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Multi-market energy procurement for a large consumer using a risk-aversion procedure

机译:使用风险规避程序为大型消费者进行多市场能源采购

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摘要

This paper provides a technique to derive the bidding strategy in the day-ahead market of a large consumer that procures its electricity demand in both the day-ahead market and a subsequent adjustment market. Price uncertainty is modeled using concepts derived from information gap decision theory, which allows deriving robust decisions with respect to price volatility. Risk aversion is built implicitly within the proposed model. Correlations among prices in the day-ahead and the adjustment markets are properly modeled. The proposed technique is illustrated through a realistic case study.
机译:本文提供了一种在大型消费者的日间市场中推导竞价策略的技术,该技术可以在日间市场和后续调​​整市场中获取其电力需求。价格不确定性是使用信息缺口决策理论衍生的概念建模的,该理论允许针对价格波动性得出可靠的决策。在建议的模型中隐式地构建了风险规避。正确建模了日前价格与调整市场之间的相关性。通过实际案例研究说明了所提出的技术。

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