Minimising the expectation value of the procurement cost in electricity markets based on the prediction error of energy consumption

被引：2

作者：

Yamaguchi, Naoya ^{[1
]}

Hori, Maiya ^{[2
]}

Ideguchi, Yoshinari ^{[1
]}

机构：

[1] Kyushu Univ, Ctr Coevolut Social Syst, Nishi Ku, 744 Motooka, Fukuoka 8190395, Japan

[2] Kyushu Univ, Platform Intertransdisciplinary Energy Res, Nishi Ku, 744 Motooka, Fukuoka 8190395, Japan

来源：

PACIFIC JOURNAL OF MATHEMATICS FOR INDUSTRY | 2018年 / 10卷

基金：

日本科学技术振兴机构;

关键词：

Minimising the expectation value; Electricity markets; Prediction error; Procurement cost; Simulation;

D O I：

10.1186/s40736-018-0038-7

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

In this paper, we formulate a method for minimising the expectation value of the procurement cost of electricity in two popular spot markets: day-ahead and intra-day, under the assumption that expectation value of unit prices and the distributions of prediction errors for the electricity demand traded in two markets are known. The expectation value of the total electricity cost is minimised over two parameters that change the amounts of electricity. Two parameters depend only on the expected unit prices of electricity and the distributions of prediction errors for the electricity demand traded in two markets. That is, even if we do not know the predictions for the electricity demand, we can determine the values of two parameters that minimise the expectation value of the procurement cost of electricity in two popular spot markets. We demonstrate numerically that the estimate of two parameters often results in a small variance of the total electricity cost, and illustrate the usefulness of the proposed procurement method through the analysis of actual data.

引用

页数：16

共 12 条

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