Risk-Constrained Bidding Strategy of Electric Power Producers Based on Historical Bidding Data

被引：0
|
作者：
Zhang, Xinhua [1 ]
Lai, Mingyong [2 ]
机构：
[1] Changsha Univ Sci & Technol, Coll Management, Changsha, Hunan, Peoples R China
[2] Hunan Univ, Coll Econom & Trade, Changsha, Peoples R China
来源：
2008 4TH INTERNATIONAL CONFERENCE ON WIRELESS COMMUNICATIONS, NETWORKING AND MOBILE COMPUTING, VOLS 1-31 | 2008年
基金：
中国博士后科学基金;
关键词：
Bidding strategy; CVaR; econometrics; electric power market; logistic distribution; simulation;
D O I：
暂无
中图分类号：
TN [电子技术、通信技术];
学科分类号：
0809 ;
摘要：
This paper analyzes the historical data of power bidding with econometrics method, and simulates the uncertainty of bidding market into Logistic distribution. Based on the results, the risk-constrained power bidding strategy model is proposed by using the CVaR method. Finally, the simulation results of the model show that the equilibrium bid is the lower limit governed by market rule to risk-averse power producer, and the optimal bid is greater than the lower limit to risk-preference ones.
引用
收藏
页码：10773 / +
页数：2
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