Optimal dispatch of virtual power plant considering risk adjusted return on capital constraints

被引：0

作者：

Liu Y. ^{[1
]}

Jiang C. ^{[1
]}

Tan S. ^{[1
]}

Hu J. ^{[1
]}

Li Q. ^{[2
]}

机构：

[1] Key Laboratory of Control of Power Transmission and Conversion, Ministry of Education (Shanghai Jiao Tong University), Minhang District, Shanghai

[2] Power Network Planning Research Center of Guizhou Power Grid Corporation, Guiyang, 550002, Guizhou Province

来源：

Zhongguo Dianji Gongcheng Xuebao/Proceedings of the Chinese Society of Electrical Engineering | 2016年 / 36卷 / 17期

关键词：

Conditional cash flow at risk (CCFaR); Economic capital; Optimal dispatch; Risk adjusted return on capital (RAROC); Virtual power plant;

D O I：

10.13334/j.0258-8013.pcsee.151574

中图分类号：

学科分类号：

摘要：

With the integration of distributed generations (DGs) into power systems, the virtual power plant (VPP) that can centralize control of DGs gains extensive attentions. Because of the uncertainty of DGs, optimal dispatch of VPP always takes account of profit and risk and it is a multi-objective optimization problem. This paper adopted risk adjusted return on capital (RAROC) to build the balance between profit and risk, and proposed an optimal dispatch model of VPP with economic meaning. Besides, this paper also introduced the concept of economic capital as a buffer against risk and adopted the conditional cash flow at risk to determine the requirement of economic capital. A case study from the real world was employed to prove the validity of the proposed model. By comparison, it can be found that combing the DGs and load by VPP can reduce the penalty on deviation and increase the profits of whole DGs and load. © 2016 Chin. Soc. for Elec. Eng.

引用

页码：4617 / 4626

页数：9

共 24 条

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