定性。介绍了一种新的方法，包括纠错和灵敏度分析方法。风险条件价值的概念适用于衡量投资风险。结果表明，风速预测误差和风概率密度函数变化对最终结果的影响很小。但是，负荷持续时间曲线对决策问题影响很大。所提出的方法可以解决在不确定的电力市场中确保获得的投资收益。