Risk-Averse Self-Scheduling of Storage in Decentralized Markets
Author:
Affiliation:
1. Argonne National Laboratory,Energy Systems and Infrastructure Analysis Division,Lemont,IL,USA,60439
2. University of Oxford,Department of Engineering Science,Oxford,United Kingdom,OX1 2JD
Funder
Ministry of Education
Commonwealth Scholarship Commission
Publisher
IEEE
Link
http://xplorestaging.ieee.org/ielx7/10252165/10252088/10253330.pdf?arnumber=10253330
Reference10 articles.
1. Conditional value-at-risk for general loss distributions
2. Battery Storage Formulation and Impact on Day Ahead Security Constrained Unit Commitment
3. Some Remarks on the Value-at-Risk and the Conditional Value-at-Risk
4. Robust Self-Scheduling Under Price Uncertainty Using Conditional Value-at-Risk
5. Self-Commitment of Combined Cycle Units Under Electricity Price Uncertainty
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