文献类型：期刊文献

英文题名：Risk-controlled economic performance of compressed air energy storage and wind generation in day-ahead, intraday and balancing markets

作者：Sriyakul, Thanaporn[1];Jermsittiparsert, Kittisak[2,3,4]

第一作者：Sriyakul, Thanaporn

通讯作者：Jermsittiparsert, K[1];Jermsittiparsert, K[2]

机构：[1]Mahanakorn Univ Technol, Fac Business Adm, Bangkok 10530, Thailand;[2]Duy Tan Univ, Inst Res & Dev, Da Nang 550000, Vietnam;[3]Duy Tan Univ, Fac Humanities & Social Sci, Da Nang 550000, Vietnam;[4]Henan Univ Econ & Law, MBA Sch, Zhengzhou 450046, Henan, Peoples R China

第一机构：Mahanakorn Univ Technol, Fac Business Adm, Bangkok 10530, Thailand

通讯机构：[1]corresponding author), Duy Tan Univ, Inst Res & Dev, Da Nang 550000, Vietnam;[2]corresponding author), Duy Tan Univ, Fac Humanities & Social Sci, Da Nang 550000, Vietnam.

年份：2021

卷号：165

起止页码：182-193

外文期刊名：RENEWABLE ENERGY

收录：;EI(收录号：20204709513344);Scopus(收录号：2-s2.0-85096213935);WOS:【SCI-EXPANDED(收录号:WOS:000599759100017)】；

语种：英文

外文关键词：Commercial compressed air energy storage (CCAES); Wind generation; Power aggregator (PA); Downside risk constraints approach (DRCA); Day-ahead (DA) and intraday (IN) and balancing (BL) markets

摘要：In this paper, the wind power aggregator is cooperating with a commercial compressed air energy storage (CCAES) to participate in three markets, including day-ahead (DA), intraday (IN), and balancing (BL) markets. A three-stage stochastic programming problem is formulated to model the optimal operation of the proposed system. In the proposed model, the uncertainties of wind power, as well as DA, IN, and BL markets price is modeled by the implementation of scenario generation and reduction methods. Financial risks imposed from the uncertain parameters are investigated in the proposed stochastic optimization framework. For this purpose, the downside risk constraints approach (DRCA) is modeled in the stochastic formulation to manage the financial risks. In the proposed DRCA, a risk-based strategy can be proposed for the aggregation of CCAES and wind as a power aggregator (PA) that has a controlled risk in the risk-averse strategy. According to obtained results, the expected profit of PA without DRCA is (sic) 4176.3, while the proposed strategy by the DRCA leads to a (sic) 4094.0 profit. Therefore the proposed strategy by DRCA has a lower profit (1.97%) while leads to a guaranteed risk-controlled strategy for PA with the reduced risk by 100%. (C) 2020 Elsevier Ltd. All rights reserved.