{"title":"基于风险规避态度的电力市场供应商最优竞价策略","authors":"Qiao-lin Ding, Jing Tang, Jianxin Liu","doi":"10.1109/IPEC.2005.207073","DOIUrl":null,"url":null,"abstract":"This paper provides a framework to obtain some optimal strategies according to different risk analysis and decisions. An optimization process is used to find the optimal production for forecasted price and several boundary prices which are defined based on different confidence level of price probability distribution. Market participants would select their most interesting prices related to its attitude depends on its degree of risk aversion to construct the bidding strategy. The main contribution of this work is a methodology to find a bidding strategy. The new optimal bidding strategy composed of curves with optimal offer blocks where only information related to forecasted demand and market-clearing prices is required shows its superiority to others","PeriodicalId":164802,"journal":{"name":"2005 International Power Engineering Conference","volume":"26 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"1900-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"1","resultStr":"{\"title\":\"A new optimal bidding strategy based on risk aversion attitude of power market suppliers\",\"authors\":\"Qiao-lin Ding, Jing Tang, Jianxin Liu\",\"doi\":\"10.1109/IPEC.2005.207073\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"This paper provides a framework to obtain some optimal strategies according to different risk analysis and decisions. An optimization process is used to find the optimal production for forecasted price and several boundary prices which are defined based on different confidence level of price probability distribution. Market participants would select their most interesting prices related to its attitude depends on its degree of risk aversion to construct the bidding strategy. The main contribution of this work is a methodology to find a bidding strategy. The new optimal bidding strategy composed of curves with optimal offer blocks where only information related to forecasted demand and market-clearing prices is required shows its superiority to others\",\"PeriodicalId\":164802,\"journal\":{\"name\":\"2005 International Power Engineering Conference\",\"volume\":\"26 1\",\"pages\":\"0\"},\"PeriodicalIF\":0.0000,\"publicationDate\":\"1900-01-01\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"1\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"2005 International Power Engineering Conference\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.1109/IPEC.2005.207073\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"2005 International Power Engineering Conference","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1109/IPEC.2005.207073","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
A new optimal bidding strategy based on risk aversion attitude of power market suppliers
This paper provides a framework to obtain some optimal strategies according to different risk analysis and decisions. An optimization process is used to find the optimal production for forecasted price and several boundary prices which are defined based on different confidence level of price probability distribution. Market participants would select their most interesting prices related to its attitude depends on its degree of risk aversion to construct the bidding strategy. The main contribution of this work is a methodology to find a bidding strategy. The new optimal bidding strategy composed of curves with optimal offer blocks where only information related to forecasted demand and market-clearing prices is required shows its superiority to others
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