A study on bid strategies for electric power suppliers in bilateral market considering spot market

被引：0

作者：

Hayashi, Tokuhisa ^{[1
]}

Kita, Hiroyuki

Tanaka, Eiichi

Hasegawa, Jun

机构：

[1] Hokkaido Univ, Sapporo, Hokkaido 060, Japan

[2] Hakodate Natl Coll Technol, Hakodate, Hokkaido, Japan

来源：

ELECTRICAL ENGINEERING IN JAPAN | 2007年 / 161卷 / 04期

关键词：

deregulation; bilateral market; spot market; VaR (value at risk); Vasicek model;

D O I：

10.1002/eej.20515

中图分类号：

TM [电工技术]; TN [电子技术、通信技术];

学科分类号：

0808 ; 0809 ;

摘要：

As deregulation in the electric power industry has advanced in many countries, a spot market and a futures market for electric energy have already been formulated. In Japan, the foundation of a day-ahead spot market is scheduled for the 2005 fiscal year. This paper presents a method to evaluate the expected profit and risk for an electric power supplier considering both spot market and bilateral market. In this paper, the Vasicek model is used to represent the fluctuations in spot price and demand in a bilateral market, and additionally, Value at Risk (VaR) is used as a risk index.

引用

页码：1 / 11

页数：11

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