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System outage cost incorporated valuation framework for electric transmission system planning and investment.

机译：系统中断成本纳入了评估框架，用于电力传输系统的规划和投资。

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Power system planning for modern grid operations necessitates adequate financial investments in infrastructure to forestall blackouts and brownouts and enhance grid reliability. To justify investment decisions under uncertainty by potential investors and utility companies in new transmission capacity and equipment, modeling of uncertainties and provision of robust asset valuation tool that incorporates these uncertainties is inevitable in order to enhance operational efficiency of the grid and effective decision making based on market dynamics while delivering attractive rates of return on investment and value creation for shareholders.;Real option asset valuation methodology for transmission systems that incorporates direct cost of system outages into the overall asset valuation paradigm is proposed. A general framework for reliability centered asset valuation using real option theory is detailed with consequent practical uses. Stochastic differential equation models for revenue streams through coordination of two correlated Ito processes for electricity prices and load demands were utilized. Due to limited access for actual practical and proprietary data for model validation, we utilized computer generated data based on certain key stochastic parameters with known distributions estimated from actual power system and industry experience.;Simulation results for two methods of valuations with the incorporation of outage cost being deterministic and stochastic are provided. Results show that incorporation of outage costs into the overall asset valuation paradigm play an important and significant role in transmission asset valuation, since it affects the underlying value of the investment decision.
机译：现代电网运营的电力系统规划需要对基础设施进行充分的财务投资，以防止停电和停电，并提高电网的可靠性。为了使潜在投资者和公用事业公司在新的输电容量和设备存在不确定性的情况下证明投资决策的合理性，不可避免地要对不确定性进行建模并提供包含这些不确定性的强大资产评估工具，以提高电网的运营效率并基于此做出有效的决策市场动态，同时为股东提供有吸引力的投资回报率和价值创造。;提出了用于传输系统的实物期权资产评估方法，该方法将系统中断的直接成本纳入整体资产评估范式。详细介绍了使用实物期权理论进行以可靠性为中心的资产评估的一般框架，并随后进行了实际应用。利用电价和负荷需求的两个相关的Ito过程的协调，针对收入流的随机微分方程模型。由于无法获得用于模型验证的实际实用数据和专有数据的限制，因此我们使用了基于某些关键随机参数的计算机生成的数据，这些关键随机参数的已知分布是根据实际电力系统和行业经验估算得出的。结合停电的两种评估方法的模拟结果提供确定性和随机性成本。结果表明，将中断成本纳入整体资产评估范本在传输资产评估中起着重要的作用，因为它会影响投资决策的基础价值。

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