پديد آورنده :
ايزدپناه، حامد
عنوان :
بررسي مديريت ريسك توليد نيروگاه هاي بادي در بازار برق
مقطع تحصيلي :
كارشناسي ارشد
محل تحصيل :
اصفهان: دانشگاه صنعتي اصفهان، دانشكده برق و كامپيوتر
صفحه شمار :
يازده،77ص.: جدول،نمودار
يادداشت :
ص.ع.به فارسي و انگليسي
استاد راهنما :
غلامرضا يوسفي
استاد مشاور :
احمدرضا تابش
توصيفگر ها :
تجارت انرژي بادي , تخصيص دارايي توليد بادي , ريسك گريزي تصميم گيرنده , ارزش در معرض ريسك
تاريخ نمايه سازي :
22/2/92
دانشكده :
مهندسي برق و كامپيوتر
چكيده فارسي :
به فارسي و انگليسي: قابل رويت در نسخه ديجيتالي
چكيده انگليسي :
78 Risk Management Analysis for Wind Generation in Electricity Market Environment Hamed Izadpanah Izadpanah ec@gmail com Date of Submission 2013 01 26 Department of Electrical and Computer Engineering Isfahan University of Technology Isfahan 84156 83111 Iran Degree M Sc Language Farsi Supervisor Gholam Reza Yousefi Abstract Risk management in a competitive electricity market has two important aspects including Risk Control and Risk Assessment Hedging and Portfolio Optimization are using to control the risks In a competitive electricity market a generation company can control its trading risks through selling the generated energy in different markets such as spot market and different type of bilateral contracts The problem is the participation method and the amount of generated power which is going to maximize the profit and minimize the risk of investments In this thesis due to the increase in the amount of wind power generation wind energy trading in electricity market is considered competitive without governmental supports In addition it is assumed that wind power generation has enough Influence and is able to participate in a competitive market Wind generation uncertainties are modeled and owners have to handle the Imbalance Cost Rate Wind energy trading has several risks such as uncertainty in wind generation spot price variation and imbalance cost rate variation In this thesis the optimum amount of allocated energy to each market is under consideration using Modern Portfolio Theory and considering the aforementioned risks and risk aversion factor The risks of participation of the wind farm in a competitive electricity market will be hedged using this method This optimization is obtained considering a trade off between expected profit and risks by taking the risk aversion factor into account This process would bring up two objective functions those are optimized using GAMS software Value at risk index is used to evaluate risk of the proposed method For performing the test sensitivity analysis and calculating the value at risk index historical data of the Spain electricity market have been used Keywords Risk Management Wind Energy Trading Asset Allocation Risk Aversion Value at Risk
استاد راهنما :
غلامرضا يوسفي
استاد مشاور :
احمدرضا تابش
